Importing historical futures/options data

R

rb_trade

New Member
#1
#1
Hi there,

I am trying to import some historical tick data for futures and options trades into Amibroker using the ASCII importer. In the $FORMAT line in my default.format file, how do I specify fields that represent:
1) strike price
2) contract expiration date

In other words, is there some format specifier that will tell AB that a particular field in the ASCII data file is the strike price for that options contract and that another field is the contract expiration date ?

Any help would be greatly appreciated.

Thanks
- R
 
M

majnnuu

New Member
#2
#2
rb_trade said:
Hi there,

I am trying to import some historical tick data for futures and options trades into Amibroker using the ASCII importer. In the $FORMAT line in my default.format file, how do I specify fields that represent:
1) strike price
2) contract expiration date

In other words, is there some format specifier that will tell AB that a particular field in the ASCII data file is the strike price for that options contract and that another field is the contract expiration date ?

Any help would be greatly appreciated.

Thanks
- R
Click to expand...

i also need same help on this........how to import futures and options data into amibroker?? it doesnt show any expiryday coloum or strike price option
 
neil.nitk

neil.nitk

Member
#3
#3
i assume you're looking for a way to create a continuous contract for futures.

1) In amibroker go to Symbol Menu, click new
2) Give a name : Continuous gold or XYZ, anything will do
3) Load your new empty Continuous contract
4) Go to Symbol Menu, click Merge
5) Choose your first quaterly contract to start the Continuous contract like january gold
6) Again with your continuous contract as active chart, repeat the procedure for february gold (Symbol Menu -> Merge, Choose your second contract)

and so on..

hope this helps :)
 
D

desi123

Member
#4
#4
majnnuu said:
i also need same help on this........how to import futures and options data into amibroker?? it doesnt show any expiryday coloum or strike price option
Click to expand...
You cannot import Option / Future Data unless its properly formatted before.

You can import Option Data only if the Ticker is like this

NIFTY-I-4500-CE - Represents Near Month Nifty 4500 Call Option

For Futures, Your Ticker should be like this

NIFTY-I - Represents Near Month Nifty Future
 
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