Thursday, 24 May 2012

How to download Yahoo finance data for Amibroker



We can use the AmiQuote in order to obtain quotes from Yahoo finance data to Amibroker.Her I am going to explain how to use the AmiQuote application.
Yahoo provides data in "Historical" and "Current" modes of AmiQuote. Quote.com provides data in "Intraday" mode of AmiQuote.
First we need to prepare the ticker list for AmiQuote.This is nothing but .tls file where it is present in the AmiQuote installed folder.
Path  -->     AmiBroker installed folder/AmiQuote
TLS file or write completely new one all you need is plain text editor such as Notepad or any other plain ASCII editor (not MS Word!). All you have to do is to write tickers you want to import line by line (single ticker in single line) and save the file. Please make sure that you are saving the file with .TLS extension. Otherwise AmiQuote will not load this file.
Please note that also Yahoo and Quote.com use different symbols for indices. The main difference is that Yahoo uses ^ (dash) prefix and Quote.com uses $ (dollar) prefix.
For list of indices provided by Yahoo please click here.
Downloading data
From the file dialog please choose one .TLS file (for example DIJA.TLS) and click Openbutton. The you will see the main screen of AmiQuote filled with the list of tickers loaded, as show in picture below.

Choose appropriate Data Source
Yahoo Historical - allows you to download end-of-day histories upto current day (current day data appear few hours after session end)
Yahoo Current - allows you to download current day quotes (15-min delayed) during the trading session
After choosing correct options please click on green arrow (or use File -> Start Download menu). The download process will begin. AmiQuote will display progress messages and status information including number of completed downloads and number of files left. At anytime you can stop download process with "Stop" button (red box). After finishing the download AmiQuote will automatically update the quotes in AmiBroker (if only AmiBroker is running in parallel and "automatic import" box in AmiQuote is checked.

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