Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts MS

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Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

Good Work :clapping:. I got it up and running in 5 minutes.
If you are willing, you can share the code with me. You may PM me or I shall PM you my mail ID. (Your PM is closed)
I may not be able to code in C++ but I shall be able to read /understand your code,find bugs(already found one) and give you ideas that will make your work much simpler and faster. You will have to tell me how to import the project in CodeBlocks preferably.

I am also trying to create RTDclient in Autoit. If you share your code I shall be able to do it faster. I am also stuck at the Callback. :annoyed::annoyed::annoyed:

Backfill did not work. Maybe I did not understand setup

OK, i will release it ( GPL ) in a few days. Need to understand GPL stuff and then how to put in github. Hopefully, people will help out. Its working great for me for now (except the callback which NEST calls but only 1/2 times. It calls callback only after i poll it).

I think calling 20/40 times a second may be enough though.Its more likely that ZT is not getting all changes in realtime. Zerodha said NEST is not accurate in their thread. Its not exactly same as their server data.

I used Visual C++ 2010 (was the smallest recent setup without adding C# stuff ). Also had to extract ATL headers and libs from some driver toolkit.
I am not a windows guy. So i just used Visual C++ 2010. Cant help with code blocks. You will need to atleast integrate headers/libs/toolchain.

Google gave this - https://stackoverflow.com/questions/14316781/visual-c-code-not-working-in-codeblocks

For back fill, just enter data in VWAP / Datatable file and run exe with same path.
For VWAP, we dont have scrip name, so u have to set it using "name=..."
You can use name alias in Datatable file too if needed.

Instructions are in settings.ini

What was the bug?

Edit - If you decide to install VC++ 2010 , i can help out if needed. I have the extra headers and libs for ATL in a zip.

 

[josh1]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

Yes i think we can get the rates upaded in excel.... Just not export i mean...but upadation is also there...then which sheet of urs i need to use ?? Has no body treid it with trder terminal ??

You may use RTNest or RTNow. Obtain data in RTD sheet and thereafter link it to the front Sheet with simple excel linking. Sample formulae are already there.

 

[josh1]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

OK, i will release it ( GPL ) in a few days. Need to understand GPL stuff and then how to put in github. Hopefully, people will help out.

Yes... I think people will help. Even if not, we shall be able to create a good app on our own. GUI creation is very easy in Autoit. There is lot of stuff availlable for ceating RTD server but very less for client. Microsoft has also not given any sample.

Its working great for me for now (except the callback which NEST calls but only 1/2 times. It calls callback only after i poll it).

Yes..... I ran it for 5-8 minutes with RAM Disk. Chart Refreshes were quick. .409 Seconds with VWAP AFL of 2200 lines by PratapVB. CPU usage was hardly 10%. Most of the time under 5%.

I think calling 20/40 times a second may be enough though.Its more likely that ZT is not getting all changes in realtime. Zerodha said NEST is not accurate in their thread. Its not exactly same as their server data.

Right. I guess data for Zerodha Trader is routed through Zerodha servers unlike NOW which is connected directly to NSE servers. There are instances when market was in tizzy and ZT went behind real time by 10 minutes. Calling 20 times a second should be more than enough. Excel default is once in 2 seconds. Even if throttle interval is adjusted to zero, Excel does not accept data when it is doing some other work.

I used Visual C++ 2010 (was the smallest recent setup without adding C# stuff ). Also had to extract ATL headers and libs from some driver toolkit.
I am not a windows guy. So i just used Visual C++ 2010. Cant help with code blocks. You will need to atleast integrate headers/libs/toolchain.

Google gave this - https://stackoverflow.com/questions/14316781/visual-c-code-not-working-in-codeblocks

I do not mind using Visual C++2010 if it can be downloaded freely.

For back fill, just enter data in VWAP / Datatable file and run exe with same path.
For VWAP, we dont have scrip name, so u have to set it using "name=..."
You can use name alias in Datatable file too if needed.
Instructions are in settings.ini

OK. Will try again.

What was the bug?

