How to get Amibroker to get automatic Yahoo ASX data feed?

[flyhigher]

Hi, just a baisc question from an amibroker starter. How to get amibroker and amiquote automatically fed with ASX EOD data? when i open amiquote, there is only us data to download. Shall i get ASX ticker list first from somewhere. I am having later version amibroker and amiquote. Thanks for help

 

[kaveman]

you can get the tickers from AB using AQ Tools-Get tickers from Amibroker

But do not waste your time as yahoo only stores prices to 2 decimal places which is useless for ASX

 

[bOsO]

I can give yo a database that you can update amibroker with 20 min delay data from yahoo of all the stocks also historical data
send ma an email boso400@gmailcom

 

[bOsO]

Add the suffix ax Like AMP.AX

 

[kolonel]

I can give yo a database that you can update amibroker with 20 min delay data from yahoo of all the stocks also historical data
send ma an email boso400@gmailcom

If that offer's available, can i take you up on it ??

Regards
kolonel

 

[johenmo]

Didn't want to start a new thread for this as it sort of ties into this topic....

Have downloaded trial of AB 5.10 but don't seem ot be able to view ASX data. Have been thru ASF and used the links to load up info with JS files and databases. Can see the different tickers for ASX but no charts.

Have been to Yahoo AUST and download a CSV for CBA with 8 years data, then imported that with the wizard. No problems but can see each day's figures as a separate item.

I have used other applications and imported and exported data with no problem but somehting is happening here that I can't figure out. I know it won't save but it should import historical data for me to view at the time.

I want to play aorund wiht it for a while to see if I can get a hande on this application.

I figure if I buy AB and then buy into something like premiumdata it should work easily.

I guess I'm wondering:
1) if the import wizard has worked with out an error log (saw that on some other data) then I can conclude that the import has worked?

2) If it has worked then why doesn't it show on the charts? Screen says "Not enough data available. To plot any chart at least 3 data bars are needed, but there are only 0 bars in 'CBA' "

Any hints, tips, help will be very gratefully received.

John

PS - getting a virus out of the PC is much easier!!!

 

[Wysiwyg]

Please anyone I have a problemo downloading ticker symbols into AB through AQ. I keep getting ...... cannot open local file .........

I`m sure the answer is easy but I can`t find it troubleshooting.

 

[danno75]

I have had a go at down loading the zipper files from Float.com.au but when I did some of there was a pile of errors logged. They were concerning the date format but I think it originates from some of the ticker codes having more than three letters e.g. AAAWMA,19970102,0.25,0.255,0.25,0.255,75000. Can anyone comment on whether this would be the case or if they have had similar issues. I am running a paid version of Amibroker so there is no problems with saviong the files and I managed to get the charts up but the ones with errors were all over the place.

Also now that I have files with errors I am trying to figure out how to erase the entire database. I have looked through the tutorial and I can erase each stock individually but I cant seem to figure out how to dump the lot.

I am going to try and use the database from Ozfalcon that Boso was kind enough to direct me to next.

Cheers

 

[howardbandy]

Hi Flyhigher --

I recommend using a high quality subscription data service rather than Yahoo or msn's free data. If you use Yahoo data, your new hobby will be data base maintenance.

For Australian data (and other world markets), visit Norgate Premium Data's site and learn about the data they supply. When you consider the value of your time, it is a bargain.

http://www.premiumdata.net/

Thanks,
Howard

 

[Wysiwyg]

Here are ticker lists for ASX500 and S&P500 as of 06/11/2009.

 

[pavilion103]

When I import the ASX500 files into AmiBroker it saved under the market "NYSE"
How do I created a new list and save it under "ASX500"?

 

[pavilion103]

Also how do I get it to save the relevant companies in their sector folders (e.g. financial, mining etc)?

 

[Wysiwyg]

Also how do I get it to save the relevant companies in their sector folders (e.g. financial, mining etc)?

Yahoo doesn't have the sector breakdown but http://www.premiumdata.net/ does do this for you. Or you can do it manually by getting the constituents of each sector from Comsec or some other free source and create the corresponding folder (data base) in Amibroker. Some index lists are here such as the S&P/ASX 300 metals and mining.

Remember to add the suffix .AX when you get the symbols so Yahoo can recognise.

When I import the ASX500 files into AmiBroker it saved under the market "NYSE"
How do I created a new list and save it under "ASX500"?

Don't use that list. The constituents in the All Ords changes and will be different now from that list. You should have this PDF when you purchased Ami.

 

[pavilion103]

Yahoo doesn't have the sector breakdown but http://www.premiumdata.net/ does do this for you. Or you can do it manually by getting the constituents of each sector from Comsec or some other free source and create the corresponding folder (data base) in Amibroker. Some index lists are here such as the S&P/ASX 300 metals and mining.

Remember to add the suffix .AX when you get the symbols so Yahoo can recognise.

Don't use that list. The constituents in the All Ords changes and will be different now from that list. You should have this PDF when you purchased Ami.

