need help

#1
hello.
Can anybody guide me how i can import nse options bhavcopy to amibroker.?
is there any utility which can convert nse bhavcopy to ami Format?
I will be really very much thankFull to you.
Regards
 

sr114

Well-Known Member
#2
hello.
Can anybody guide me how i can import nse options bhavcopy to amibroker.?
is there any utility which can convert nse bhavcopy to ami Format?
I will be really very much thankFull to you.
Regards
No utils to convert the NSE Option EOD data
u have to do it urself by macro

also in which type u want the data in ami:

1 continuous


or
2 expiry wise





all are transformed from NSE OPTION EOD DATA

rgds
 
Last edited:

sr114

Well-Known Member
#4
Thanks for your quick response sir..
i want in continues format like normally we see future contract ..when months changes automatically next becomes near.
an excel macro will help u in this conversion
only banknifty weekly option will not come properly

Code:
1) By using following formula in the cell Q2 

=IF($B2&"@"&$C2=$B1&"@"&$C1,$Q1,1+$Q1*($B2=$B1))
copied down for all rows

2) Next in cell R2 

=TRIM($B2)&"-"&ROMAN($Q2)&REPT("-"&$D2&" "&$E2,OR($A2="OPTIDX",$A2="OPTSTK"))
copied down for all rows

Here B = Ticker information column
C = Expiry Date

Your Ticker is created in column R
You can use this whole column copy – paste special – Values to other ExcelSheet and take other figures Like O H L C V OI etc to the corresponding columns.

write ur own macro using this code snippt

rgds
 

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