[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Importing commodity contracts *.csv file to different Groups/Watchlists



PureBytes Links

Trading Reference Links

It would appear there are two issues with your data file.

1 - The presence of an epiration date
2 - The absense of a data date

Conceivably these can both be dealt with by a simple VBS or JS 
preprocessor that:

1 - Combines the Name & Expiration Date into a "Symbol" 
2 - Manufactures a Data Date

This simple preprocessor could be run standalone with an additional 
instruction to import the file or be included in a simple AFL that 
also imports the data, either of which would make the process fully 
automated.

--- In amibroker@xxxxxxxxxxxxxxx, "ar64k" <ar64k@xxx> wrote:
>
> I get daily *.csv files from my commodity exchange as given below.
> This file has same symbol but contracts with different expiry dates.
> Is there a way to import these files to AB, so as to get charts for
> each contracts. I'm looking at the possibility of importing these
> files to different Groups or Watchlists for each month. One group 
for
> each month.
> Any posssibility????
> 
> ***************************************************************
> 
> Symbol,Expiry Date,Open,High,Low,Close,Quantity
> BRENTCRUDE ,16/03/2006,2620,2632,2603,2616.5,44000
> BRENTCRUDE ,12/04/2006,2668,2685,2652,2674.5,2300
> BRENTCRUDE ,16/05/2006,2705,2705,2658,2670.5,5300
> CASTORDSA  ,20/02/2006,291.1,292.5,291.1,292,180
> CASTORDSA  ,20/03/2006,299.1,301.9,299.1,301.2,830
> CASTORDSA  ,20/04/2006,303.3,306.1,303.3,305.5,1730
> CASTORDSA  ,19/05/2006,306.9,308.6,306.5,308.1,570
> CHARJDDEL  ,20/02/2006,1875,1949,1875,1916,211680
> CHARJDDEL  ,20/03/2006,1721,1766,1716,1741,243550
> CHARJDDEL  ,20/04/2006,1703,1735,1699,1717,71910
> CHARJDDEL  ,19/05/2006,1734,1766,1731,1748,37070
> CHARJDDEL  ,20/06/2006,1772,1795,1772,1780,1070
> 
> *****************************************************************
> 
> Cheers,
> 
> Manu
>







------------------------ Yahoo! Groups Sponsor --------------------~--> 
Try Online Currency Trading with GFT. Free 50K Demo. Trade 
24 Hours. Commission-Free. 
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/