Real Time Data Now / Nest Trader to Amibroker, Fcharts
- Thread starter josh1
- Start date
The lib is here. Ill upload it in github too later ( not my code).
You have mature tool already, So its maybe not needed, i have not tracked recent progress. I wrote some error control stuff for backfill and also to check that there is no missing data. So tool waits until all data is loaded. If you want you can check the logic. After all this, i realized that DT is unreliable after internet disconnection. So i mainly use VWAP now ...
Also, working on new RTD build that will export ticks. This can be used to do TICKMODE 1 backfill - 1) Take all mins from Backfill 2) Add missing ticks at the end from RTDMan.
You have mature tool already, So its maybe not needed, i have not tracked recent progress. I wrote some error control stuff for backfill and also to check that there is no missing data. So tool waits until all data is loaded. If you want you can check the logic. After all this, i realized that DT is unreliable after internet disconnection. So i mainly use VWAP now ...
Also, working on new RTD build that will export ticks. This can be used to do TICKMODE 1 backfill - 1) Take all mins from Backfill 2) Add missing ticks at the end from RTDMan.
RTD_1.30 takes care of all this.
Why DT only? Some times NOW becomes unreliable if there is frequent net disconnection. Order entry also stops working. Press F1 or F2 place order and nothing happens. Exit and restart is the only option.
I don't understand the bold part..exactly what you are after.
Say I lost my connection from 1:04:03 to 1:09:33, RTDMan keeps feeding from 1:09:34 onwards. RTD_1.30 can collect ticks for 1:04 to 1:09 (these are 1 min candles). Thereafter it deletes ticks from 1:04:00 to 1:09:59 from Amibroker and backfills with those 1min candles. That way volume remains intact. However, it doesn't sense disconnection. I have to find gap and instruct it. You can straight away use RTD_1.30. You understand the code. Why reinvent the wheel?
It works in tickmode 1 also. At EOD, you can backfill all scrips for the day. Just keep start time as 00:00:00 and End time 15:30:01
Edit- Got the External Lib.
It was developed by Oldman on my query in AHK forums. It is good.
Why DT only? Some times NOW becomes unreliable if there is frequent net disconnection. Order entry also stops working. Press F1 or F2 place order and nothing happens. Exit and restart is the only option.
I don't understand the bold part..exactly what you are after.
Say I lost my connection from 1:04:03 to 1:09:33, RTDMan keeps feeding from 1:09:34 onwards. RTD_1.30 can collect ticks for 1:04 to 1:09 (these are 1 min candles). Thereafter it deletes ticks from 1:04:00 to 1:09:59 from Amibroker and backfills with those 1min candles. That way volume remains intact. However, it doesn't sense disconnection. I have to find gap and instruct it. You can straight away use RTD_1.30. You understand the code. Why reinvent the wheel?
It works in tickmode 1 also. At EOD, you can backfill all scrips for the day. Just keep start time as 00:00:00 and End time 15:30:01
Edit- Got the External Lib.
It was developed by Oldman on my query in AHK forums. It is good.
Last edited:
Try to avoid using NestPlus. So far, NOW has run very smoothly for me.
No, i just gave you option for RTD.
I wanted fully automated stuff - no need to input anything. Just one shortcut and do everything in background. Now i have it and its good enough for me.
So what i do is forget about gaps, no need to delete. Even when there is no gap - rtd will not be as accurate as backfill data. Its close but not same.
To get accurate and fast backfill - Just reconstruct data and use $TICKMODE 1. No delete needed anymore. Data is taken from 1min bars from backfill and after last minute pick up remaining ticks from RTDMan. ( This is not pushed to git yet )
i want all tools to be easily changeable and customized to what i want. RTD codebase was hard to manage for me. Plus, I really really dislike Basic style syntax. And learning AHK was worthwhile.
hehe, thats good - was very useful. Without it will need to have fixed column positions.
