Combining Intraday and Bhav Data

narangji

Well-Known Member
#21
Excerpts from a Post by RDutt:
EOD is End of Day Data where one days Open, HIgh, Low and Close is recorded.

IEOD similarly means Intra-End of Day... where minute by minute data of the day is recorded.
Ok Shirajroz, I understand the concept now. Thank you Josh, you and specially to Thank u SubrotoJi for pointing it out.

Can you guys please tell me How can I back fill tick by tick data automatically for lets say 5 years? I have followed josh help file and successfully configured ami broker to show tick by tick movements, however when my internet gets disconnected and I reopen ami broker it forgets all the data. So I have these questions

1. Is it possible for ami broker not to forget data and keep recording ticks?
2. How can I backfill tick by tick data from mcx for lets say 5 years and also keep showing live intraday ticks as well ( in the same Watchlist) For example Nickel for intraday and previous 5 year should be in the same (Futcom Nickel)


I understand I may not get it free, so I am keeping my options open. Please suggest what is the best solution and what is the best way to overcome this.
 

sr114

Well-Known Member
#22
Ok Shirajroz, I understand the concept now. Thank you Josh, you and specially to Thank u SubrotoJi for pointing it out.

Can you guys please tell me How can I back fill tick by tick data automatically for lets say 5 years? I have followed josh help file and successfully configured ami broker to show tick by tick movements, however when my internet gets disconnected and I reopen ami broker it forgets all the data. So I have these questions

1. Is it possible for ami broker not to forget data and keep recording ticks?
2. How can I backfill tick by tick data from mcx for lets say 5 years and also keep showing live intraday ticks as well ( in the same Watchlist) For example Nickel for intraday and previous 5 year should be in the same (Futcom Nickel)


I understand I may not get it free, so I am keeping my options open. Please suggest what is the best solution and what is the best way to overcome this.
1st of all - getting 5 years of intraday data in tick format is tough and is astronomically high priced. I am not aware of any such sources. Only person having such database can share with you [this is valid for MCX]

For NSE Futures - one source is the data maintained by RM [ search the forum for his link - data of nf, bnf both futures ans spot from 2009 till dat in 1 min tf]

2nd - legal copy of amibroker saves the data. but the trial version dont have that option - so go for the legal copy of amibroker
 

shirajroz

Active Member
#23
Ok Shirajroz, I understand the concept now. Thank you Josh, you and specially to Thank u SubrotoJi for pointing it out.

Can you guys please tell me How can I back fill tick by tick data automatically for lets say 5 years? I have followed josh help file and successfully configured ami broker to show tick by tick movements, however when my internet gets disconnected and I reopen ami broker it forgets all the data. So I have these questions

1. Is it possible for ami broker not to forget data and keep recording ticks?
2. How can I backfill tick by tick data from mcx for lets say 5 years and also keep showing live intraday ticks as well ( in the same Watchlist) For example Nickel for intraday and previous 5 year should be in the same (Futcom Nickel)


I understand I may not get it free, so I am keeping my options open. Please suggest what is the best solution and what is the best way to overcome this.
NarangJi,Wht Version of Ami u r Using ?
 
#27
Hi
I do not think you need IEOD data for last 5 years for normal charting and normal studies, (unless you require for some particular study or back testing).
For normal studies, last 6 months of IEOD data is sufficient and mix it with EOD data prior to that.
Another disadvantage of keeping this much of IEOD data is, that after some months you will find that your Ami has become heavy and slow.
 

narangji

Well-Known Member
#28
Hi
I do not think you need IEOD data for last 5 years for normal charting and normal studies, (unless you require for some particular study or back testing).
For normal studies, last 6 months of IEOD data is sufficient and mix it with EOD data prior to that.
Another disadvantage of keeping this much of IEOD data is, that after some months you will find that your Ami has become heavy and slow.
I want to test AFL on back data, Anyway i still wondering to figure out how much data I can have and much back testing to do, Auto path trading is awfully hard and difficult nobody has clear answers on many things.