Free data from NSENOW to AmiBroker via Excel

[ramlaa]

Josh1

It appears RT Volume- traded part is not updating correctly by Nse-Nowrt2.1. When compared to volume in nest the updated volume in amibroked is only fraction of volume in nest. I have uploaded screen shot of Tatamotor data in nest (one minute data) and amibroker quotations editor (tick data).

Please let me know if mismatch can be corrected.

 

[josh1]

Josh1

It appears RT “Volume- traded” part is not updating correctly by Nse-Nowrt2.1. When compared to volume in nest the updated volume in amibroked is only fraction of volume in nest. I have uploaded screen shot of Tatamotor data in nest (one minute data) and amibroker quotations editor (tick data).

Please let me know if mismatch can be corrected.

View attachment 17956

View attachment 17957

Yes Ramlaa.
The two will never match. You are comparing 1 min. cumulative volume with 3 seconds tick valume. We are pushing tick data every three seconds through this utility so whatever trades happened during the gap will be missed. On the other hand, Nest 1 min. data gives you cumulative volume for that minute. If we have to capture cumulative volume, we will have to push data for every tick into AmiBroker which will bring your machine to halt. None of the data feeding applications are doing that.
Other way is to add the tick volume for three seconds and push. That means we have to push O,H,L,C of three seconds.
Third way is to take Volume traded today instead of volume. In that case we will have to subtract previous volume each time.
The code will become too complex. I am too tired to do that. Besides, I don't think it is necessary.

 

[newbie12345]

Hi Josh1,
I am just a two bit programmer and writing a native interface between NEST and Amibroker with absolutely zero knowledge/information about the API would be extremely difficult. It will take some time. Meanwhile, I can make the job a lot easier by writing a very basic parser for the backfill data. We will slowly automate it to populate the Amibroker database in question.

Can you share the format of the backfill data with us? I know there is nest.format for reference. For example, here is the data I posted yesterday -

CIPLA-EQ 14-05-2012 09:16:00 14-05-2012 09:16:00 318 318.7 317.1 317.5 4675
CIPLA-EQ 14-05-2012 09:17:00 14-05-2012 09:17:00 317.5 317.75 317.1 317.1 3511

If you can arrange it in the desired format you want it, particularly highlighting the date and time format(DDMMYYYY/HHMMSS) then I can really make the parsing simpler to begin with. We can work on the automated backfill in the days to come.

For example, whether the data I posted above has to be arranged as :

CIPLA,14-05-2012,09:16:00,318,318.7,317.1,317.5,4675

or some other format. I have some basic knowledge in C/C++ and Java with absolutely zero exposure to Windows programming. Which is why I am totally clueless w.r.t VBA or WINAPI, but like they say, we traders are a resilient lot and know how to find our way around things
If I ever manage to succeed in writing a tool, which I intend to in all my earnestness, rest assured, it will be FREE!

 

[dr.pkjee]

dr.pkjee
You have to give file path at two places in Module1.
1.In MakeCSV subroutine where we create the file. You seem to have done that. 2. In CallAmiBroker subroutine, there is a line :- FileName = "C:\MyCSV.csv". This should be changed to - FileName = "C:\RT\MyCSV.csv".
These things are taken care of in NSE-NOW-RT2.1. If you download that, it will run out of the box.
If you still do not get feed in AmiBroker, then the date format may not be matching. Open MyCSV.csv file in notepad and see the date format dd/mm/yyyy of mm/dd/yyyy. After that, open the NSENOW2.format file which is in the formats folder under AmiBroker. Check the $FORMAT line. The first field is DATE_MDY. If your date is in dd/mm/yyyy format, change this to DATE_DMY.

Hi Josh,
Yes, your suggestion above resolved the issue.Getting the bars nicely.Thanks again.But backfill problem is persisting.No back fill occuring.But the backfill csv file is being generated all right.I noticed a odd thing today-after pasting the nest chart data in sheet 1 of the nowbackfill.xlms,I found that the date column is lt. aligned from 14/5/2012 to 31/5/2012(formatted as text),but on 1/6/2012 it is rt aligned(date format).Date time split occurs only on 1/6/2012 data,previous date data is only duplicated.Also the date format of the nest data & the nowbackfill.csv is DMYYYY instead of MDYYYY.This happens in all scrips I checked.What needs be done.
thanks
regards
PKJ

 

[jlmalhotra]

