Realtime data NOW,ODIN,TradeTiger,Google,Yahoo > AmiBroker, Fcharts, Qtstalker

[josh1]

Known issue with the utility .........

1. We are taking tick data every three seconds from NOW/Nest through this utility so whatever trades happened during the gap is missed. If we have to capture cumulative volume, we will have to push data for every tick into AmiBroker which will bring our machine to halt. None of the data feeding applications are doing that.

Solution:- Create and Array in VBA to hold the volumes of all scrips with initial value 0 (zero). Take "Volume traded today" from NOW/Nest instead of "Last Traded Qty". Subtract the values in array from new values every time, send the difference to AmiBroker and thereafter push the new values into the array. This will give the volume for the refresh period (three seconds).

Realtime feed to AmiBroker............. contd.
Known issues with Google RT Feed :-
2. Data comes in text and Excel puts it in different rows one below the other. Getting the data in one row incurs processing overhead. It involves copying data from one location to other. Therefore, Copy/paste function of Windows stops working. In my case, windows is in Virtualbox. I found that copy/paste stops functioning in host linux also. You have to copy/paste quickly between the five second time interval. If that is not possible, and you want to do other work, increase the refresh interval in the VBA code. We will see later how to do that.

RT31 and RTG31 released. Both the above issues have been solved. It was easier than thought to manipulate arrays in VBA. The New files are here.
Users will have to replace the field "Last Trade Qty" with "Volume Traded Today".

The Download link is here. :- http://www.4shared.com/zip/u6r9qj59/RTG31.html

http://www.4shared.com/zip/u6r9qj59/RTG31.html

 

[Anarchist]

Great job u doing josh.

 

[sr114]

Josh1

the xlm file for Fcharts dnld from 4shared is not working. would you please again give a valisd link.

regards
sr

 

[josh1]

Josh1

the xlm file for Fcharts dnld from 4shared is not working. would you please again give a valisd link.

regards
sr

The link is working for me. Nevertheless here it is-
http://www.4shared.com/file/bQgiuIjq/nse-now-rt-to-fc.html

SR - You don't need the old file. Just use the column for "Symbol" to type =Today() against all scrips. That will bring current date against each scrip.

If you want Google or Yahoo Quotes also in FCharts, open one more instance of Fcharts and give those columns in its intraday settings. You can use the same column for date for both instances

 

[sr114]

Josh1

will it be correct to run ubuntu in place of windows?
also the ms office and trading software - NOW/NEST/DIET ODIN - to be run in virtual box and ami under ubuntu?

is this a corect procedure? what u think?

and if u are running ur system in this way then the whole setup details flow diagram - i nned

i am just fed up with windows - lot of problem

waiting for ur reply

regards

sr

NB - Fcharts and ur utility is awesome - but is lesser in comparison to ami like a maruti sedan to BMW - any class.
h

 

[sr114]

DIET ODIN to EXCEL

1> We need TICKER (Scrip Name), LAST TRADED TIME, LAST TRADED PRICE, LAST TRADED QUANTITY. and OPEN INTEREST. Remove the remaining columns. Assuming that you get the columns in the same order, you will have TICKER (Scrip Name), LAST TRADED TIME, LAST TRADED PRICE AND LAST TRADED QUANTITY in Column A, B, C and D respectively of arbitrage.xls.
have we to do in arbitrage xls?


2> A blank workbook opens with name book1. Ignore it and Open RT3.xlsm or RTG3.xlsm from within Excel. Change the database path to Your\Database\folder\Path


9> We want Trading Symbol, Last Trade Time, Last Traded Price, Last Traded Qty, Open interest in columns A, B, C, D, E respectively. Therefore,
In Cell A7 type "=[Arbitrage.xls]Sheet1!A2",
In Cell B7 type "=[Arbitrage.xls]Sheet1!B2",
In Cell C7 type "=[Arbitrage.xls]Sheet1!C2",
In Cell D7 type "=[Arbitrage.xls]Sheet1!D2",
In Cell E7 type "=[Arbitrage.xls]Sheet1!E2",
absolut data path i.e. C:\Odin\Diet\[Arbitrage.xls]Sheet1!B2 or 3 or what ever cells reference are coming, is it a proper format or only [arbitrage.xls]sheetr:c

3> Copy the entire row in four rows below. (Let us restrict for five scrips for a start. You can add/modify later on). Check the format of the columns once. Column B should have Time format and columns C, D, E should have number format.

4>If you see the rates changing, you are done.
if rates are not coming then what to do?

