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In a trial of Yahoo RT (MarketTracker) I managed to get some data
into AB using the core ideas from Kailash's instructions.
Info on Market Tracker is here:
http://help.yahoo.com/l/us/yahoo/finance/premium/index.html
The data from Yahoo is tick data.
What makes it work is that they change subscribers delayed (current)
feed over to RT (from the help file)
"As a Real-Time subscriber, your delayed feed is switched over to a
real-time feed"
Using AB standard set to 1 minute local database I ended up with
something like a 1 minute snapshot (on the minute the current tick
was imported from Yahoo into AB.
Basic steps:
1) I was an account holder at Yahoo already and signed in for webmail.
2) subscribed to Market Tracker $USD13.95 month
3) log in to MarketTracker and leave it running
4) create a new local enabled 1 minute database in AB - leave it open
(settings as per Kailash's instructions except I didn't bother with
time alignment for the trial.
5) change aqd.format file as per Kailash's notes
6) start AQ - get symbols from AB (I only tried three)
7) run AQ with auto import and refresh 1 minute.
Here is an example of what I got (ignore the incorrect time stamps -
it was in the first half hour of US trading:
"C","CITIGROUP INC",26.34,"2/13/2008","4:00pm",0.00,N/A,N/A,N/A,53500
"DIS","WALT DISNEY-
DISNE",32.78,"2/13/2008","4:01pm",0.00,N/A,N/A,N/A,100
"IBM","INTL BUSINESS
MAC",108.42,"2/13/2008","4:00pm",0.00,N/A,N/A,N/A,16900
The trial proves that tick data is accessable from YahooRT using
AmiQuote - USD$14 month would be half the price of any other RT data
for the US main exchanges - there are no exchange fees - I think the
limit is 50 symbols but I am not sure.
It might be worth following up on or some development of AQ by AB.
The obvious limit at the moment is the minimum one minute refresh
rate of AQ (and my lack of know-how).
THANKYOU KAILASH (JOHNNY) PAREEK
brian_z *:-)
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Here is a copy of Kailash's instructions (from a previous post on
> this board).
>
> Hello Everyone,
>
> This is the way I take free REALTime Data from yahoo ( free of any
> 3rd party progs or plugins) only with amiquote and amibroker.
>
> VERY VERY IMP FIRST YOU TAKE A FULL BACKUP OF YOUR AMIBROKER
> DIRECTORY . This is very important.
>
> We now start with the operation Realtime Yahoo Free
>
> First the basics to get it clear so that u should also understand
> what we are doing ok
>
> You all must have used amiquote earlier with yahoo current. If u
take
> nseyahoosymols as tls files and load it in amibroker u get data
from
> yahoo but till now it was delayed even if are logged in yahoo
>
> But the recent amiquote has an option to allow yahoo cookies after
u
> are logged in yahoo finance so that was an hidden additional
feature
> which many didn't took it seriously but it is the same thing what
> other softwares made here in INDIA which many are using it for
> realtime data from yahoo to ami. They all say one thing first log
in
> with ur id at yahoo finance to get rt data . Here we also have to
log
> in yahoo finace and keep logged to get rt data with amiquote ok
>
> Now what happens when u run amiquote & what type of data it gets
> which we use it for realtime basis
>
> 1ST YAHOO DON'T GIVE DATA LESS THAN 1 MINUTE BECAUSE IT DOESN'T
HAVE
> TIMESTAMP LESS THAN A MINUTE.
> SECONDLY IT DOESN'T GIVES U Indian makt hours in the time stamp so
> how can we have that in amiroker.
> Over to that
>
> 1st make a new database in amibroker as amitry as per below given
> method
> keep base time interval as tick
> then in intraday settings
> select 24 hours
> time 9:30 to 15:30
> select exchange time/ local ( I have yet to see the differencr in
> this feature)
> then in the below given box timeshift write 10
> now after u click on ok
> u have to click on create so an empty database is created
> BUT AFTER U DO THAT U HAVE TO SAVE THIS EMPTY DATBASE SO THAT THE
> TIMESHIFT IS RECORDED IN IT.
> After u do close ami and reopen and load this amitry database
> Then click from file menu database settings
> And go to intraday settings and recheck that the 10 which we have
put
> in the time shift box is intact If it shows as 0 read zero change
it
> to 10 and again save the database Now it will be fixed.
>
> Actually with 10 we would be ahead by some 30 minutes with ref to
our
> mkt time. We
> At present cant do anything because the time shift as taken my
> amibroker can only take in hours it does not take minutes .
>
> I think Only Tomaz can help it because if he wants he can allow
hours
> & minutes.
