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[amibroker] Re: Amibroker and Real Time Quotes from Yahoo



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Forgot to say that AmiQuote was set to the current server.

brian_z

--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> 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@> 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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