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Is it Possible to add more Aux data? (Such as Aux3, Aux4, Aux5)

#1
Hi Everyone

Is it possible to import more Aux data? Because apparently my data has more than 2 auxiliary data. I upload the data image as well.

Untitled55.png

If it is possible, how to do it during the import wizard?

I have done typing the additional comment during import wizard with this script:

$FORMAT Date_DMY,Ticker,Open,High,Low,Close,Volume,Aux1,Aux2,Aux3,Aux4,Aux5,Aux6,Aux7
$HYBRID 0
$ALLOWNEG 1
$SKIPLINES 1
$SEPARATOR ,
$DEBUG 1
$AUTOADD 1
$BREAKONERR 1

And apparently, it did not work out.

Your help will be much appreciated

Thank you
 

travi

Well-Known Member
#2
I don't think that will work or increases AUX fields
the max # of columns seem to be an inherent design of AB, leaving this open may just end-up bloating the DB and degrading s/w performance :D
What version are you using?
Anway, check the Quotations Editor, those are the fields and that's the order you can use from what I've just read in the documentation.

Check the hybrid variable to add additional data to quotes.
Maybe you can find a way to use a separator and fit multiple data in a single AUX field and convert it back when you read.
I don't know the impact it will have on performance so you need to test that.

Another challenge is that those fields allow only numbers, but there are 12 columns in total, isn't that enough ?
 
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#3
Excerpt from Amibroker Doc:
However – if two additional fields are not enough for our purposes, we can also import quotes into some synthetic tickers and have another set of OHLC, V, OI, Aux1 and Aux2 fields available for importing. Synthetic ticker in this context means just a custom symbol name that’s used just for storing such extra data. So – instead of importing additional arrays into IBM ticker or AAPL ticker, we could use for example IBM_extra and AAPL_extra symbols and their fields.

Using such common naming pattern (i.e. identical ‘_extra’ suffix with the original ticker name) will be useful, because later on to access data from the selected field we could use just the following AFL call:

myVal = Foreign( Name() +"_extra", "C");
and this line will read value from Close field of the respective ‘extra’ ticker as we select IBM or AAPL.

An alternative way to store and handle several custom arrays would be to use SQL database, then we could use ODBC plugin to read such data. The documentation of ODBC plugin is available at:

http://www.amibroker.com/odbc.html
 

travi

Well-Known Member
#4
Excerpt from Amibroker Doc:
However – if two additional fields are not enough for our purposes, we can also import quotes into some synthetic tickers and have another set of OHLC, V, OI, Aux1 and Aux2 fields available for importing. Synthetic ticker in this context means just a custom symbol name that’s used just for storing such extra data. So – instead of importing additional arrays into IBM ticker or AAPL ticker, we could use for example IBM_extra and AAPL_extra symbols and their fields.

Using such common naming pattern (i.e. identical ‘_extra’ suffix with the original ticker name) will be useful, because later on to access data from the selected field we could use just the following AFL call:

myVal = Foreign( Name() +"_extra", "C");
and this line will read value from Close field of the respective ‘extra’ ticker as we select IBM or AAPL.

An alternative way to store and handle several custom arrays would be to use SQL database, then we could use ODBC plugin to read such data. The documentation of ODBC plugin is available at:

http://www.amibroker.com/odbc.html
One of the mistakes i make is to start reading stuff in mkt hours, then end up messing the brain :D
I also came across the Excerpt you've quoted a while ago and came back to post it. I guess i'm late :)

it's a smart way to just chain a string of symbols which is relatively easy to do.
 
#5
I don't think that will work or increases AUX fields
the max # of columns seem to be an inherent design of AB, leaving this open may just end-up bloating the DB and degrading s/w performance :D
What version are you using?
Anway, check the Quotations Editor, those are the fields and that's the order you can use from what I've just read in the documentation.

Check the hybrid variable to add additional data to quotes.
Maybe you can find a way to use a separator and fit multiple data in a single AUX field and convert it back when you read.
I don't know the impact it will have on performance so you need to test that.

Another challenge is that those fields allow only numbers, but there are 12 columns in total, isn't that enough ?
I am using the version 5.7... apparently 12 columns are not enough for the custom data..

Adding something like aapl_extra might require me to change the raw data format, which is horrible
 
#7
I am using the version 5.7... apparently 12 columns are not enough for the custom data..

Adding something like aapl_extra might require me to change the raw data format, which is horrible
Assuming that ur raw data is in csv/txt file, all u hafta do is make a copy of those files and also create an additional format file in the "Formats folder" for the remaining columns leftover from ur 1st format file.
And ofcourse a little fun with batch "Find & Replace" in ur Copied csv/txt files to rename the tickers in those files.
 
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