Real Time Data Now / Nest Trader to Amibroker, Fcharts

Steve

Active Member
Dear Josh,
Thank you very much for this excellent utility software.The only problem I am having is while back filling data, e.g. crude oil or nickel, the volume bars showing in amibroker are totally different, I mean showing excessive volumes as compared to real time data. Would you please help me to solve this problem.
Since I too faced this issue, I've attached images so that Josh1/Tracerbullet and others can have a look at it.
This happens with most mcx scrips, surprisingly mcx copper does not have this issue.



 

TracerBullet

Well-Known Member
Since I too faced this issue, I've attached images so that Josh1/Tracerbullet and others can have a look at it.
This happens with most mcx scrips, surprisingly mcx copper does not have this issue.



Maybe the units of volume do not match in what you get from RTD/excel volume field and the field you use in backfill.
You will have to compare the data and check. Perhaps one is in number of lots ? Its seems that the value in backfill source is around 50 times the values in RTD field
( comparing 1 min backfill data and your 5 min RTD volume range )
 

Steve

Active Member
@ TB,
There is definitely a mismatch of volume via RTDNest and backfill which is more than 50 times.
Can't figure out why this anomaly occurs with scrips like mxc crude, Nickel, NG etc. does not occur with mcx -copper, or Nse Nifty, when I last checked.
 

NJ23

Well-Known Member
Do you delete the ticks when you backfill? May be because of that you get volume that exceeds that data table.
 

TracerBullet

Well-Known Member
@ TB,
There is definitely a mismatch of volume via RTDNest and backfill which is more than 50 times.
Can't figure out why this anomaly occurs with scrips like mxc crude, Nickel, NG etc. does not occur with mcx -copper, or Nse Nifty, when I last checked.
Steve, what i am saying is to check the data in Market watch (RTD) vs data in Vwap/Datatable(backfill) ... If its 50 times, you can hardcode volume division in Backfill
 

josh1

Well-Known Member
Since I too faced this issue, I've attached images so that Josh1/Tracerbullet and others can have a look at it.
This happens with most mcx scrips, surprisingly mcx copper does not have this issue.



Maybe the units of volume do not match in what you get from RTD/excel volume field and the field you use in backfill.
You will have to compare the data and check. Perhaps one is in number of lots ? Its seems that the value in backfill source is around 50 times the values in RTD field
( comparing 1 min backfill data and your 5 min RTD volume range )
@ TB,
There is definitely a mismatch of volume via RTDNest and backfill which is more than 50 times.
Can't figure out why this anomaly occurs with scrips like mxc crude, Nickel, NG etc. does not occur with mcx -copper, or Nse Nifty, when I last checked.
Do you delete the ticks when you backfill? May be because of that you get volume that exceeds that data table.
This was discussed earlier also. RTDNest is getting live feed in the form of lots. hence the figures are small. However, exchange is giving data in VWAP and Data table in the form of actual quantities. The difference is due to that.

This can be solved by dividing quantities by lot size during backfill. We will have to take lot size of each and every commodity in backfill app. However, I am busy in some other project at present.

Till the time it is done, you may use the old excel application to backfill. You can do those calculations in excel.
 

Steve

Active Member
This was discussed earlier also. RTDNest is getting live feed in the form of lots. hence the figures are small. However, exchange is giving data in VWAP and Data table in the form of actual quantities. The difference is due to that.

This can be solved by dividing quantities by lot size during backfill. We will have to take lot size of each and every commodity in backfill app. However, I am busy in some other project at present.

Till the time it is done, you may use the old excel application to backfill. You can do those calculations in excel.
Just checked this:
As you mentioned RTDNest is giving quotes to ami in lot form, and backfill is
picking data from datatable/vwap which is in actual quantities minute wise.

Dividing volume in excel sheet by lot size for respective scrips, does solves the problem,
as all vol bars are seen in charts for backfill done, along with previous vol bars.
 

josh1

Well-Known Member
Dear sir, My Netprotector antivirus software blocking and removing the compressed installer files on downloading. any solution to this problem sir
Add exception in antivirus for RTD. If you do not know how to do that, disable antivirus for some time.
 
dear josh1 sir can you make this software little easy I.e only one software for live data and backfill. it takes live data from nest and get backfill from google and yahoo and nest . no more complex.
for reference you can see aamaadmi software.
you can ask for price for your hard work
 

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