October 30th, 2010
Size: 50.93 MB
Downloaded: 576 times
705
sam028
Ok, not very MatLab, but MatLab, R, ...
This simple script download historical data from IB (360 days, 1 minutes bar) for all SP500 stocks, without risking the "Pace violation ..." from IB. The files are wrote in the user home directory.
Here is the VolumeDirBins and VolumeFrequency, from this TL thread.
These indicators are supposed to show you in which direction de big traders are going.
More details in the TL thread above.
Installation instructions:
1. Unrar to your Documents\NinjaTrader 6.5\db\data directory.
2. NinjaTrader should now show the extra dates on the Connect -> Market Replay screen.
July 9th, 2009 01:02 AM LordAlfa Oops. Not 1 years' worth but thanks.
July 9th, 2009 12:58 AM LordAlfa Great. 1 year's worth of data. Thank you.
July 5th, 2009 07:48 PM Saroj 3rd attempt seems to have worked... no idea why
July 5th, 2009 04:04 PM Saroj sam, when I click to open this .rar file I get an error: "Unexpected end of archive" and the download time is very short
and the only file that shows up in the rar list is "6E 09-09.ntm" (size=7,906,345)... I'd love to get this data if you
September 20th, 2010 04:52 AM Jason11 Why does this plot an extra tail on the indicator line when it changes direction (color)in NT7 ? It is not a clean line