Free data from NSENOW to AmiBroker via Excel

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Ok, but when I paste the scrip from NOW to Excel, it takes OHL of the day so far. I am getting same sized candle sticks on Ami now :( The only dynamic variables are last traded price and quantity. http://imageshack.us/photo/my-images/443/amibroker.png/
The format for back fill and for live data are separate.

data for back fill is in one minute interval, so you have , low, high, close, and volume, this volume is the total volume for the one minute interval. the format file Nest.

the format file reflects this.

For real time data which is ticker based, it is close (price), and volume (last traded qty). for this you have different format NSENOW2.

You should not have any problem if you follow the format file , the data in excel and the data in market watch should tally
 
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josh1

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Ok, but when I paste the scrip from NOW to Excel, it takes OHL of the day so far. I am getting same sized candle sticks on Ami now :( The only dynamic variables are last traded price and quantity. http://imageshack.us/photo/my-images/443/amibroker.png/
The format for back fill and for live data are separate.

data for back fill is in one minute interval, so you have , low, high, close, and volume, this volume is the total volume for the one minute interval. the format file Nest.

the format file reflects this.

For real time data which is ticker based, it is close (price), and volume (last traded qty). for this you have different format NSENOW2.

You should not have any problem if you follow the format file , the data in excel and the data in market watch should tally
Yes. in backfill we are getting 1 min. data from NOW/Nest. This is cumulative. Hence there is O,H,L and Close. Realtime feed is not cumulative. There we are capturing last trade. A trade does not have OHLC. There is only one price. Therefore format for backfill and realtime are different.

We are saving the excel sheet as text file and thereafter Amibroker imports it into database. It looks into.format file to understand the arrangement of columns in text file. Therefore, format in your excel sheet and the format in .format file must match. Format in marketwatch and excel need not match because excel captures data on the basis of formula given in cells. However, it is better to keep them matched for the sake of convenience. When we paste a new scrip from maktwatch to excel, the fields are pasted in mktwatch format. If arrangement in excel is different then we will have to move the fields to their proper column causing extra work.
 
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Yeah, I figured it out and used a different format file for backfilling and merging. Am a little challenged, what to do :D

I tried to write a browser based parser in Javascript but 1.5 megs of backfill data in an HTML text area is being a real pain in the a$$. What I do is I copy/paste the backfill data in a text file. Generate a CSV next that gets rid of the space, tabs and sets the date in the right format. All I have to do next is import the data into Amibroker and merge the symbols. Backfilling takes about a minute. Am trying to automate this but I don't know VB and haven't had time to learn. Some tinkering with Amibroker SDK will help. I was out of town for a while so couldn't dig under the hood. Shall do it over the weekends and hopefully learn a thing or two to share with everyone. Thanks for all the help, guys.
 

josh1

Well-Known Member
Yeah, I figured it out and used a different format file for backfilling and merging. Am a little challenged, what to do :D

I tried to write a browser based parser in Javascript but 1.5 megs of backfill data in an HTML text area is being a real pain in the a$$. What I do is I copy/paste the backfill data in a text file. Generate a CSV next that gets rid of the space, tabs and sets the date in the right format. All I have to do next is import the data into Amibroker and merge the symbols. Backfilling takes about a minute. Am trying to automate this but I don't know VB and haven't had time to learn. Some tinkering with Amibroker SDK will help. I was out of town for a while so couldn't dig under the hood. Shall do it over the weekends and hopefully learn a thing or two to share with everyone. Thanks for all the help, guys.
Please look at the new thread now. I have given all explanations in detail.

@SR114 - You are more experience than me in this forum. Please help me close this thread.
 

josh1

Well-Known Member
Yes Dear, but I did not find any way to contact Moderators except the red triangle on the top right of your post. That is meant to be used for reporting abusive posts.


Moderators, Please close this thread.
 
Hi Josh,
Before the thread closes, pl help on backfill through Nowbackfill.xlsm.The problem is , since 12/6/12 the date format of NEST has changed.So the backfill is updated up to 12/6/12 only.My computr setting is M/d/yyyy.The pasted data table in sheet 1 of nowbackfill.xlsm displays like:
ACC-EQ 12/6/2012 15:27
ACC-EQ 12/6/2012 15:28:01
ACC-EQ 12/6/2012 15:29:01
ACC-EQ 13-06-2012 09:15:01
ACC-EQ 13-06-2012 09:16:01
ACC-EQ 13-06-2012 09:17:01

What should be done?

thanks & regards

PKJ
 

josh1

Well-Known Member
Hi Josh,
Before the thread closes, pl help on backfill through Nowbackfill.xlsm.The problem is , since 12/6/12 the date format of NEST has changed.So the backfill is updated up to 12/6/12 only.My computr setting is M/d/yyyy.The pasted data table in sheet 1 of nowbackfill.xlsm displays like:
ACC-EQ 12/6/2012 15:27
ACC-EQ 12/6/2012 15:28:01
ACC-EQ 12/6/2012 15:29:01
ACC-EQ 13-06-2012 09:15:01
ACC-EQ 13-06-2012 09:16:01
ACC-EQ 13-06-2012 09:17:01

What should be done?

thanks & regards

PKJ
Easiest way is to change the computer setting to dd/mm/yyyy. See the new thread. I have given instructions there. Download new files from link given there.
 
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