Australian (ASX) Stock Market Forum

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

Jump to new
No, you should be able to load data into AmiBroker and play with it, just not save it to the database.

I don't use the import wizard, so can't comment on that. Instead I use a format file detailed in a message up-thread and just use the Import ASCII function on the file menu, selecting my format file.

GP
 
You can load it, but you are limited to the number of symbols, I believe
When you close Ab you will lose any data loaded (no save)
 
Hi

I also use EOD data from www.float.com.au

I download the latest.txt file and save as for example 20070706.txt on my computer and then import into amibroker

Does anyone have any idea how to automate the process? Maybe using jscript? ie click on script and the file latest.txt then save on the computer as in "today" format as YYYYMMDD.

Thanks

Happy Trading
 
I use the data I'm fed from Market Analyst and it exports that data as CSV into alphabetical folders A, B, C etc. I've written a wscript (???, i think thats what the language was called, like vbscript) that compares the CSV files in each folder with a filter list (ASX300) and then pushes them into the one folder. From there I can use the import wizard to suck them up into Amibroker, but that last step is a manual process. I don't know of a way to automate it.
 
I don't understand what you're trying to achieve. Importing a CSV file into AmiBroker is a one-step process, assuming you already have a formats file and are not using the wizard each time. I don't see how using a script would be any quicker or easier.

Cheers,
GP
 
The automate part : download lastest.txt file and rename it as today date in this format YYYYMMDD ... then I can use wizard to import it.

I like to keep database in daily raw data for reference by date.

The automate allow me to schedule windows to do daily download of the data and rename for me accordingly..

thanks
 
theasxgorilla said:
I use the data I'm fed from Market Analyst and it exports that data as CSV into alphabetical folders A, B, C etc. I've written a wscript (???, i think thats what the language was called, like vbscript) that compares the CSV files in each folder with a filter list (ASX300) and then pushes them into the one folder. From there I can use the import wizard to suck them up into Amibroker, but that last step is a manual process. I don't know of a way to automate it.
Click to expand...

Hi Gorilla,

Could your wscript be modified so as to compare metastock files (.dat format) rather than the CSV ones?

The reason I ask is that I also have my data in alphabetical folders and would like to perform a similar task.

Regards,

Chorlton
 
Man you're doing it the wrong way, I can give yo a database that you can download 20min delayed data from yahoo or historical also from yahoo I also went trough the hustle of finding out how to do it

also I just bought version 5.0 and get real time from FXCM

markrmau said:
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.
Click to expand...
 
Digging up an old thread, but i take it you pay for what you get in regards to data ?

Being a free service, there must be some portion to it that is missing ?

Been a while since i frequented these forums, but catching up on some reading.

Regards
kolonel
 
Greetings all --

Here is a link that might help explain getting data into AmiBroker:
http://www.introductiontoamibroker.com/book.html

Scroll down a little and click "Installation". You will be getting a pdf file that is Chapter 2 of my book, "Introduction to AmiBroker". (Several hundred copies have already been sent to customers in Australia.) Note that one of the subscription data services covered is Norgate Premium Data. They have excellent coverage of the Australian market, as well as most of the rest of the world.

When it comes to data for AmiBroker, or any other charting or trading system development package, ask yourself whether you want to be in the data maintenance business or the trading business. I think Norgate and the other data vendors provide an excellent product at a reasonable price, and their efforts to keep track of data errors, splits, and so forth free me to concentrate on other things.

Thanks,
Howard
 
Hi

I hope someone can help me. Ive been using FCharts and Quotetracker for a year or so now. I want a better Charting package so I am trialing Amibroker. When I used FCharts I could click "Import/Export" and it would automatically update all of the data for the ASX & US stocks in my portfolio. Can Amibroker do that without the need to use Amiquote. Can I just tell Amibroker to download from Yahoo somehow? Can Amiquote also down load intraday data?

Thanks:banghead:
 
Hi Pennies --

I am not familiar with FCharts or QuoteTracker, so cannot make a detailed comparison. But the trial version of AmiBroker has all of the charting features enabled, and the installation procedure installs a small end-of-day database, so you can make your own comparison.

AmiBroker uses AmiQuote to retrieve data from Yahoo or msn and store it in AmiBroker. It works seamlessly, so there is no disadvantage in using AmiQuote. After you have set it up once, just use the Tools menu, then click Auto update quotes, and AmiBroker will handle the interface with AmiQuote and Yahoo automatically. AmiQuote runs, but you will not need to run AmiQuote yourself.

But ----- think about whether you want to be in the database maintenance business or the trading business. Yahoo quotes are cost-free, but not trouble-free. You will find missing data, inconsistent data, unadjusted splits, and so forth. I strongly recommend two things related to data:
1. Consistency is important. After you have tried out several data sources and found the one that provides the data series you want, build your historical database using that source and always get your daily updates from them. Do not mix data from different sources.
2. Try out the subscription data sources, then pick one and hire them to be in the database maintenance business for you. If you will be following the Australian markets, Norgate Premium Data is one you should check for sure. Norgate also has data for United States, Singapore, etc. Norgate is end-of-day. Also check Quotes Plus if you need only the US markets. Quotes Plus has both end-of-day and intraday.

If you will be following your positions intra-day, but not using intra-day bars (say, 5-minute bars) to feed your trading systems, you can use one of the many web sites that give real-time snapshot quotations.

If you will be using intra-day bars for your trading systems, subscribe to a good vendor of intra-day data. You cannot run intra-day systems using free data.

There are several other factors that make using intra-day data more complicated than using end-of-day data. If you are new to trading system design, testing, validation, and trading, practice using end-of-day data and end-of-day systems before moving to intra-day.

(No disrespect intended. You may be more experienced than I am, but I do not recognize your user name.)

Thanks for listening,
Howard
 
Thanks Howardbandy.

Thank you so much for the time that you took to reply !!

At this stage I mainly check charts at the end of the day but I do use it for intraday occaisionally. At the moment I dont have access to "live" data but I use quotetracker to update the charts on a 5 second time delay which is fine for what I do. One great feature the FCharts has is it will backfill intraday data. Do you know if Amibroker will do this?
 
Hi Pennies --

AmiBroker has the capability to backfill intraday data. It depends on the source of the data whether it will backfill or not. Data coming from streaming data quotes, such as QuotesPlus, eSignal, DTNIQ, and so forth will backfill. Data coming from snapshots, such as Yahoo or your brokerage account quote page, will not. Data coming from trading platforms usually do not -- I know that Interactive Brokers does not cause a backfill, I do not know about FCharts. The easiest way to find out is to try it. Then let us all know.

Thanks,
Howard
 
Hi Everyone,

You can backfill with Interactive Brokers, but only back to about 1 month using 1 minute data. I've found that if you use a resolution below 1 minute (5 sec, etc), it tends to be glitchy.
 
Hi Julius --

I use Interactive Brokers as a trading platform and like them. I use their real-time data during the trading day, but I do not use their data to store in my real-time database for use in trading system development.

If you plan to build intraday bars, I recommend using a vendor of real-time quotes rather than / other than Interactive Brokers. IB sends data for only a portion of all trades.

Thanks,
Howard
 

Similar threads

Z
What free TA software can import ascii (.txt) historical data and EOD (.txt)?
Replies
10
Views
6K
Mistagear
Mistagear
T
What's the largest historical data file you've been able to import into AmiBroker?
Replies
7
Views
5K
theorist
T
Top