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Data Downloader
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Created: by StockJock Attachments:1

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Data Downloader

  #1 (permalink)
Trading for Profit
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Data Downloader

I just heard about a data downloader that links to Yahoo Real Time and Yahoo 15 min delayed. It's called RTQDownloader V1.5. Does anyone know if this will work with AmiBroker? It works with Bull's Eye Broker and I only want to buy one data downloader; instead of the regular downloaders that are usually purchased with these platforms.

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  #2 (permalink)
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I used it a couple years ago when I was still trading stocks, IMO it was serious pos, but they may have improved it since then. Just a thought, but can Amibroker connect to TDA? If you open an account with TDA, in addition to live feed you get 2 years of minute data and 10+ years of daily data. I'm guessing that you probably don't even have to fund it. I have a TDA account with a $0 balance that I still can access the data. If you do have to fund it to activate it, then just fund the minimum and turn around and drain it. This way you could have a free live data feed.

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  #3 (permalink)
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Yes, it is possible to link AmiBroker and TOS; however, I haven't been able to save all the live data. The only data that is saved is the data I backfill with Yahoo. Real time date is not saved from previous days, I have to use historical data from Yahoo. Once you exit AmiBroker, all the real time data that you were looking at is gone. For that matter can RTQDownloader V1.5 do what I need? You said that you used RTQDownloader; please clarify, did you use it with AmiBroker and were you able to save all the TICK data, both current and historical backfills? Are you still using AmiBroker?

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  #4 (permalink)
 Vendor: www.tradewithme.me 
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You can try to export the data that you see realtime and then import it again into another database.

Here is a program that I have written, that is pretty simple and can be modified to chose a specific scrip, set of scrips or all scrips.

Posting the code below, as I couuldnt figure how to post a file and the attachments dont support .afl extensions.

//change the directory to whatever you like
fmkdir( "C:\\OHLC" );
//Buy = DateNum() >= 0 AND DateNum() >= 1120101 AND DateNum()<1120101;
//Edit following line to choose the date range that you would like
Buy = DateNum() >= 0 ;//AND DateNum() >= 1120101 ;//AND DateNum()<1120101;
j=0;
for( i = 0; i < BarCount; i++ )
// comment uncomment your custome if statement to choose the appropriate scrips.
if( Buy[i] )
//if( Buy[i] AND (Name()=="NIFTY_F1" OR Name()=="NIFTY" OR Name()=="BANKNIFTY_F1" OR Name()=="MINIFTY_F1"))
//if( Buy[i] AND Name()=="BANKNIFTY_F1")
//if( Buy[i] AND Name()=="NIFTY")
// Do not touch any of the lines below
{
fh =
fopen( "C:\\OHLC\\"+Name()+".txt", "a");
if( fh )
{
y =
Year();
m =
Month();
d =
Day();
r =
Hour();
e =
Minute();

for( i = 0; i < BarCount; i++ )
if( Buy[i] )
{
// if (j==0)fputs("<Ticker>,<Date>,<Time>,<Open>,<High>,<Low>,<Close>,<Volume>\n",fh);
if (j==0)fputs("<Ticker>,<Date>,<Time>,<Open>,<High>,<Low>,<Close>,<Volume><OpenInterest>\n",fh);
j=j+
1;
fputs( Name() + "," , fh );
ds =
StrFormat("%02.0f%02.0f%02.0f,",
y[ i ], m[ i ], d[ i ] );
fputs( ds, fh );

ts =
StrFormat("%02.0f:%02.0f,",
r[ i ],e[ i ]);
fputs( ts, fh );
// qs = StrFormat("%.2f,%.2f,%.2f,%.2f,%.0f\n",//%.0f\n",
qs = StrFormat("%.2f,%.2f,%.2f,%.2f,%.0f,%.0f\n",
O[ i ],H[ i ],L[ i ],C[ i ],V[ i ],OpenInt[i] );
fputs( qs, fh );
}
fclose( fh );
}
}


Last edited by Abnash; February 18th, 2012 at 09:34 AM.
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  #5 (permalink)
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Thanks Abnash,

I've seen the Yahoo Query Language (YQL) and that historical quotes can be downloaded; however, the code only downloads ASCII fields: Symbol, StartDate, EndDate, High, Low, Close, Volume
http://table.finance.yahoo.com/table.csv?s=YHOO&a=01&b=01&c=2010&d=01&e=05&f=2010&g=d&ignore=.csv

So far I've found code that only downloads the current quote data, not the historical data. Downloading Yahoo Data

Would you happen to know the YQL code to download historical quotes in ASCII - MetaStock format? -- Symbol, Periodicity, Date, Open, High, Low, Close, Volume, Open Interest

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  #6 (permalink)
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StockJock View Post
Thanks Abnash,

I've seen the Yahoo Query Language (YQL) and that historical quotes can be downloaded; however, the code only downloads ASCII fields: Symbol, StartDate, EndDate, High, Low, Close, Volume
http://table.finance.yahoo.com/table.csv?s=YHOO&a=01&b=01&c=2010&d=01&e=05&f=2010&g=d&ignore=.csv

So far I've found code that only downloads the current quote data, not the historical data. Downloading Yahoo Data

Would you happen to know the YQL code to download historical quotes in ASCII - MetaStock format? -- Symbol, Periodicity, Date, Open, High, Low, Close, Volume, Open Interest

There are software providers in the Indian market who provide yahoo historical data for both intraday and EOD data.

I will check and post, once I get a link, which should help with international scrips.. I used to use such a provider for EURUSD data, but they packed up.

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  #7 (permalink)
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StockJock View Post
Yes, it is possible to link AmiBroker and TOS; however, I haven't been able to save all the live data. The only data that is saved is the data I backfill with Yahoo. Real time date is not saved from previous days, I have to use historical data from Yahoo. Once you exit AmiBroker, all the real time data that you were looking at is gone. For that matter can RTQDownloader V1.5 do what I need? You said that you used RTQDownloader; please clarify, did you use it with AmiBroker and were you able to save all the TICK data, both current and historical backfills? Are you still using AmiBroker?

May I ask how you are able to get TOS or TDA data into AmiBroker? I'm on the brink of starting a trial with AmiBroker, and don't see TDA / TOS as one of their data providers... Thanks much.

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  #8 (permalink)
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TonyB View Post
May I ask how you are able to get TOS or TDA data into AmiBroker? I'm on the brink of starting a trial with AmiBroker, and don't see TDA / TOS as one of their data providers... Thanks much.

How to use AmiBroker with external DDE data source Also, see Attachment.

Attached Thumbnails
Data Downloader-amibroker-ddl.png  
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  #9 (permalink)
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SJ, thanks for the info. Really good to know. Since this does not include historical data, I assume you use Yahoo! or the like as well... Thanks again.

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  #10 (permalink)
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TonyB View Post
SJ, thanks for the info. Really good to know. Since this does not include historical data, I assume you use Yahoo! or the like as well... Thanks again.

Yes, Yahoo or Google historical data can be used even though they're only EOD quotes.

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