Real Time Data Now / Nest Trader to Amibroker, Fcharts

josh1 · Feb 15, 2016

What is not legit about those values? They look okay.... Use RTD 1.30 and import into Amibroker.

josh1 · Feb 15, 2016

What is not legit about those values? They look okay.... They are of 29 January.
Normally Vwap gives value for the current day only. There is a problem if they start giving previous days' values.
Use Excel application to import them.

LOVEENAJYOTHI · Feb 15, 2016

josh1 said:

Sir!!!
Those Prices look okay to u ?????!!!!!!
Today's CrudeOil price Range Low 1983 High 2057 !!!!!!!!
( u can see it in the backgrnd image of marketwatch, Scrip 3rd from bottom)

And look at the prices in the VWAP Table!!!!!!!

vijkris · Feb 15, 2016

@josh1 sir, sorry to jump in .
I m also getting same/similar bad data in vwap statistics (ctrl+shift+h);
although nestplus table is fine.
maybe zerodha/omnesys prob.
thanks

LOVEENAJYOTHI · Feb 15, 2016

Sorry ur post # 892 loaded after my post# 893, dint c it.

Ya Forgetting VWAP Table for now and back to NEST DataTable.

As to why importing BackFill data Manually and not auto Importing:
It keeps Tick/Sec quotes INTACT.

Thank u Sir
Regards

TracerBullet · Feb 16, 2016

LOVEENAJYOTHI said:

Sir Josh,Sir Sr, Sir TB,

Abt Mixing,

RT data thru Excel Utility -----> more Control
------------------------- + ------------------------
Backfill thru RTD 1.25/1.30 -->CSV files --->Import ASCII -->RTD-Renamed.format--->more Convenient & Control

Abt homework----> Yes it was my bad, problem has nothing to do with the format.

Abt Read Help/Guide files---->Read n ReRead ---> but not relevant here coz the focus of the problem has shifted now.

THE PROBLEM :
when sir TB suggested that VWAP stats Table is more reliable, tried to BackFill from VWAP Table, BUT The Table/CSV Values r so weird it totally upset my DB.
Posted here sample table contents (17:30:00 to 17:38:00) for ur kind advice.

