Tick by Tick Real Time NSEF&O Data

Giraffe

Well-Known Member
#11
Hi Giraffe, I sent u a pm also. How r u managing to backfill and how did u configure dde?
Follow this link:

http://vijaynifty.blogspot.in/2012/09/get-odin-diet-market-watch-data-to.html?m=1

If you are using NSE NOW or NEST, you don't need 2nd excel workbook. You can straight away name the cells with rtd links as "nifty_lt", "nifty_ltq", "nifty_vol".

You can get time and sales also if you link bid/ask also by same procedure.

Also one important thing, make sure you delete other sheets in the excel workbook and rename the your sheet with same name as workbook. Otherwise it won't work. (It's mentioned in the instructions, but thought of pointing it as I missed it and spend quite some time figuring out what the problem is......:p)

BTW, one more important thing, tick data from terminal is total crap. Its no good if you want to analyse the volume.
Its ok if you want price in tick format, it works great, but last trade quantity in NSE terminal (sharekhan too) looks fake and doesnot correlate with volume.

Also, your PM is full, its not getting replied. You need to clear your inbox I suppose.

(There is no backfill. You need some utilities like that of josh1 for that. Or you can let the Ami runnning since market open and it will catch all data.....:) )
 

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