Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts MS

[rmike]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

Just wondering why don't we see similar effort for developing trading systems . . .

Take it on faith ..... developing trading systems is a far sight easier

People shy away from collaborative effort for the same due to the erroneous belief set of having found an exploitable anomaly which (to their understanding) no one else has noticed till now.

In same manner a value player will keep holding a beaten down market instrument far beyond the dictates of reasonable logic because it is difficult to accept/ face the fact that the market may not come around to his/ her viewpoint of 'value pick' in the foreseeable future..... the slippery slope of hope!

 

[josh1]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

Meanwhile the RT RTD continues (in a disparate threaded process as mentioned by TB) with the ticks being collected in the quotes.rtd file without ami updation.

During backfill the data till dd:11:56:00 is filled by invoking the statistics. The bars will be one minute bars timestamped as dd:hh:mm:00. All previous tick bars in ami database till dd:11:55:59 will be overwritten.

No tick loss in ami database as the RTD stopped updating ami at dd:11:55:59.

Backfill finishes and sends trigger to the utility to reset BarPeriod= 1100.

The RTD updation pushes the collected ticks into ami from that point onwards, populating the database from dd:11:56:00.

If this is workable then (hopefully) it should not be too much of a sweat to figure out minor code changes.

This will cause data corruption. The NOW stats are one minute bars with timestamp of dd:hh:mm:00. During normal backfill, this bar will only replace the tick datapoint which is timestamped the same. All the other tick bars in that minute will remain. That means you will have almost twice the volume record for the same bar. Price OHLC will not be affected during aggregation by ami but volume would distort 2X.

1. NestRTD does not collect ticks for BarPeriod. It keeps adjusting HLC until end of BarPeriod and sends one adjusted bar to AB for that BarPeriod. If I keep BarPeriod=60000, it sends 1 bar per minute to AB. That is the main reason I was asking for overwriting of 1 min bar every second.

2.VWAP stats timestamp is HH:mm:ss and ss can be anything. Yesterday I backfilled one scrip and I got timestamp of HH:mm:33 in all records. How will you backfill if your data stopped at HH:mm:20 ? I have seen timestamp of HH:mm:55 also. Filling gaps in data is going to be a nightmare. Therefore I decided to delete previous data.

 

[TracerBullet]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

This utility will likely be the beginning of the end of the dubious 'fly by night' datafeed operators in the Indian context as it is faster than any of their offerings! The piece-de-resistance is that since data is pulled from the trading platform - all sections (commodities, cash, currencies etc) are 'on the tap'.
Amen

offtopic -
Reading your comment made me look for other posts in this forum and yes there are some paid tools here too which is fine i guess.

One funny guy ( probably with a good tool ) says its free for life but demands money. He even says its released under GPL3. If so, any buyer should be able to modify/redistribute for free. Marketing can be funny ...

 

[Nettwork]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

@josh1 /TracerBullet
can u pls provide the correct settings for bank nifty index, i am getting Topic connection failed. The settings I have in the ini is Scrip2=Bank Nifty;BANKNIFTY;Index Value (also tried without space between Bank nifty on scrip ID but no luck)

Am getting live feed on blistering speed for nifty and other fo scrips (big thanks :thumb:to both of you for this light weight utility). and i'm using NEST trader.

Also would be nice if we can have some settings(in ini) for day's session start & end time likewise in XLS utility. Noticed some data in ami with yesterdays close price before 9.15am today (assume session starts whenever the exe is invoked.)

 

[josh1]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

@josh1 /TracerBullet
can u pls provide the correct settings for bank nifty index, i am getting Topic connection failed. The settings I have in the ini is Scrip2=Bank Nifty;BANKNIFTY;Index Value (also tried without space between Bank nifty on scrip ID but no luck)

Am getting live feed on blistering speed for nifty and other fo scrips (big thanks :thumb:to both of you for this light weight utility). and i'm using NEST trader.

Also would be nice if we can have some settings(in ini) for day's session start & end time likewise in XLS utility. Noticed some data in ami with yesterdays close price before 9.15am today (assume session starts whenever the exe is invoked.)

Open Excel. Right+Click on Bank Nifty in Nest. Click on Link to Excel and paste it in Excel. You will get correct settings.

