NOW to AmiBroker (YA)

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yusi

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I have a query.
in Program settings the default capture hours are 09.10 to 23.31 but CDS/Currency starts at 9, so do we put capture hours as 08.59 to 23.31?
Yes, for CDS / MCX-SX, the start of capture need to be changed to be on or before 09:00 am. The end time for capture should be after 17:00 hours.

The default values cover a market watch that has NSE and MCX symbols. Will try to explain the mapping of market timing and capture hours in more details later. For now, from the help file:

Capture Hours : The Start and End time for data capture. There is no attempt to capture data before and after these times. The default is set to cover both NSE and MCX market times 9:10 to 23:31. If working with NSE only, you could change to 9:10 to 15:31. If capturing CDS, the start time should be before 09:00 hrs.
 
Hi Yusi

Another improvement can be a automatic backfill option at user defined time periods, as lot of volume ticks are getting missed in live capture. I tried it yesterday on crudeoil but lot of volume were missing in live capture
 

yusi

Well-Known Member
Another improvement can be a automatic backfill option at user defined time periods, as lot of volume ticks are getting missed in live capture. I tried it yesterday on crudeoil but lot of volume were missing in live capture
"Another improvement" -- what were the earlier ones?

I will assume that the context is the email you have sent. It is a strange fact that MCX volumes are lots in the market watch, but weights in the backfill data. Since the CrudeOil lot size is 100, the market watch volumes will be 1/100 of the backfill volumes. See the post of September 2012

You should be complaining to your broker / Omnesys why there are different units. Also why are they taking so long to address the issue. Odin does not have this problem.

Anyway, if you want a solution where all volumes are captured in lots, let me know (and I will put version 0.89 in your download link). Remember that this discrepancy only applies to MCX symbols and not for NSE / NFO / CDS, MCX-SX.

As for ticks getting missed, compare Nest, GFDL, Odin, Falcon data on any given day that you get a chance. An example. Terminal capture utilities come lower down the accuracy chain, as if it needs telling, specially if you use the default capture interval of 2 seconds.
 
"Another improvement" -- what were the earlier ones?

I will assume that the context is the email you have sent. It is a strange fact that MCX volumes are lots in the market watch, but weights in the backfill data. Since the CrudeOil lot size is 100, the market watch volumes will be 1/100 of the backfill volumes. See the post of September 2012

You should be complaining to your broker / Omnesys why there are different units. Also why are they taking so long to address the issue. Odin does not have this problem.

Anyway, if you want a solution where all volumes are captured in lots, let me know (and I will put version 0.89 in your download link). Remember that this discrepancy only applies to MCX symbols and not for NSE / NFO / CDS, MCX-SX.

As for ticks getting missed, compare Nest, GFDL, Odin, Falcon data on any given day that you get a chance. An example. Terminal capture utilities come lower down the accuracy chain, as if it needs telling, specially if you use the default capture interval of 2 seconds.
Thanx Yusi..this was helpful.

My English is not very good so please excuse any mistakes like "Another improvement"

Let me first complain to broker zerodha and let's see what they have to say..otherwise your utility is working well.

Never tried GFDL or FALCON. My turnover is not huge to go for these utilities. I am now using the 1 sec capture interval, i think you meant to say 2 sec capture might delay things..so i m trying 1 sec capture today.

Thnx again
 

yusi

Well-Known Member
Thanx Yusi..this was helpful.

My English is not very good so please excuse any mistakes like "Another improvement"

Let me first complain to broker zerodha and let's see what they have to say..otherwise your utility is working well.

Never tried GFDL or FALCON. My turnover is not huge to go for these utilities. I am now using the 1 sec capture interval, i think you meant to say 2 sec capture might delay things..so i m trying 1 sec capture today.

Thnx again
If you want to check, you can also try GoldPetal or Alumini, that have a lot size of 1. You should find that volumes match for these MCX instruments.

Version 0.89 has an option where volumes can be adjusted for lot size during backfill. Delayed putting it into the utility; but one learns to work with what is available :mad:
 
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