Getting EOD data into Amibroker (www.float.com.au)?

[markrmau]

Hi all,

What is the best way of getting EOD data into amibroker?

I have tried to download metastock data from http://www.float.com.au/ but I only seem to get csv data, not metastock, and amibroker complains that the data has $0 for some close prices.

I have selected metastock from this link
http://www.float.com.au/scgi-bin/prod/dldata.cgi?month=200412

Where does the MASTER file that amibroker wants come from?

Thanks,Mark.

 

[RodC]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

hi mark,

I've been downloading the daily zip file from www.float.com.au extracting it and then importing into amibroker. It's been working fine.

I don't know what you mean by master file.

regards,

Rod.

 

[markrmau]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

Master seems to be needed when you specifically import metastock format.

I seem to have done it now. I was concerned that I would have to import each day individually (which would take a while to do a few years for backtesting). However, I can download 2004 from the link and import them in 1 go.

 

[GreatPig]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

Markrmau,

Sounds like you have it sorted out, but I download FCharts compatible data and load that in. I also did my own format file (just a slight modification of the default one) as follows:

$FORMAT Ticker, Date_YMD, Open, High, Low, Close, Volume, Group
$SKIPLINES 0
$SEPARATOR ,
$CONT 1
$AUTOADD 1
$DEBUG 1
$NOQUOTES 1

I don't have any problems using this file. Format files are in the Formats folder under the AmiBroker root folder.

Ignore the "Group" field on the end of the format line though, as I've written a utility to modify the price files before importing to add a group number to the end of each line based on the ASX code. This lets me sort them into alphabet groups. Takes more effort though, as I have to run the program over the file before importing each day.

Cheers,
GP

 

[RodC]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

Good to see you sorted it out Mark,

I downloaded back to about 1998 so I could back test. Just beware that some of the older www.float.com.au data is a bit dodgy when it comes to stock splits etc.

Rod.

 

[markrmau]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

How do you get other data formats?

It doesn't matter what I select from Step 1, when I select a link under Step 2, I always get a zip file with comma separated values (csv). I was hoping to get 1 file for say 5 years data that would import in one go.

http://www.float.com.au/scgi-bin/prod/dl.cgi

Or are metastock and fcharts simply csv?

Thanks, Mark.

 

[GreatPig]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

Markrmau,

Metastock has a proprietary binary format and an ASCII CSV format. Other than that I don't know anything about them, as I don't use them.

With FCharts CSV files, you can import a whole pile at once by multi-selecting the files from the import Open File window in AmiBroker. And float.com.au has ZIP files with a whole year's data in one file. Just download the ZIP files for each year, unzip them into the same folder, and then import the lot in one hit. It will take a little time to import them all though.

Cheers,
GP

 

[darian]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

Hi all,
I've downloaded the trial version of amibroker but I can't seem to load the data into the software. Every time i try to load data from float.com.au, i always get this message-
"cannot write or format to defition file, check read only flags". i have tried checking the read only box but it doesn't work. Please help.

Darian

 

[GreatPig]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

Darian,

You mightn't be using the correct format file for importing. Try the attached one.

Copy it into the Formats folder under AmiBroker and then rename it to get rid of the .TXT (I had to add that to upload it here). Its name should just be "FloatComAu.format".

Then use "File->Import ASCII" and select it in the file types before importing the price file.

Cheers,
GP

 

[darian]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

Thanks GP, you're a champ!

Just wondering what is that error report after the download? does that mean the data is not clean and as a result will not be able to see some stocks?

TA
Darian

 

[kaveman]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

It sounds like the files you are trying to update to are Read Only as in windows read only file attributes. This could be the format files in AB that set the data arrangemetn you are trying to import.
Can you actually save anything in AB trial copy?

 

[GreatPig]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

Can you actually save anything in AB trial copy?

You couldn't when I trialled version 4.6.

GP

 

[kaveman]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

definitely could not when I trialled V3.90

 

[darian]

Re: Getting EOD data into amibroker (www.float.com.au/ ?)

no, can't save anything, have to load data in everytime use it.

Darian

 

[darian]

Hi all,
I've got two computers at home and would like to install amibroker on both machines once i register. Is that a problem? Is it restricted to per computer use?

Cheers
Darian

 

[captain black]

Hi all,
I've got two computers at home and would like to install amibroker on both machines once i register. Is that a problem? Is it restricted to per computer use?

Having AB on 2 PC's is fine. Just need to copy the registration key onto both installations.

 

[darian]

thanks cap!

 

[Slick Rick]

Hi All,

I recently downloaded the trial version of Amibroker (v 4.90), but can't seem to load historical ASX data into the program.

2005-2007 EOD Data was downloaded from www.float.com.au and has been extracted into one folder. The data is daily files in csv format.

Using the import wizard, the fields are defined as;
Ticker, YMD, Open, High, Low, Close, Volume

Seperator is Comma(,), Group 255, Log Errors, Auto add new symbols, allow negative prices.

When I select a symbol after the data has been loaded, the graph is blank and says "Not enough data available. To plot chart 3 bars are needed, 0 bars in 'XXX'."

Not sure what I'm doing wrong?

Most grateful for any help.

 

[R0n1n]

I could be wrong, but the trial version dosent save data.

 

[Slick Rick]

Yeh, I don't think the trial does save data either.

So, that means it's not possible to load any external data into the program until you've registered?