
Statisctical data mining/extraction
5424
£1.5k(approx. $2.0k)
- Posted:
- Proposals: 6
- Remote
- #51409
- Archived
Description
Experience Level: Expert
The program is supposed to scan all predefined markets (e.g. Dow {US30}, FTSE {UK100}, DAX {GER30 or DE30}, S&P 500 {SPX500}, Nasdaq {NAS100}, GOLD {XAU/USD}, Silver {XAG/USD}, UKOIL, EUR/USD, GBP/JPB etc… [Initially we will start with 12 markets] within all predefined list brokers [initially will start with 6 brokers] and store the (mathematically modified by predefined formula [for security/confidentiality reasons]) sell & buy prices in a data base (preferably MySQL).
The data extraction will be done every 10 seconds (or any other pre-defined ‘time interval’ which will be a modifiable system parameter), generating 1 Database record per market and per time interval. Each such record will record the DATE/TIME as well as SELL & BUY prices quoted by each broker at the said time and date (with an expected small/reasonable time discrepancy [less than 2 seconds] between brokers).
The program should be designed so that it is expandable indefinitely both in number of markets as well as number of brokers, however we will initially for the first phase, will include 12 markets & 6 brokers (names to be provided later).
Besides storing the said data the program should provide 2 additional functions:
1. View the data live as it being extracted (see sample below), market by market (one TAB per market) showing the sell/buy prices of all brokers, highlighting the highest SELL prices as well as the lowest BUY prices on each line. It should also display the difference between the highest SELL Price and the Lowest BUY price (‘GAP’), which should be highlighted on the displayed screen should it be greater than the sum of the typical spreads of the 2 two brokers involved (i.e. the typical spread [the difference between the Sell & Buy prices] of the broker offering the lowest Buy price and the typical spread of the broker offering the highest Sell price on that line - this will be explained in details later on).
2. Export the data from the (MySQL) Database into an Excel spreadsheet of the preselected dates, markets and brokers. The data in the spreadsheet will allocate 1 TAB per market and the format will be identical to the way it was described in 1 above including all the highlight features.
The data extraction will be done every 10 seconds (or any other pre-defined ‘time interval’ which will be a modifiable system parameter), generating 1 Database record per market and per time interval. Each such record will record the DATE/TIME as well as SELL & BUY prices quoted by each broker at the said time and date (with an expected small/reasonable time discrepancy [less than 2 seconds] between brokers).
The program should be designed so that it is expandable indefinitely both in number of markets as well as number of brokers, however we will initially for the first phase, will include 12 markets & 6 brokers (names to be provided later).
Besides storing the said data the program should provide 2 additional functions:
1. View the data live as it being extracted (see sample below), market by market (one TAB per market) showing the sell/buy prices of all brokers, highlighting the highest SELL prices as well as the lowest BUY prices on each line. It should also display the difference between the highest SELL Price and the Lowest BUY price (‘GAP’), which should be highlighted on the displayed screen should it be greater than the sum of the typical spreads of the 2 two brokers involved (i.e. the typical spread [the difference between the Sell & Buy prices] of the broker offering the lowest Buy price and the typical spread of the broker offering the highest Sell price on that line - this will be explained in details later on).
2. Export the data from the (MySQL) Database into an Excel spreadsheet of the preselected dates, markets and brokers. The data in the spreadsheet will allocate 1 TAB per market and the format will be identical to the way it was described in 1 above including all the highlight features.
Nitzan T.
100% (8)Projects Completed
10
Freelancers worked with
10
Projects awarded
27%
Last project
30 Aug 2017
South Africa
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