5> If ODIN is not giving Last Traded Time also, then we have to use your system time to record the quotes. Type =NOW() in the "Last Traded Time" column against each scrip. That will bring system time in the excel sheet.
=NOW() gives time +date, can we format to time only as HH:mm:ss

Josh

these queries need answer

please

sr

 

[josh1]

Josh1

will it be correct to run ubuntu in place of windows?
also the ms office and trading software - NOW/NEST/DIET ODIN - to be run in virtual box and ami under ubuntu?
Unfortunately, none of them except AmiBroker run under linux. AmiBroker runs under linux but the OLE Automation does not work since Excel is in Windows.
is this a corect procedure? what u think?
That is why I have installed windows in Virtualbox. I do all other work in Linux
and if u are running ur system in this way then the whole setup details flow diagram - i nned
Ubuntu 12.04 in Laptop with 2GB RAM is enough. 4GB is ideal.
Install WinXP in VirtualBox. Allocate 512MB RAM. 1GB ideal. Install all the applications in it. It will run smoothly with all the above applications. virtual disks to new system and run. WinXP with Service Pack 3 is quite stable.

i am just fed up with windows - lot of problem
So am I. Unfortunately lot of applications for Stock trading and chart require Windows.

waiting for ur reply

regards

sr

NB - Fcharts and ur utility is awesome - but is lesser in comparison to ami like a maruti sedan to BMW - any class.
h

Replies in blue against questions

 

[josh1]

Originally Posted by josh1 View Post
DIET ODIN to EXCEL

1> We need TICKER (Scrip Name), LAST TRADED TIME, LAST TRADED PRICE, LAST TRADED QUANTITY. and OPEN INTEREST. Remove the remaining columns. Assuming that you get the columns in the same order, you will have TICKER (Scrip Name), LAST TRADED TIME, LAST TRADED PRICE AND LAST TRADED QUANTITY in Column A, B, C and D respectively of arbitrage.xls.
have we to do in arbitrage xls?
Yes. Once DIET ODIN opens arbitrage.xls, remove all other columns in it.Keep only the required columns and save.
Do not close Arbitrage.xls

2> A blank workbook opens with name book1. Ignore it and Open RT3.xlsm or RTG3.xlsm from within Excel. Change the database path to Your\Database\folder\Path


9> We want Trading Symbol, Last Trade Time, Last Traded Price, Last Traded Qty, Open interest in columns A, B, C, D, E respectively. Therefore,
In Cell A7 type "=[Arbitrage.xls]Sheet1!A2",
In Cell B7 type "=[Arbitrage.xls]Sheet1!B2",
In Cell C7 type "=[Arbitrage.xls]Sheet1!C2",
In Cell D7 type "=[Arbitrage.xls]Sheet1!D2",
In Cell E7 type "=[Arbitrage.xls]Sheet1!E2",
absolut data path i.e. C:\Odin\Diet\[Arbitrage.xls]Sheet1!B2 or 3 or what ever cells reference are coming, is it a proper format or only [arbitrage.xls]sheetr:c

Keep Arbitrage.xls open. Then In RT3.xlsm, you can type "=" in cell A7 and click on Arbitrage.xls in Windows taskbar. Arbitrage.xls will open, select the required cell and press "Enter" Excel will bring you back to RT3.xlsm and show you the formula. After linking all cells like this save both Workbooks. without closing. Excel will take care of the syntax.

3> Copy the entire row in four rows below. (Let us restrict for five scrips for a start. You can add/modify later on). Check the format of the columns once. Column B should have Time format and columns C, D, E should have number format.

4>If you see the rates changing, you are done.
if rates are not coming then what to do?
If rates are coming in Arbitrage.xls and you follow the above procedure, rates will definitely come in RT3.xlsm

5> If ODIN is not giving Last Traded Time also, then we have to use your system time to record the quotes. Type =NOW() in the "Last Traded Time" column against each scrip. That will bring system time in the excel sheet.
=NOW() gives time +date, can we format to time only as HH:mm:ss

 

[krab]

sir
I am getting the following error and rt data is not available in amibroker what about symbols in new data base

"microsoft visual basic

Run -Time error '429'
ActiveX component can't create object"

 

[josh1]

sir
I am getting the following error and rt data is not available in amibroker what about symbols in new data base

"microsoft visual basic

Run -Time error '429'
ActiveX component can't create object"

This error occurs because of missing system files or registry entries.

See these sites for repairing

http://www.errorsupport.org/blog/visual+basic+runtime+error+429.html

http://windowserrorfixpro.com/runtime-error-429-fix-guides-to-repair-runtime-error-429/