CRUDEOIL1,20160215,17:30:00,2268.00,2270.00,2268.00,2268.00,8200,
CRUDEOIL1,20160215,17:31:00,2268.00,2270.00,2268.00,2269.00,10600,
CRUDEOIL1,20160215,17:32:00,2269.00,2274.00,2269.00,2274.00,30200,
CRUDEOIL1,20160215,17:33:00,2274.00,2276.00,2273.00,2273.00,30700,
CRUDEOIL1,20160215,17:34:00,2273.00,2275.00,2273.00,2273.00,10800,
CRUDEOIL1,20160215,17:35:00,2274.00,2276.00,2273.00,2276.00,21200,
CRUDEOIL1,20160215,17:36:00,2276.00,2276.00,2273.00,2275.00,8600,
CRUDEOIL1,20160215,17:37:00,2275.00,2276.00,2274.00,2274.00,9100,
CRUDEOIL1,20160215,17:38:00,2274.00,2276.00,2273.00,2276.00,15000,
CRUDEOIL1,20160215,17:30:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:31:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:32:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:33:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:34:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:35:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:36:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:37:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:38:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:30:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:31:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:32:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:33:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:34:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:35:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:36:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:37:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:38:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:30:00,2252.00,2252.00,2250.00,2251.00,43100,
CRUDEOIL1,20160215,17:31:00,2251.00,2255.00,2250.00,2254.00,95200,
CRUDEOIL1,20160215,17:32:00,2254.00,2256.00,2253.00,2254.00,22000,
CRUDEOIL1,20160215,17:33:00,2254.00,2254.00,2252.00,2252.00,18600,
CRUDEOIL1,20160215,17:34:00,2252.00,2253.00,2251.00,2253.00,14700,
CRUDEOIL1,20160215,17:35:00,2253.00,2253.00,2246.00,2246.00,80200,
CRUDEOIL1,20160215,17:36:00,2246.00,2247.00,2245.00,2246.00,69100,
CRUDEOIL1,20160215,17:37:00,2246.00,2247.00,2239.00,2241.00,131000,
CRUDEOIL1,20160215,17:38:00,2241.00,2242.00,2238.00,2239.00,50700,
CRUDEOIL1,20160215,17:30:00,2090.00,2090.00,2086.00,2087.00,37000,
CRUDEOIL1,20160215,17:31:00,2087.00,2088.00,2084.00,2085.00,40000,
CRUDEOIL1,20160215,17:32:00,2085.00,2085.00,2083.00,2085.00,46200,
CRUDEOIL1,20160215,17:33:00,2085.00,2086.00,2083.00,2085.00,21300,
CRUDEOIL1,20160215,17:34:00,2085.00,2086.00,2084.00,2086.00,15900,
CRUDEOIL1,20160215,17:35:00,2086.00,2090.00,2086.00,2088.00,41700,
CRUDEOIL1,20160215,17:36:00,2089.00,2090.00,2088.00,2089.00,19500,
CRUDEOIL1,20160215,17:37:00,2088.00,2091.00,2088.00,2091.00,15600,
CRUDEOIL1,20160215,17:38:00,2091.00,2091.00,2090.00,2090.00,27000,
CRUDEOIL1,20160215,17:30:00,2086.00,2086.00,2084.00,2085.00,8500,
CRUDEOIL1,20160215,17:31:00,2085.00,2085.00,2083.00,2083.00,4700,
CRUDEOIL1,20160215,17:32:00,2083.00,2083.00,2081.00,2082.00,10600,
CRUDEOIL1,20160215,17:33:00,2083.00,2084.00,2082.00,2084.00,6900,
CRUDEOIL1,20160215,17:34:00,2084.00,2092.00,2084.00,2090.00,65100,
CRUDEOIL1,20160215,17:35:00,2090.00,2093.00,2090.00,2092.00,22800,
CRUDEOIL1,20160215,17:36:00,2092.00,2094.00,2091.00,2093.00,43700,
CRUDEOIL1,20160215,17:37:00,2093.00,2099.00,2093.00,2096.00,181300,
CRUDEOIL1,20160215,17:38:00,2096.00,2098.00,2095.00,2096.00,39500,
CRUDEOIL1,20160215,17:30:00,2194.00,2196.00,2194.00,2196.00,20800,
CRUDEOIL1,20160215,17:31:00,2196.00,2199.00,2195.00,2197.00,36700,
CRUDEOIL1,20160215,17:32:00,2197.00,2203.00,2196.00,2201.00,60000,
CRUDEOIL1,20160215,17:33:00,2201.00,2202.00,2199.00,2202.00,16900,
CRUDEOIL1,20160215,17:34:00,2202.00,2204.00,2201.00,2204.00,24400,
CRUDEOIL1,20160215,17:35:00,2204.00,2206.00,2203.00,2203.00,33000,
CRUDEOIL1,20160215,17:36:00,2203.00,2206.00,2203.00,2204.00,25600,
CRUDEOIL1,20160215,17:37:00,2204.00,2206.00,2203.00,2204.00,24500,
CRUDEOIL1,20160215,17:38:00,2204.00,2205.00,2203.00,2203.00,13300,
CRUDEOIL1,20160215,17:30:00,2174.00,2174.00,2172.00,2174.00,15900,
CRUDEOIL1,20160215,17:31:00,2174.00,2175.00,2173.00,2174.00,14300,
CRUDEOIL1,20160215,17:32:00,2174.00,2175.00,2172.00,2173.00,8200,
CRUDEOIL1,20160215,17:33:00,2173.00,2174.00,2171.00,2173.00,23300,
CRUDEOIL1,20160215,17:34:00,2173.00,2176.00,2171.00,2175.00,24000,
CRUDEOIL1,20160215,17:35:00,2175.00,2177.00,2175.00,2177.00,11300,
CRUDEOIL1,20160215,17:36:00,2177.00,2177.00,2175.00,2175.00,12300,
CRUDEOIL1,20160215,17:37:00,2175.00,2176.00,2174.00,2175.00,11400,
CRUDEOIL1,20160215,17:38:00,2175.00,2177.00,2174.00,2176.00,4400,
