Real Time Data Now / Nest Trader to Amibroker, Fcharts

This had a mistake - corrected below

What this means is that in TICKMODE 1, AB expects all ticks to be sent from start time. So if LTT is same, we need to send all ticks with that LTT together. So if we get tick1 with time t1, we push it to AB immediately. Now we get tick2 with same time t2 then send both tick1 and tick2 so that AB does not overwrite tick1 and instead aggregates tick1 and tick2.

here is my ninja trader OFA with unirenko chart, this chart is being fed with Raw LTP without aggrgation of OHL, Bid price, Ask price, LTQ, Bid qty and Ask Qty at the mark of LTT. had longed at 2673 and exitted at 2683 thence shorted at 2683 and holding same with tsl of 2680 which hit just now and changed to long 2680

we dont need bid / ask quantity... at each tick of LTT, the LTP is compared with Bid and Ask prices....if LTP = bid price at LTT then LTQ IS ADDED TO Bid side of the column at that price...if LTP=ask price AT LTT then LTQ is added to ask side of the price column at that price. any variations to bid/ask prices other than at the mark of LTT has no use.

Therefore LTT is the king all above values are taken at each change of LTT and recorded.

Hope this helps

Ok

What I was asking was, if the 2 values from the bolded part above can be maintained in Aux1 & Aux2, and the DB remains to be in 1 minute form will be useful / sufficient ?


EDIT:

We get total quantity traded on the Ask Side in this minute in Aux1 and
We get total quantity traded on the Bid Side in this minute in Aux2

Will the above structure be useful for your kind of Volume Analysis

Thanks
Happy

yes we can do that, especially bid rate and ask rate.

you can keep aggregating for 1 minute in which case the base time interval will also be minimum of 1 minute and cannot be tick. this means that the system can never be used with renko or p&f charts which dont have time axis.

with amibroker the main problem is that rtd man has to make csv file and then same gets imported to amibroker local data base. this delays the entire charting.
if dde.dll is used then all these can be fed to ami in tick format, but then the database corrupts frequently. this is my experiance with amibroker.

csv does not cause delay - RTDMan delays by current design. This can be changed and i gave rough idea on how to do it above using TICKMODE 1. So need code change. I plan to do it later when bored but anyone can do it earlier if needed. Its a bit more complicated that NT but not too much.

How to connect RTDMan to ninja for OFA?
please someone help.....

TB is right. Amibroker is very fast in importing ascii file.
To feed Ami in tick format, first we have to see whether we are getting all ticks.
Ami is importing data at 150 msecs with CrudeM. I have to check tomorrow with Nifty.

We may not be able to feed tick data 1 tick at a time. We have to consider chart refresh period also. Chart Refresh period is 30 to 90 msecs for tick chart with my AFL. Refresh period of <100 msecs and Ami might go Kabooooom.
Edit - Chart Refresh period is 10 to 40 msecs for 5 min tf.

somehow i am having no such luck. spent the whole day trying to figure out why rtd 1.30 does not work for me.

when i click on backfill, and select either nest plus or vwap, i get the error as in screenshot attached. on clicking ok rtd exits. the errorLog is empty. (i don't have the backfill settings open while clicking backfill, have just opened it only for this screenshot to show settings there)

as can be seen in the market watch I do have the nifty futures listed. i have nifty futures in my amibroker as NIFTY_F1.

a couple of more points:
1. the help mentions "following columns must be present in the DataTable", however i was unable to locate any data table in nest. all i could find and configure were the market watch & vwap stats (both can be seen in the attachment.
2. for some reason i am unable to save the vwap column order. everytime i restart nest, i have to reset it
3. can i have more columns in the market watch (after the initial columns as required)?

any help will be appreciated, i am using the rtd v1.30.zip installation has been done strictly as per the help. i am able to get the rtd into excel (link to excel). please help.

@Zoheb

You have to start RTD_1.30 as administrator?
Data table -- press Shift+D on any scrip
Vwap -- save button is available
You can add as many column as you want