Data deluxe- mother of all data downloaders suggestions required

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Vertigo_1985

Well-Known Member
#81
I am using latest version of AB. I do get tick charts but probably a tick or two are missed.
mine had 5 second timestamp when using with Josh utility, so changed to DDE. Getting tick quotes now although sometime during very high volatility few ticks are missed but overall i found it better than Josh utility.

Regards
 

lvgandhi

Well-Known Member
#82
mine had 5 second timestamp when using with Josh utility, so changed to DDE. Getting tick quotes now although sometime during very high volatility few ticks are missed but overall i found it better than Josh utility.

Regards
Which version of excel you are using? Can you post the procedure for DDE?
 

lvgandhi

Well-Known Member
#83
I wrote my own macro for Excel-to-Ab. Are you sure about the DDE timestamp not using system time ? You can check by changing your system time to see if the tick time changes.
Can You post your Macro?
 

GTji

Active Member
#84
Can You post your Macro?
Macro can be posted, but I do not have the time and inclination to explain how to make it work for you(there are number of steps involved). It will be better if you research and find out how the process should work and what you will need to make it work ( AB format file, etc) only after that will you be able to use the excel macro code.
 

rmike

Well-Known Member
#89
Here is update on development of the product.
The design for entire product is done. The development, coding is done for EOD product. Design for RT data (web & terminal) will start soon.
Testing is going on for eod module. We are working on seperate module for data processing for output formats.
Here is detail status.
1. Single click data download[/COLOR] and update chart database as well. This will update data of Amibroker, Metastock, Fcharts, MT4, Ninja.
Status: Single click download is done. update item is in development.
2. Download EOD, IEOD, Fundamental data.
Status: Yahoo EOD, IEOD (1min, 5min) with options to select days, Fundamental yahoo data done. Google EOD, IEOD (1min, 5 min, 15 min, 30 min, 75 min, 1 hr) with options to select days done.
3. Download Futures, Options, data
Status: NSE, BSE FNO data done.
4. Symbols can be added/ removed in one file. It can be similar to Amiquote.
Status: Done
5. Support for RT data from RTD - NOW,NEST,Zerodhatrade, Sharekhan, PIB
Status: not started.
6. Support for RT data from google, yahoo
Status: not started.
7. bulk deal download
Status: Done
8. data for all world indices, any symbol supported by google, yahoo.
Status: Done
9. Bhavcopy support for BSE,NSE,MCX
Status: Done for BSE, NSE.
10. data download can be scheduled at automated task for every day.
Status: not started.
11. will provide historical adjusted data till utility launch date, for following
a. BSE (From 1984, Sensex from 1979 with volumes)
b. NSE (From its inception in 1994)
c. 40+ World Market Indices starting from 1980/1990
d. NSE IEOD cash, Futures 5 min from 2008, Nifty cash IEOD- from 2007.
Status: not started.
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I added following more features, development done for all, testing is in progress.
1.NSE Security-wise Delivery Position
2.BSE Security-wise Delivery Position
3.NSE Bulk deals
4.NSE block deals
5.NSE combined reports
6.NSE FNO participants data
7.NSE India Vix
8.NSE India all indices
9.NSE Forex
10.NSE market reports
11.NSE FII activity reports
12.NSE equity list mapping
13.NCDEX bhav copy
14.Mutual fund NAV eod
15.Weekend support
16.NSE emerge - SME exchange bhavcopy
17.BSE SME exchange bhavcopy
18.Corporate announcements, actions, reports.
19.Board meeting announcements
20.Market capitalisation reports
21.List of stocks which have reached a new high or a new low
22.ETF bhavcopy
23.NSE Currency market reports, FNO
24.Retail Bond market bhavcopy.
25 Split info.
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Will add support for following
1.National spot exchange
2.MCX (already planned)
3.MCX,BSE indices
4.USE support
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This will be free product for end user.
Do we need anything else on EOD data? Please feel free to suggest.
Please also give suggestions on RT web and RT terminal.
I do not see much deployments on Ninja, MT4, MT5 so thinking to drop idea to support it in first release.
Heartfelt KUDOS!!! Quite an all encompassing philanthropic quest!!!:clapping:

A couple of suggestions

1. Symbol List Uniformity - Symbol mapping may be incorporated in a manner to facilitate that the (Equity) tickers should be as per NSE/ BSE tickerlist (as applicable) and are (system) synchronized with the pertinent ticker symbol for the choice of data source e.g yahoo, google, trade terminal etc.

2. Trade Terminal - Would strongly recommend the addition of client trade terminal 'FLIP' of Geojit, if feasible. This feature would be a unique value addition which is presently not available in any other such tool.