CRUDEOIL1,20160215,17:30:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:31:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:32:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:33:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:34:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:35:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:36:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:37:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:38:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:30:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:31:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:32:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:33:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:34:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:35:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:36:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:37:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:38:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:30:00,2063.00,2063.00,2060.00,2062.00,12500,
CRUDEOIL1,20160215,17:31:00,2062.00,2062.00,2059.00,2059.00,16500,
CRUDEOIL1,20160215,17:32:00,2059.00,2060.00,2058.00,2060.00,14300,
CRUDEOIL1,20160215,17:33:00,2060.00,2061.00,2058.00,2058.00,13800,
CRUDEOIL1,20160215,17:34:00,2058.00,2058.00,2055.00,2056.00,46100,
CRUDEOIL1,20160215,17:35:00,2056.00,2058.00,2055.00,2058.00,23700,
CRUDEOIL1,20160215,17:36:00,2057.00,2057.00,2054.00,2055.00,58900,
CRUDEOIL1,20160215,17:37:00,2055.00,2056.00,2054.00,2054.00,32900,
CRUDEOIL1,20160215,17:38:00,2054.00,2055.00,2052.00,2053.00,87600,
CRUDEOIL1,20160215,17:30:00,2065.00,2067.00,2064.00,2066.00,8700,
CRUDEOIL1,20160215,17:31:00,2066.00,2067.00,2065.00,2066.00,7400,
CRUDEOIL1,20160215,17:32:00,2066.00,2068.00,2065.00,2067.00,10900,
CRUDEOIL1,20160215,17:33:00,2067.00,2068.00,2064.00,2064.00,14800,
CRUDEOIL1,20160215,17:34:00,2064.00,2066.00,2064.00,2064.00,7800,
CRUDEOIL1,20160215,17:35:00,2064.00,2065.00,2063.00,2064.00,9100,
CRUDEOIL1,20160215,17:36:00,2064.00,2065.00,2060.00,2061.00,23500,
CRUDEOIL1,20160215,17:37:00,2061.00,2062.00,2060.00,2061.00,13300,
CRUDEOIL1,20160215,17:38:00,2061.00,2062.00,2057.00,2058.00,54100,
CRUDEOIL1,20160215,17:30:00,1937.00,1939.00,1935.00,1935.00,17400,
CRUDEOIL1,20160215,17:31:00,1935.00,1937.00,1935.00,1935.00,25200,
CRUDEOIL1,20160215,17:32:00,1936.00,1938.00,1935.00,1937.00,23900,
CRUDEOIL1,20160215,17:33:00,1937.00,1941.00,1935.00,1941.00,60700,
CRUDEOIL1,20160215,17:34:00,1940.00,1942.00,1939.00,1941.00,40000,
CRUDEOIL1,20160215,17:35:00,1941.00,1946.00,1940.00,1944.00,33500,
CRUDEOIL1,20160215,17:36:00,1944.00,1944.00,1942.00,1944.00,17200,
CRUDEOIL1,20160215,17:37:00,1944.00,1944.00,1943.00,1944.00,8900,
CRUDEOIL1,20160215,17:38:00,1944.00,1945.00,1943.00,1943.00,11000,
CRUDEOIL1,20160215,17:30:00,1816.00,1818.00,1814.00,1815.00,24000,
CRUDEOIL1,20160215,17:31:00,1815.00,1816.00,1813.00,1815.00,14700,
CRUDEOIL1,20160215,17:32:00,1815.00,1815.00,1811.00,1814.00,43500,
CRUDEOIL1,20160215,17:33:00,1814.00,1816.00,1813.00,1815.00,34100,
CRUDEOIL1,20160215,17:34:00,1815.00,1816.00,1813.00,1814.00,13700,
CRUDEOIL1,20160215,17:35:00,1814.00,1815.00,1813.00,1815.00,16100,
CRUDEOIL1,20160215,17:36:00,1815.00,1818.00,1814.00,1817.00,19900,
CRUDEOIL1,20160215,17:37:00,1817.00,1820.00,1816.00,1819.00,24800,
CRUDEOIL1,20160215,17:38:00,1819.00,1821.00,1818.00,1819.00,36300,
CRUDEOIL1,20160215,17:30:00,1887.00,1888.00,1886.00,1886.00,11000,
CRUDEOIL1,20160215,17:31:00,1886.00,1887.00,1883.00,1884.00,20800,
CRUDEOIL1,20160215,17:32:00,1884.00,1885.00,1881.00,1881.00,31900,
CRUDEOIL1,20160215,17:33:00,1881.00,1884.00,1881.00,1881.00,34300,
CRUDEOIL1,20160215,17:34:00,1881.00,1883.00,1880.00,1883.00,23300,
CRUDEOIL1,20160215,17:35:00,1883.00,1885.00,1883.00,1884.00,9300,
CRUDEOIL1,20160215,17:36:00,1884.00,1885.00,1883.00,1885.00,4400,
CRUDEOIL1,20160215,17:37:00,1885.00,1886.00,1884.00,1885.00,13200,
CRUDEOIL1,20160215,17:38:00,1885.00,1885.00,1883.00,1883.00,9900,
CRUDEOIL1,20160215,17:30:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:31:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:32:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:33:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:34:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:35:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:36:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:37:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:38:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:30:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:31:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:32:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:33:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:34:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:35:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:36:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:37:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:38:00,0.00,0.00,0.00,0.00,0,
CRUDEOIL1,20160215,17:30:00,2039.00,2040.00,2038.00,2038.00,7600,
CRUDEOIL1,20160215,17:31:00,2038.00,2040.00,2037.00,2040.00,21700,
CRUDEOIL1,20160215,17:32:00,2040.00,2041.00,2039.00,2040.00,8000,
CRUDEOIL1,20160215,17:33:00,2040.00,2040.00,2038.00,2039.00,5800,
CRUDEOIL1,20160215,17:34:00,2038.00,2039.00,2038.00,2039.00,9000,
CRUDEOIL1,20160215,17:35:00,2038.00,2039.00,2038.00,2039.00,4200,
CRUDEOIL1,20160215,17:36:00,2039.00,2040.00,2037.00,2039.00,12500,
CRUDEOIL1,20160215,17:37:00,2039.00,2039.00,2037.00,2038.00,9100,
CRUDEOIL1,20160215,17:38:00,2038.00,2039.00,2037.00,2039.00,13000,

