Re: [amibroker] Futures Data : How to Integrate File Format

["Prashanth" <prash454.ta@xxxxxxxxx>]

Hello,

 

Check out this group

 

http://in.groups.yahoo.com/group/bse-nse2005/

 

Here NSE F&O data is given in a format which is easily importable into AB.

 

Cheers

 

Prashanth

 

----- Original Message -----

From: Shweta Shalini

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, August 12, 2007 12:27 AM

Subject: [amibroker] Futures Data : How to Integrate File Format

Hi,
I want to create FnO/Derivaties database .Since the database file
contains Strike price,Option Type,Exoiry date(Fields given below)
which do not have a reciprocal Arrnagment in Import wizard,Can
anybdy help me how to create same. I thought of manually editing the
format file given in formats folder using notepad,But failed.For Eg
ther are two dates-One is Timestamp and another is expiry date which
wl be constant for the month.

INSTRUMENT SYMBOL EXPIRY_DT STRIKE_PR OPTIONTYPE
OPEN HIGH LOW CLOSE SETTLE_PR CONTRACTS
VAL_INLAKH OPEN_INT CHG_IN_OI TIMESTAMP

Link for getting full CSV file on which i want to base my database is
avbl at
http://www.nseindia.com/content/historical/DERIVATIVES/2007/AUG/fo08AU
G2007bhav.csv

Thanks in advance.

Rgds

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