Hi Josh1,
I am just a two bit programmer and writing a native interface between NEST and Amibroker with absolutely zero knowledge/information about the API would be extremely difficult. It will take some time. Meanwhile, I can make the job a lot easier by writing a very basic parser for the backfill data. We will slowly automate it to populate the Amibroker database in question.
Can you share the format of the backfill data with us? I know there is nest.format for reference. For example, here is the data I posted yesterday -
CIPLA-EQ 14-05-2012 09:16:00 14-05-2012 09:16:00 318 318.7 317.1 317.5 4675
CIPLA-EQ 14-05-2012 09:17:00 14-05-2012 09:17:00 317.5 317.75 317.1 317.1 3511
If you can arrange it in the desired format you want it, particularly highlighting the date and time format(DDMMYYYY/HHMMSS) then I can really make the parsing simpler to begin with. We can work on the automated backfill in the days to come.
For example, whether the data I posted above has to be arranged as :
CIPLA,14-05-2012,09:16:00,318,318.7,317.1,317.5,4675
or some other format. I have some basic knowledge in C/C++ and Java with absolutely zero exposure to Windows programming. Which is why I am totally clueless w.r.t VBA or WINAPI, but like they say, we traders are a resilient lot and know how to find our way around things
If I ever manage to succeed in writing a tool, which I intend to in all my earnestness, rest assured, it will be FREE!