Why are there so many illegit values ?
wht am i doing wrong

Ur kind guidance is humbly solicited.

Thnk u Regards

it should easy workaround code to ignore garbage values - in this case with price 0, the data for those minutes seems to be present too ...
edit - but there seems to be duplicates with diff values and also you said values were wrong, that cannot be fixed, so out of luck ... Maybe ask broker why crude has bad values.
For Stocks, they have been reliable for me in NOW + Zerodha

josh1 · Feb 16, 2016

@TB
Vwap did not give multiple day data earlier. It still gives only current day data in NOW and there is no 'date' column. I designed code around it.
In his case it is multiple day data. Data is correct but RTD finds it multiple times and puts current date alongside. Workaround will be to detect if there is date column.

traderniftybank · Feb 16, 2016

@loveenajyothi

Try this
click on date (once or twice) of the header of data table

And post here if it helps

TracerBullet · Feb 16, 2016

josh1 said:

Multiple day VWAP data is very nice, it will reduce need for NestPlus/DataTable even more. Yeah, we dont get in NOW. I dont remember ZT having it either, is this new feature? Still, wont move from NOW though.

As a workaround for now, if DT crashes, he can manually copy todays data and import.

josh1 · Feb 16, 2016

TracerBullet said:

I remember it came in ZT may be a year ago. Users complained and they reversed it. Each Broker does some messing around with Nest Trader.

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Real Time Data Now / Nest Trader to Amibroker, Fcharts

josh1

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josh1

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LOVEENAJYOTHI

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vijkris

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LOVEENAJYOTHI

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TracerBullet

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josh1

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traderniftybank

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