Thanks mate! Appreciate the reply. I would rather pay for premium data than waste valuable time on administrative activities. I already have live data from CMC Markets on my trading platform. Is it a waste to double up? Or is this the only option if I don't want to have to make the changes myself?

 

[Wysiwyg]

Thanks mate! Appreciate the reply.

And I appreciate the acknowledgment. I spend some time with Amibroker though I am not a programmer.

I would rather pay for premium data than waste valuable time on administrative activities. I already have live data from CMC Markets on my trading platform. Is it a waste to double up? Or is this the only option if I don't want to have to make the changes myself?

Well if you can backfill data and feed CMC live into Amibroker then there is no need to double up but I am fairly sure you can't without a Plug-in for dynamic data exchange (DDE) between CMC and Amibroker. However there are various data providers that do have a dedicated live data feed to Amibroker. Interactive Brokers has an application program interface so you can trade directly from Amibroker to Interactive Brokers along with live data feed and backfill. MetaTrader platforms are also DDE capable and you can use the "Universal DDE Plug-in" installed in Amibroker.

Alternatively if you only want to back test, scan or explore daily (EOD) data then Premium Data has the clean, adjusted prices and volume. Yahoo does not have adjusted data (you know like 2:1 splits, demergers etc.) and so it really depends on how accurate you want your back tests to be.

I use Yahoo EOD and don't care if some prices and volumes aren't completely accurate when back/walk forward testing. Amibroker doesn't know the difference anyway.
Amibroker is very versatile with lots of secret passages. It takes time to work through so patience is a must.

 

[pavilion103]

And I appreciate the acknowledgment. I spend some time with Amibroker though I am not a programmer.
Well if you can backfill data and feed CMC live into Amibroker then there is no need to double up but I am fairly sure you can't without a Plug-in for dynamic data exchange (DDE) between CMC and Amibroker. However there are various data providers that do have a dedicated live data feed to Amibroker. Interactive Brokers has an application program interface so you can trade directly from Amibroker to Interactive Brokers along with live data feed and backfill. MetaTrader platforms are also DDE capable and you can use the "Universal DDE Plug-in" installed in Amibroker.

Alternatively if you only want to back test, scan or explore daily (EOD) data then Premium Data has the clean, adjusted prices and volume. Yahoo does not have adjusted data (you know like 2:1 splits, demergers etc.) and so it really depends on how accurate you want your back tests to be.

I use Yahoo EOD and don't care if some prices and volumes aren't completely accurate when back/walk forward testing. Amibroker doesn't know the difference anyway.
Amibroker is very versatile with lots of secret passages. It takes time to work through so patience is a must.

With the Yahoo data that you use, are the companies saved by sector, market etc? Or did you have to do that yourself?

I don't want to spend too much time managing the database side of things. I'm quite confused about how I should go about all this. I am keen to get AmiBroker but just not sure what to do with the data side of things. I'm thinking I might just pay for that data for an extra $30 a month or so and continue trading with CMC Markets. That $30 might just be the cost of backtesting for me?

This is all very confusing using AmiBroker. I'm using the trial at the moment and it seems like there is so much to learn. Is this something that will take hours and hours? How long did it take others to get their head around?

 

[Wysiwyg]

With the Yahoo data that you use, are the companies saved by sector, market etc? Or did you have to do that yourself?

I categorise stocks by using the stock screener at http://www.incrediblecharts.com/

For fundamental stock selections I tried this site here but the data does not appear all that accurate. You know, to get a list of stocks meeting certain business requirements and then define when to open a position technically.

Remember to add the suffix .AX to your chosen sector symbols so Yahoo can recognise.

 

[titl4]

.......................
I don't want to spend too much time managing the database side of things. I'm quite confused about how I should go about all this. I am keen to get AmiBroker but just not sure what to do with the data side of things. I'm thinking I might just pay for that data for an extra $30 a month or so and continue trading with CMC Markets...................... Is this something that will take hours and hours? How long did it take others to get their head around?

IMO, providing the $$$ while always important are not critical, the time is better spent researching, evaluating etc (or just doing something else entirely ) than in obtaining free data. I just pay my money to Norgate and get on with it.
Assuming the 2nd Q is about learning to use AmiBroker it can take a while. In that Howard Bandy's "Introduction to AmiBroker" can help a lot - as can this forum.

 

[pavilion103]

I categorise stocks by using the stock screener at http://www.incrediblecharts.com/

For fundamental stock selections I tried this site here but the data does not appear all that accurate. You know, to get a list of stocks meeting certain business requirements and then define when to open a position technically.

Remember to add the suffix .AX to your chosen sector symbols so Yahoo can recognise.

I actually have Incrediblecharts on my computer. I've been using it the last few weeks. How do I categorise them using the stock screener? Does this then allow me to put them into Amibroker in the right categories? I have absolutely no idea how to do this. I'm finding getting Amibroker set up so confusing

 

[pavilion103]

Does Amibroker have a simulator that can be used to practice trading live?