How to get RT data from yahoo finance

#1
Hi

I am planning to develop a small utility in java, which will download the RT data from yahoo finance. Can anybody let me know how to get the data from yahoo finance. I have seen MyQuote (from Joy ) and ManshiRT (suny). As of now i am able to get the data from yahoo, but not with the details of open, high, low, close and volume in 1 minute time intervals. I wanted to understand one thing.

1. How to get the open, high, low, close and volume in that one minute duration.
2. I am planning to download the data in ASCII and put in one directory. Is there any way that the Amibroker will pick the data automatically from that directory and should import.

Please help seniors regarding this.

Thanks is advance........
 

bharodiya

Active Member
#2
Hi
andrastyle

We can not get RT data according to any time frame.
You have to create OHLC from last price and 1 minute
volume from volume itself.

O=1st tick of last(No matter how many ticks you use for
1m time frame.This value should be same during 1m
completes.)
H=1st tick of last.You have update this value with every
refresh of data,Within 1m time frame.If Last>prevH
then you get new H otherwise prevH=newH.
L= As above,just reverse formula.
C=last. Every time new close.
V=Volume - prevVolume.Add this value til 1m completes.
 

Similar threads