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RE: [amibroker] Re: Importing Intraday data



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Thanks I will give it a try.

I kept the zero volumes after checking the data downloaded with the QT plugin
and saw that some entries did have zero volume so I kept mine in.

 



<font size=3 color=blue
face="Times New Roman">Cheers,
Graham



 

<span
>-----Original Message-----
From: Mr Valley
[mailto:valleymj@xxxxxxxxx] 
Sent: Sunday, 9 February 2003
12:16 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re:
Importing Intraday data

<font size=3
face="Times New Roman"> 

<font
size=2 color=navy face=Arial>Graham,

<font
size=2 color=navy face=Arial> 

<font
size=2 color=navy face=Arial>I created a new
Excel sheet manually entering your data and saved it as a .csv file

<font
size=2 color=navy face=Arial>I then created a
new separated database in AB and made sure to set it up as a 5Min interval
database.

<font
size=2 color=navy face=Arial>I then selected
Import Wizard and opened the new .csv file I created.

<font
size=2 color=navy face=Arial>I made sure to
import using the same format and order as your data.

<font
size=2 color=navy face=Arial>Notice YDM and Time
make a difference.

<font
size=2 color=navy face=Arial>Lastly, the import
does not like zero Volume, (how can you have a price of the last trade with no
volume?)

<font
size=2 color=navy face=Arial>Anyway, the rest
does import, and show, but the zero volume periods show as an error on import.

<font
size=2 color=navy face=Arial>I would suggest
sorting your Excel file and removing the zero volume periods and redo.

<img
width=457 height=167 src="gif00012.gif"><font
size=2 color=navy face=Arial>

<font
size=2 color=navy face=Arial> 

<font
size=2 color=navy face=Arial>Mr Valley

<font
size=2 color=navy face=Arial> 

<font size=2 color=black
face=Tahoma>-----Original
Message-----
From: Graham
[mailto:gkavanag@xxxxxxxxxxxxxx]
Sent: Saturday, February 08, 2003
3:29 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re:
Importing Intraday data

<font size=3
face="Times New Roman"> 

<font size=2 color=black
face="Courier New">Thanks Frans<font
size=2 color=black face="Courier New">
Unfortunately I still cannot do it.
I am just using the EOD version for Rt at this
stage. Could this have
something to do with not being able to import
intraday data?

Cheers,
Graham




-----Original Message-----
From: mpmafma <f.manders@xxxxxxx>
[mailto:f.manders@xxxxxxx] 
Sent: Saturday, 8 February 2003 5:29 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Importing Intraday data

Graham,

I imported the following format succesfully.

AEX,20021216,09:07,321.99,322.25,321.99,322.19
AEX,20021216,09:08,322.12,322.12,321.95,322.11
AEX,20021216,09:09,322.01,322.25,322.01,322.12


Don't forget to adjust the database settings to
the Base time 
interval corresponding with your data.

File-Database Settings-Base time interval: 5
minute.


good luck,

Frans.

--- In amibroker@xxxxxxxxxxxxxxx,
"Graham" <gkavanag@xxxx> wrote:
> I have vreated a spreadsheet to compress the
raw intraday history 
data I
> have into 5 minute time spans giving OHLCV
for each 5 minutes.
> 
> However I have yet to work out what format
the date/time should be 
in to
> get the import to work, I have tried all
sorts of formats, but 
notdata
> imports, and in the quote editor it shows
Invalid Date_time in the 
first
> (and only) data line which is the last line
in the text file.
> 
> Here is the latest data in csv I created, can
someone advise me 
what I
> should do to get it to work
> 
> test,20030128,10:00:00
AM,1.37,1.37,1.37,1.37,0
> 
> test,20030128,10:05:00
AM,1.37,1.37,1.37,1.37,0
> 
> test,20030128,10:10:00
AM,1.37,1.37,1.37,1.37,4103
> 
> test,20030128,10:15:00
AM,1.37,1.37,1.37,1.37,2356
> 
> test,20030128,10:20:00
AM,1.37,1.37,1.36,1.37,21933
> 
>  
> 
> Cheers,
> Graham


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