Real Time Data Now / Nest Trader to Amibroker, Fcharts

Discussion in 'Intraday' started by josh1, Feb 19, 2015.

  1. josh1

    josh1 Well-Known Member

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    RTD ( Open source ) is based on two applications.
    Backfill - A basic backfill tool to import VWAP statistics / Nest Plus Data table ( Open source ) by Josh1 (TraderJi.com) and
    RTDman- C++ RTD client for Nest/NOW which Feeds real time data to Amibroker (Open source ) by TraceBullet (TraderJi.com)
    Special thanks shankar4kv (TraderJi.com) for taking his time and effort to put together this tool and implementing feedback and suggestion.

    Thanks also to SR114, Shirajroz, Raghuveer, L.V. Gandhi, SmartTrade, rMike, Einstein,snakehead and all other members who have contributed in different ways for development of these applications.

    Both the applications are open source licensed under GPL2. Links for the source code are given by Shankar. Source code of RTDMan is given in the zip file. Users are free to modify the source code at their discretion.

    RTDMan gives Real Time quotes in Ami from the time you click on- Start. It does not give Real time from beginning of the day. So start RT and then backfill from either Vwap/Hourly Statistics or from NestPlus. Copy data upto the time you logged in into Backfill.

    Please note: - Real time data and backfill depend totally upon your terminal and broker.
    Default number of scrips is 55 for Nest /Now. You may request your broker for additional scrips. Some brokers may give RTD for 100 to 200 scrips.
    Backfill is done from either Vwap/Hourly Statistics or Data Table. Hence number of days available there is the limit. In most cases Data Table has up to 22 days of 1 min.data. Backfill is available in 1 min. time frame only.
    In addition to that, you may use ‘Data Downloader’ by Joydeep for backfill of cash scrips from Google. It is available at http://www.volumedigger.com/Software/Data_Downloader.aspx

    System requirements Things you need
    Windows XP or above
    Microsoft Visual C++ 2010 Redistributable Package (x86)
    Amibroker
    Nest Trader/NSENow - With Link to excel - Enabled (RTD Activated)
    Ramdisk of 5mb - Optional but highly recommended (DataRAM or Vsuite may be installed)


    How to check whether RTD is activated..? --
    Right+Click on any scrip in the market watch. A menu will pop up. Search down for an item “Link to Excel”. Click on it and you will be served with options. Choose all items.Open Microsoft Excel (version 2007 or above and 32bit only). Right+Click anywhere in the worksheet and choose “paste”. Excel will present you with all the scrips in market watch along with live quotes. If you see “N/A” everywhere then that means RTD is not enabled by your broker.
    If broker says, he has done it, then you may be having permission issues in Windows. Start all applications as Administrator and check.
     
    Last edited: Feb 20, 2015
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  2. josh1

    josh1 Well-Known Member

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    The utility can be downloaded from the link given in my signature or from Shankar4kV's signature. or
    from - https://www.dropbox.com/s/3dgliwcs965d4dh/Installer.exe?dl=0

    Edit- Do not ask questions about any source other than RTD, Nest Trader, NSE NOW, AmiBroker or Fchartse and clutter this thread.

    If you cannot see anything below my signature, you have to set up your Control Panel to display signature.
    [​IMG]
    Click on "User CP" on top left of this page.

    Control Panel will open
    [​IMG]

    Scroll down until you reach "Visible Post Elements" and check mark agains Show Signatures.
    [​IMG]
     
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  3. josh1

    josh1 Well-Known Member

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    Follow the setup instructions given in accompanied help file to get real time charts and backfill.
    There also a short Tutorial below in the next post. Please read and do set up before asking any questions.

    Please do not clutter this thread with one line questions like these.

    1. I AM NOT TOO GOOD IN COMPUTER RELATED STUFF, PLEASE HELP ME.
    2. I DID EVERYTHING AS PER INSTRUCTIONS BUT I AM NOT GETTING CHARTS. PLEASE HELP.
    3. BACKFILL IS NOT HAPPENING.
    4. Please can somebody install this on my computer with Teamviewer.

    Answer to question 1 is this-
    You need not be good in computers to follow this. Follow all the instructions. If you do not understand any instruction, ask here. There are are members who will help you. Sorry, We cannot do spoon feeding. Please help yourself first and thereafter we will help you.
    Answer to question 2, 3 and 4 is this -
    What do you mean by that. I cannot help you with one line information. Check whether you followed all the steps as given. Give me the exact step where you are not getting desired results and ask specific question.