.....Ill try on my other computer hope it woks well

 

[ramlaa]

Yes Ramlaa.
The two will never match. You are comparing 1 min. cumulative volume with 3 seconds tick valume. We are pushing tick data every three seconds through this utility so whatever trades happened during the gap will be missed. On the other hand, Nest 1 min. data gives you cumulative volume for that minute. If we have to capture cumulative volume, we will have to push data for every tick into AmiBroker which will bring your machine to halt. None of the data feeding applications are doing that.
Other way is to add the tick volume for three seconds and push. That means we have to push O,H,L,C of three seconds.
Third way is to take Volume traded today instead of volume. In that case we will have to subtract previous volume each time.
The code will become too complex. I am too tired to do that. Besides, I don't think it is necessary.

Thankyou Josh1 for the reply.

If it can be done NSE-NOWRT add-on value will get increased further greatly

Cumulative Volume captured and the actual Volume traded - there is big
mis-match, volume captured is less than five percent

 

[newbie12345]

If it is allowing linking to NOW, it will certainly allow to Nest. Linking procedure is same since the product is made by the same vendor -Omnesys.
I have enterprise edition of Excel 2007. I don't think there is a limit in starter pack. If you get anything on API, let me know. Backfill will become easier

No, it doesn't. My personal lappy has Office 2010 starter. The work lappy has Office 2007 professional edition. I tested NOW on my work lappy.

Will install a full version of Office 2010. It is valid for a month. Let me see how it goes.

As of now, am generating the backfill file with a command line script and backfilling it manually. Takes about a minute.

As for the Zeroes in backfill data, adding $NOQUOTES 1 to the format file helped get rid of the noise.

I have a question w.r.t NSE-NOW-RT2. Can one change the order of the columns? First column is Date and second is Symbol. Is it possible to switch the two - Symbol first and Date next?

 

[josh1]

Hi Josh1,
CIPLA,14-05-2012,09:16:00,318,318.7,317.1,317.5,4675

I have some basic knowledge in C/C++ and Java with absolutely zero exposure to Windows programming. Which is why I am totally clueless w.r.t VBA or WINAPI,

If I ever manage to succeed in writing a tool, which I intend to in all my earnestness, rest assured, it will be FREE!

Perfect. That's the way we want it. I suppose you have AmiBroker. Please read these two chapters of AmiBroker User's Guide. (I have Version 5.3)
Import ASCII
AmiBrokers OLE Automation Object Model

After reading these chapters, you can go through my code and you will understand everything. VBA is not so difficult for a person exposed to programming. You can always learn from MSDN site http://msdn.microsoft.com/en-us/library/ee441269%28v=office.12%29.aspx

If you are determined to write a tool, I can help you to write it in much less time as I have stated in my first post.

 

[josh1]

No, it doesn't. My personal lappy has Office 2010 starter. The work lappy has Office 2007 professional edition. I tested NOW on my work lappy.

Will install a full version of Office 2010. It is valid for a month. Let me see how it goes.

As of now, am generating the backfill file with a command line script and backfilling it manually. Takes about a minute.

As for the Zeroes in backfill data, adding $NOQUOTES 1 to the format file helped get rid of the noise.

I have a question w.r.t NSE-NOW-RT2. Can one change the order of the columns? First column is Date and second is Symbol. Is it possible to switch the two - Symbol first and Date next?

I got it. RTD fetching does not work in Office 2010. Somebody had tried it earlier. You can read the earlier posts. NSENOW supports Office 2007. It will work with that. May be some safety measures added in Office 2010 are prohibiting it.

You are free to change the order of columns. You will have to tell AmiBroker about the arrangement. Change the arrangement of fields in $Format line of the format file to match with your column arrangement.

 

[newbie12345]

I got it. RTD fetching does not work in Office 2010. Somebody had tried it earlier. You can read the earlier posts. NSENOW supports Office 2007. It will work with that. May be some safety measures added in Office 2010 are prohibiting it.

You are free to change the order of columns. You will have to tell AmiBroker about the arrangement. Change the arrangement of fields in $Format line of the format file to match with your column arrangement.

RTD works with Office 2010 as well, but it does not work with the Starter Pack. I've tested it on Office 2010 professional edition.

Another thing that I wished to know is, the Date column automatically increments to the next date in the Excel file for old scrips, but it doesn't get updated for the new scrips that have been added to it.