>
> Normally the time shift should be in 30 mins slab. I don't know why
> it is kept as only hours. Anyway we have to bear with this BUG
after
> all we are going to get free data in RT mode ok
> Now very imp part
> How amiquote gets data from yahoo afterlogged in
> The file which amiquote gets is 1 or more files depending on the
> symbols u have in ur tls file
> But that is the input for amibroker to put the data in amibroker
> chart ok
>
> "ABB.NS","ABB
>
LTD.",3730.20,"4/13/2007","6:00am",+77.30,3669.00,3755.00,3623.00,7755
> 4
> "ACC.NS","ASSOCIATED
>
CEMENT",749.95,"4/13/2007","6:00am",+23.60,729.85,750.00,726.00,822345
> "ALBK.NS","ALLAHABAD
> BANK",73.05,"4/13/2007","6:00am",+0.95,70.20,73.80,70.20,111529
> "ALOKTEXT.NS","ALOK INDUSTRIES
> L",59.05,"4/13/2007","6:00am",+0.20,55.00,60.00,55.00,81295
>
> ok and with what is this data updated I mean .format file the name
of
> the format file is aqd.format which u can change it to .txt file
and
> load it in notepad
> It looks like this
> # AmiQuote daily download format (.AQD extension)
> # Revision 1.1 (previous version had missing Date_MDY field)
> # Revision 1.2 (added $STRICT 1)
> $FORMAT
Ticker,FullName,Close,Date_MDY,Skip,Skip,Open,High,Low,Volume
> $SKIPLINES 0
> $SEPARATOR ,
> $DEBUG 1
> $AUTOADD 1
> $CONT 1
> $GROUP 254
> $BREAKONERR 0
> $STRICT 1
>
> We have to change this as below to put in the realtime data from
> yahoo to amibroker with out any 3 rd party progs
> SO here is the modified aqd.format for rt data
>
> # AmiQuote daily download format (.AQD extension)
> # Revision 1.1 (previous version had missing Date_MDY field)
> # Revision 1.2 (added $STRICT 1)
> # Revised for RT data from yahoo in Rt mode
> $FORMAT
Ticker,FullName,Close,Date_MDY,Time,Skip,Skip,Skip,Skip,Volume
> $SKIPLINES 0
> $SEPARATOR ,
> $DEBUG 1
> $AUTOADD 1
> $CONT 1
> $GROUP 254
> $BREAKONERR 0
> $STRICT 1
>
> copy this above and save it to format dir as aqd.format.rt for time
> being
> ok now change the old filename aqd.format to aqd.format.eod
> and again rename our newly mad aqd.format.rt to aqd.format
>
> Now close all progs esp amibroker & amiquote
> Before our Indian mkt starts at 9:55
> We have to 1st log in yahoo finance
> Then start amibroker and load amitry database ( u can use any name
I
> have used it as amitry ok)
> Then fire up Amiquote and load the nse yahoo symbol.tls
> And select yahoo current and click the green so that it starts
> running also select the
> Autoimport box and put 1 in run every one minute
>
> This is the secret to get FREE RT DATA IN RT MODE IN AMIBROKER.
>
> ONLY THING IS YAHOO DON'T GIVE BARWISE VOLS
> SO U HAVE TO MAKE AN AFL FOR VOLUME TO DEDUCT THE PREVIOUS BARS
> VOLUME FROM CURRENT AR VOLUME TO GET THE TRUE BAR WISE VOLUME
> My SUGGESTION IS TO USE ANY TIMEFRAME GREATER THAN 3 MINUTE BARS TO
> GET A REAL TRUE PICTURE
>
> The only thing I would request Tomaz here again and I think this
the
> 3rd time I have made this request to make the timeshift atleast in
> half hour 30 mins slabs than the current 1 hour slabs
>
> Even in windows reginal settings the time slabs are in 30 mins
> All the credit here goes to Tomaz for his recent feature addition
in
> amiquiote to allow recognize yahoo cookies.
> This whole game is based on yahoo cookies after u are logged in
yahoo
> finance?
>
> Happy Trading with Free Rt data
>
> Hetal
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> >
> > Hello smith1964us,
> >
> > I have been following this one because I think a lot of Ami users
> would
> > like to be able to use this budget RT option.
> >
> > I have it on my short list to talk to AmiBroker support about it
> and
> > see if they will facilitate it (if we can't do it already).
> >
> > There has been some discussion in the past (mainly aabout Indian
> data):
> >
> > India is a Yahoo exception - it is the only Yahoo site that has
RT
> > quotes as standard (i.e. they don't need to subscribe to YahooRT
to
> get
> > RT for their exchange).
> >
> > The discussion was in the context of using it for Indian data.
> > Our friend Kailash (Johhny) Pareek said it will work with US data
> but
> > no one ever came back to confirm that.
> >
> > For discussion go to:
> >
> > http://finance.groups.yahoo.com/group/amibroker/messages/108837?
xm=1
> >
> > and/or search this board for Kailash as the author.
> >
> > One of the competitors to AmiQuote does sell a small program that
> > downloads RT from Yahoo for subscribers - I am not sure what the
> format
> > is and how it would sync with AB (it is probably Metastock).
> >
> > http://www.trading-tools.com/
> >
> > I guess that in all cases the limitation is that you won't get
any
> > backfill (history).
> >
> > It would be a good project to follow up on via AB support and
> > suggestions.
> >
> > I think it would be very popular.
> >
> > If you can get it going for US stocks please let me know via the
> forum
> > as I would like to post instructions to the UKB on how to do it .
> >
> > brian_z
> >
> > http://www.amibroker.org/userkb/
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "smith1964us" <smith1964us@>
> wrote:
> > >
> > > I recently purchased Amibroker 5.0. I have a subscription to
> Yahoo
> > > RealTime Quotes that I would like to use with this program.
Can
> > anyone
> > > tell me if it is possible to configure the software such that
it
> will
> > > work with Yahoo Real Time quotes?
> > >
> >
>
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