Yes, i have all of that already in place and automated. Just idea - you can give option to schedule EOD backfill at 15:30:01 - instead of manual backfill everyday.
No, i just gave you option for RTD.
I wanted fully automated stuff - no need to input anything. Just one shortcut and do everything in background. Now i have it and its good enough for me.
So what i do is forget about gaps, no need to delete. Even when there is no gap - rtd will not be as accurate as backfill data. Its close but not same.
To get accurate and fast backfill - Just reconstruct data and use $TICKMODE 1. No delete needed anymore. Data is taken from 1min bars from backfill and after last minute pick up remaining ticks from RTDMan. ( This is not pushed to git yet )
i want all tools to be easily changeable and customized to what i want. RTD codebase was hard to manage for me. Plus, I really really dislike Basic style syntax. And learning AHK was worthwhile.
Edit- Got the External Lib. It was developed by Oldman on my query in AHK forums. It is good.
was developed by Oldman on my query in AHK forums. It is good.
Yes, i have all of that already in place and automated. Just idea - you can give option to schedule EOD backfill at 15:30:01 - instead of manual backfill everyday.
There is no difference in accuracy between versions. Its accurate yes, but ticks will be missed sometimes by design. I have seen it in fast moves. Maybe wont make much diff in trading, even less in swing trading. And many tick losses will be hidden within OHLC.
But since we have option, i prefer to overwrite. Anyway, this is the point of open source ...
One more thing i added was to wait for RTD Server ( ie nest/now) to start if not running - instead of giving error. This way i can autostart RTDMan without waiting for login.
But since we have option, i prefer to overwrite. Anyway, this is the point of open source ...
One more thing i added was to wait for RTD Server ( ie nest/now) to start if not running - instead of giving error. This way i can autostart RTDMan without waiting for login.
Waiting on startup is easy, just need simple loop until we get success code. Everything else gets loaded afterwards.
To reload topics, We will have disconnect, reload settings and connect again. Will also need some trial and error to make sure there is no leftover.
And how will we trigger it from backfill to RTDMan ?
Writing IPC code to trigger it seems overkill. We could detect changes in ini but then it will trigger reset on every change which is unnecessary and could cause problems.
Also, What will we gain? i had thought about it before - start/shutdown is pretty fast already. Some tick loss will happen in any case. We cannot keep volume of old as scrips and their indices can also change. We can have some workarounds by saving map of old scrip volumes + alias. But cant do anything for new scrips. And all of this seems too much work for small gain for rare scenario. Simple - do backfill and it will fix everything.
To reload topics, We will have disconnect, reload settings and connect again. Will also need some trial and error to make sure there is no leftover.
And how will we trigger it from backfill to RTDMan ?
Writing IPC code to trigger it seems overkill. We could detect changes in ini but then it will trigger reset on every change which is unnecessary and could cause problems.
Also, What will we gain? i had thought about it before - start/shutdown is pretty fast already. Some tick loss will happen in any case. We cannot keep volume of old as scrips and their indices can also change. We can have some workarounds by saving map of old scrip volumes + alias. But cant do anything for new scrips. And all of this seems too much work for small gain for rare scenario. Simple - do backfill and it will fix everything.
@TB
I think adding topics should be enough. We can have another file instead of same ini.
Say we have 20 topics. A topic file will contain - scrip21= .........
If RTDMan detects the file, it adds the topic and immediately deletes the file.
Remove topic can be achieved by say - scrip6=0 .... but that is not necessary.
I think adding topics should be enough. We can have another file instead of same ini.
Say we have 20 topics. A topic file will contain - scrip21= .........
If RTDMan detects the file, it adds the topic and immediately deletes the file.
Remove topic can be achieved by say - scrip6=0 .... but that is not necessary.
Last edited:
Similar threads
-
-
-
-
How to Transfer realtime data from Now/Nestrader to Amiboker ?
- Started by ghana007007
- Replies: 4
-
Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts MS- Started by josh1
- Replies: 2,305