 

[josh1]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

offtopic -
Reading your comment made me look for other posts in this forum and yes there are some paid tools here too which is fine i guess.

One funny guy ( probably with a good tool ) says its free for life but demands money. He even says its released under GPL3. If so, any buyer should be able to modify/redistribute for free. Marketing can be funny ...

Look around a bit more and you will find that another one is already planning to sell yours. :lol:

 

[Nettwork]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

Open Excel. Right+Click on Bank Nifty in Nest. Click on Link to Excel and paste it in Excel. You will get correct settings.

Ahh got it...! one space caused the issue

 

[rmike]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

1. NestRTD does not collect ticks for BarPeriod. It keeps adjusting HLC until end of BarPeriod and sends one adjusted bar to AB for that BarPeriod. If I keep BarPeriod=60000, it sends 1 bar per minute to AB. That is the main reason I was asking for overwriting of 1 min bar every second.

That is precisely what I was getting at in my illustrated example in post #1297. RTD with BarPeriod=60000 will transport data to ami only once per minute at dd:hh:mm:00 (am presuming that :ss = 00), therefore backfill till previous min i.e dd:hh:mm - 1:00 can happen which will finish in less than a minute for a particular ticker. The last timestamped dd:hh:mm - 1:00 datapoint/ bar from the backfill will cater for the data bar from dd:hh:mm - 1:00 to dd:hh:mm - 1:59 (since AB stores data from mm:00 to mm:59 for a particular bar at one minute timeframe setting - which is the granularity of our data from the backfill).

The RTD updation takes over from the next bar as normal when backfill ends
and the BarPeriod setting can then reset to 1100 to feed further one sec snapshot data.

Tested this today in live market conditions. Manual backfill from google, 1 Min data. Since there was no automatic synchronization to begin backfill from mm:00 and trigger to change BarPeriod settings, precisely only 1 min dataloss for each ticker was experienced.

2.VWAP stats timestamp is HH:mm:ss and ss can be anything. Yesterday I backfilled one scrip and I got timestamp of HH:mm:33 in all records. How will you backfill if your data stopped at HH:mm:20 ? I have seen timestamp of HH:mm:55 also. Filling gaps in data is going to be a nightmare. Therefore I decided to delete previous data.

That really sucks. The granularity of backfill data has to be constant over the entire backfill period for OHLC and volume adjustment coherence. I use only NOW so haven't experienced this. The hourly stats in NOW are uniformly configured 1 min bars with timestamp mm:00 which makes for more accurate backfill. Even then I would personally repose more faith in google because they have a rep to protect unlike friend Omnesys.

I would suggest not to use NEST VWAP backfill

 

[rmike]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

One funny guy ( probably with a good tool ) says its free for life but demands money. He even says its released under GPL3. If so, any buyer should be able to modify/redistribute for free. Marketing can be funny ...

Actually kanitkar is a well intentioned guy who developed the utility to help forum members. The fee was only for tech help as he had to hire guys to provide the same. Unfortunately he didn't contend with the general nastiness of the vast majority of 'gimme' mentality guys which abound everywhere (more so in the trading profession

But since you've brought this up, it is incumbent to sound a gentle warning. Even though your generosity be impeccable, nothing would stop a smart alec from repackaging your app in a plugin (trademarked to boot and distributing it commercially...

Well you have been apprised of the score now

 

[rmike]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

Look around a bit more and you will find that another one is already planning to sell yours.

If I am not mistaken about your intended look direction , then I am in a position to set the record straight in this particular case (at least .

I have known tomcat for a while now, and he's one of the good guys around here. He has been developing the utility for pulling data from multiple terminals upon my prodding, since yusi most likely will cease his utilities from May of this year (unless we can collectively impose upon his better nature to relent and reconsider

tomcat is a bonafide data utility developer. His AmiGY v2.0 is the fastest (and cheapest) datafeeder with accurate realtime data from google. This utility is at par with yusi's utility in speed, stability and is slightly more accurate (no bad ticks - which are mainly courtesy of Omnesys)

Since he (including others) have been gracious enough to ask for and incorporate my suggestions in datafeed utility development, I am in a position to know that his utility is based on a different coding premise from TB.