3. Had a look at the main window of EOD section. IMHO, the design is not very streamlined. If I may suggest, the window may be split into sections for NSE, BSE, MCX, NCDEX and Mutual Funds. These sections can then contain user selectable choices for pertinent indices, F&O, OI/ Delivery volumes & reports (FII/ DII, Highs-Lows etc) etc. I do not envisage the need for the choice of downloading EOD data from google or yahoo as it would ideally be desirable to use the pertinent exchange bhavcopies for the purpose. However yahoo/ google Fundamentals and yahoo/ google IEOD can be presented as user selectable choices for the sections concerned.

4. In the RT data section, the provision for pivot and S&R calculator output to be included in the pop up RT window (during RT streaming) for the selected tickerlist, may be thought of.

5. I presume the RT streaming would be multithreaded to make optimal use of the processing power. Would suggest software capability for handling of at least 200 tickers (as a bare minimum) for RT data streaming purposes.

6. The inclusion/ integration of a newsfeed is a fairly simple affair and is, nowadays, available in quite a few tools of this nature. This may be included, if feasible.

Thank you for all the selfless effort on behalf of the 'Little Guys', I hope that you may find these suggestions to be of some use for your eventual system design considerations.

Regards,
 
Last edited:

mrkanitkar

Well-Known Member
#90
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PSB answers
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Thanks for detail review.
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A couple of suggestions

1. Symbol List Uniformity - Symbol mapping may be incorporated in a manner to facilitate that the (Equity) tickers should be as per NSE/ BSE tickerlist (as applicable) and are (system) synchronized with the pertinent ticker symbol for the choice of data source e.g yahoo, google, trade terminal etc.

MK- Since we will provide just data in different formats and user defined data frequency (1d, 1m,1h,tick) we will not have direct control on mapping. We have added Name field for all symbols which shows same company name for all data. It will help.

2. Trade Terminal - Would strongly recommend the addition of client trade terminal 'FLIP' of Geojit, if feasible. This feature would be a unique value addition which is presently not available in any other such tool.

Mk- There is very small market share (less traders use it) by Geojit and secondly none of our team member is Geojit customer but we will findout if we can have Geojit terminal.

3. Had a look at the main window of EOD section. IMHO, the design is not very streamlined. If I may suggest, the window may be split into sections for NSE, BSE, MCX, NCDEX and Mutual Funds. These sections can then contain user selectable choices for pertinent indices, F&O, OI/ Delivery volumes & reports (FII/ DII, Highs-Lows etc) etc. I do not envisage the need for the choice of downloading EOD data from google or yahoo as it would ideally be desirable to use the pertinent exchange bhavcopies for the purpose. However yahoo/ google Fundamentals and yahoo/ google IEOD can be presented as user selectable choices for the sections concerned.

MK- Very good analysis. Thank you. We are planning to make one column per exchange but then there are certain exchanges like National spot exchange and USE need to come in one last column. We are thinking to have O/I delivery volume as default for cash and remove check box for it. We also think to remove option of selecting I,II,III for future and make it default in product. As if people go for forex futures, it will be XII, so will better make mandatory for all (equity fno, commodity, forex). FII/DII reports are collection against all exchanges means, you will get same figures from NSE, BSE, MCX (when it starts). Sebi does not give seperate figures per exchange. As many people need EOD data of world indices which is not available from exchange Bhavcopies so, we need to provide it from yahoo, google. Since yahoo / google IEOD code can download data based on yahoo/google symbols, we have kept one file each for yahoo/google and people can add any symbol to it for downloaded eod or Ieod data. Since yahoo/google provide data for 70+ exchanges worldwide, user have choice to add any symbol with exchange in file. We also process Options data, user should import it in seperate db and delete every month as prices of Options can not merge every month. If merged it will be useless for technical analysis.

4. In the RT data section, the provision for pivot and S&R calculator output to be included in the pop up RT window (during RT streaming) for the selected tickerlist, may be thought of.

Mk- Hmm, this is completely new idea. Thank you. Actually charting apps have default settings for S&R and pivot and there are many AFL and similar tools/ plugins available in other tools. Let me look in to this.

5. I presume the RT streaming would be multithreaded to make optimal use of the processing power. Would suggest software capability for handling of at least 200 tickers (as a bare minimum) for RT data streaming purposes.

MK- Yes, it will be multithreaded. Many broker terminals restrict script to 55 or 30. At software side, we will keep ability in place.

6. The inclusion/ integration of a newsfeed is a fairly simple affair and is, nowadays, available in quite a few tools of this nature. This may be included, if feasible.

Mk- yes can be, will provide option of adding rss feed, use can add his own. We may do this in next release.

Thank you for all the selfless effort on behalf of the 'Little Guys', I hope that you may find these suggestions to be of some use for your eventual system design considerations.


Mk- We are trying automate few basic things which will make life easy. This utility will help you download & process all data which will be legitimate and in public domain for free.
 
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