Tuesday 29 May 2012

Free 1min Intraday Data for Amibroker using AmiQuote

Here I will explain how to take realtime intraday data from yahoo without any 3rd party program and plugins.
First we need to take the backup of Amibroker database this is very important.First we need to make the symbol list(which are we required) in the .tls file.I explained in another post how to make the .tls file.Recent amiquote has an option to allow yahoo cookies after u are logged in yahoo finance.so that was an hidden additional feature which many didn’t took it seriously but it is the same thing what other softwares made here in INDIA which many are using it for realtime data from yahoo.Minimum tick is 1min in yahoo.Bcz it doesn't contain the timestamp less than 1 min.
step 1 :

we need to make new database in amibroker as the name amitry.

Set the Base Time interval as  1 Tick.

After this click the Intraday settings.

a)  In this window select 24hours trading
b) Start Time : 9:30
c) End Time : 15:30
d) Select the Exchange Time in the daily time compression uses.
e) At last  set the time shifting as 10.(hours)But usually we should set 9:30 but they didn't give the option for minutes.Anyway we have to bear with this BUG after all we are going to get free data in RT mode.We need to save the above settings,Close the amibroker and openit again. We can the see the setting not saved properly.we need to Change the Timeshift once again from 0 to 10 and again save it.







Step 3:
          Chage the aqd.format file content to below content
aqd.format file presented in the format folder which is under installed amibroker folder.

Before proceed plz take the backup of this file.

New Content:

# AmiQuote daily download format (.AQD extension)
# Revision 1.1 (previous version had missing Date_MDY field)
# Revision 1.2 (added $STRICT 1)
# Revised for RT data from yahoo in Rt mode 
$FORMAT Ticker,FullName,Close,Date_MDY,Time,Skip,Skip,Skip ,Skip,Volume
$SKIPLINES 0
$SEPARATOR ,
$DEBUG 1
$AUTOADD 1
$CONT 1
$GROUP 254
$BREAKONERR 0
$STRICT 1

Final Step:

Before the Indian market start,login to the yahoo finanace and start the amibroker and the database.

In the Amiquote select the yahoo current and start it(using green color icon)
After this in the autotimportbox set 1min interval for auto update.


ONLY THING IS YAHOO DON’T GIVE BARWISE VOLS 
SO U HAVE TO MAKE AN AFL FOR VOLUME TO DEDUCT THE PREVIOUS BARS VOLUME FROM CURRENT AR VOLUME TO GET THE TRUE BAR WISE VOLUME
My SUGGESTION IS TO USE ANY TIMEFRAME GREATER THAN 3 MINUTE BARS TO GET A REAL TRUE PICTURE

1 comments:

seema said...

Great blog nice n useful information..

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