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Re: [amibroker] Re: Amibroker and Real Time(my blog)



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johnny

----- Original Message ----
From: brian_z111 <brian_z111@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, February 14, 2008 9:03:30 PM
Subject: [amibroker] Re: Amibroker and Real Time Quotes from Yahoo

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

brian_z

--- In amibroker@xxxxxxxxx ps.com, "brian_z111" <brian_z111@ ...> 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@xxxxxxxxx ps.com, "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","ASSOCIATE D
> >
>
CEMENT",749. 95,"4/13/ 2007","6: 00am",+23. 60,729.85, 750.00,726. 00,822345
> > "ALBK.NS","ALLAHABA D
> > 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@xxxxxxxxx ps.com, "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.amibroke r.org/userkb/
> > >
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxx ps.com, "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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