    If you want help, please ask your question in detail. I have given troubleshooting instructions. Read them and if your question is not answered there, ask it here.

    You will have to tell me about your operating system, data source (from where you want data) and target.
    Setup instructions are serially numbered. Desired results are given in Green coloured Steps. You will have to tell me exactly which steps you did and where you got stuck.
     
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  4. josh1

    josh1 Well-Known Member

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    Short tutorial: Long Tutorial is availble in Help file.
    Download latest version from Josh1's signature or from Shankar4KV’s signature. Install using all defaults.

    Settings to be done in NEST/NOW
    Market Watch Columns – following columns must be present in the market watch
    Trading Symbol . Exchange .Series/Expiry . Instrument Name .Symbol .Option Type .Strike Price
    Columns can be arranged by right- click on Column Headers and then “Reposition”.

    DataTable – following columns must be present in the DataTable.
    Scrip Name, "Date Time","Open,"High","Low","Close","Volume"
    Column order is very important to get proper backfill from Data Table

    Data for the day is available from Hourly Statistics in NSENOW and VWAP Statistics in Nest Trader.
    Hourly/VWAP Statistics Columns- should be in the following order
    "Start Time","Open Rate","High Rate","Low Rate","Close Rate","Differential Vol"
    Column Order is important to get correct backfill.

    Start NOW/NEST.
    Start AmiBroker.
    Start RTD app and make changes in settings: "Rename Future as" to _F1 or whatever you normally use, "Plus chart Open" to "No". Leave rest of settings as is.
    Click Save.
    Close RTD app (Do not start real time feed or backfill. Do not click any other button).

    Start RTD app. If Amibroker is not already open, it will be opened.
    Click on "NEST Plus" or VWAP radio button. You will see a list view opened with all scrips from Active Market Watch.
    Please note that only Active Market Watch is supported.for backfill. If you have multiple market watches then you will have to select requsite market watch in terminal for backfill.
    Verify that ALL scrips in Market Watch are present in RTD app list.
    If all scrips are not present go to Market Watch, right click->”Refresh MarketWatch Scrips”. Page down and repeat right click->”Refresh MarketWatch Scrips” until end of Market Watch. Click on “NEST Plus” radio button again to refresh scrips in RTD. Verify that ALL scrips in Market Watch are present in RTD app list.
    Select scrips you want to backfill/feed RT data.
    Click "Start RTD".
    Amibroker will now show real time charts.
    Backfill:
    If Backfill setting “Delete quotes” is “Yes” it will generally take a long time for backfill to complete.
    If Backfill setting “Delete quotes” is “No” it will give excess volume.
    See Long tutorial for possible workaround.

    If you get any errors or not working as expected please post images of:
    -Market Watch/DataTable Columns
    -RTD settings
    -RTD
    -any error messages.
    Also tell what is your terminal window title (excluding your id).

    END of Short tutorial.
     
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  5. lvgandhi

    lvgandhi Well-Known Member

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    Still backfill does filling for default DB. It will be nice if it fills if any DB is already opened as your only backfill app does it. I have checked it already using another DB and RTD backfill fills only default not opened DB. Any default DB is changed then that is filled.
     
  6. candle

    candle Well-Known Member

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    Josh Sir,

    Heartiest thanks for your sincere efforts. You are so kind hearted and helpful to every one, always. I wish if I could learn a bit of your helpfulness, I will be happier.

    Great going sir. Regards.
     
  7. josh1

    josh1 Well-Known Member

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    @Shankar, Please check this.

    Following condition was added by you. See if they are required now.
    If Not ProcessExists("Broker.exe") Then ;If Amibroker not oppened then Refresh all Scripts and save database
    .RefreshAll
    .SaveDatabase
    EndIf
     
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  8. Snake.Head

    Snake.Head Well-Known Member

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  9. shankar4kv

    shankar4kv Well-Known Member

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    Its not required now will clean it and also compile help file in chm in this weekend
     
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  10. linuxtor

    linuxtor New Member

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    Hi snakehead,josh1,shankar
    Yes really an excellent way. I would like to :thanx::cheers::thumb: to all of you guys who are consistently working on this with dedication and patience.
    I was trying for NinjaTrader 7. I can get the EOD for NT7 from yahoo. But is there any thing for NT like RTD for AB. I am not sure what should be the file format. "C:\Program Files\NinjaTrader 7\db" is the path i guess where the format files are kept and can be edited so as to make the IEOD and Realtime data can be fetched.
     
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