Calculation of O,H,L,C has some bug. Open chart in tick interval. You will see many candle do not have wick. They are Square or rectangle shape. It is better to create 1 min candles rather than bloating database with 1 - 2 seconds ticks.
Edit - If you decide to install VC++ 2010 , i can help out if needed. I have the extra headers and libs for ATL in a zip.[/QUOTE]

 

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Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

Yes... I think people will help. Even if not, we shall be able to create a good app on our own. GUI creation is very easy in Autoit. There is lot of stuff availlable for ceating RTD server but very less for client. Microsoft has also not given any sample.


Yes..... I ran it for 5-8 minutes with RAM Disk. Chart Refreshes were quick. .409 Seconds with VWAP AFL of 2200 lines by PratapVB. CPU usage was hardly 10%. Most of the time under 5%.


Right. I guess data for Zerodha Trader is routed through Zerodha servers unlike NOW which is connected directly to NSE servers. There are instances when market was in tizzy and ZT went behind real time by 10 minutes. Calling 20 times a second should be more than enough. Excel default is once in 2 seconds. Even if throttle interval is adjusted to zero, Excel does not accept data when it is doing some other work.


I do not mind using Visual C++2010 if it can be downloaded freely.

OK. Will try again.

Calculation of O,H,L,C has some bug. Open chart in tick interval. You will see many candle do not have wick. They are Square or rectangle shape. It is better to create 1 min candles rather than bloating database with 1 - 2 seconds ticks.
Edit - If you decide to install VC++ 2010 , i can help out if needed. I have the extra headers and libs for ATL in a zip.

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1. I find gui coding very boring

2. 5% ! Do you mean all cpu usage or for app process ? For me just the NestRTD process takes ~0.15 % when polling 20 times per sec with 2 scrips. Increasing scrips should prob not increase cpu usage that much since most of it is for polling.

3. I used VC++ 2010 express (is free - but you may need to have genuine windows maybe)

4. What does tick interval mean? have never used it yet.
1 second chart looked ok, 5/15 second looks better.
Most of the time, you dont get more than 1/2 price update in a second from ZT

I prefer to look at 15 second chart sometimes to check volume.It looked ok to me. If you want AB to be updated once a minute, you can configure bar interval in settings.ini - set it to 60,000 (milliseconds)

Ill put link here once code is uploaded. If you find bug, let me know. I think PM should be enabled now.

 

[josh1]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

1. I find gui coding very boring

2. 5% ! Do you mean all cpu usage or for app process ? For me just the NestRTD process takes ~0.15 % when polling 20 times per sec with 2 scrips. Increasing scrips should prob not increase cpu usage that much since most of it is for polling.
Entire CPU usage for 1 scrip. Windows XP with 2 processors 2GB RAM in Virtualbox.

3. I used VC++ 2010 express (is free - but you may need to have genuine windows maybe)
My Windows is genuine

4. What does tick interval mean? have never used it yet.
RightClick in Chart -- Intraday -- Tick. I found that candle disappears sometimes due to overwriting may be.
1 second chart looked ok, 5/15 second looks better.
Most of the time, you dont get more than 1/2 price update in a second from ZT

I prefer to look at 15 second chart sometimes to check volume.It looked ok to me. If you want AB to be updated once a minute, you can configure bar interval in settings.ini - set it to 60,000 (milliseconds)
Oh.. yes I missed it.
Ill put link here once code is uploaded. If you find bug, let me know. I think PM should be enabled now.[/QUOTE]ve
My replies abo

 

[TracerBullet]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

After reading your question out of curiosity I sent an email to Zerodha to find out how it really works. Here's the conversation:

http://www.traderji.com/brokers-trading-platforms/89121-zerodha-part-3-a-269.html#post939072

http://www.traderji.com/brokers-trading-platforms/89121-zerodha-part-3-a-269.html#post939389


Overwriting would be a bug if confirmed. I didnt notice it yet but will try to check. But i think it maybe just how AB refreshes chart.
I saw this in excel too sometimes before but i always ignored it.

Minimum bar timer is 1 second. By default i keep 1.1
If we can confirm that a bar data is overwritten (along with volume) then will have to check code.

Edit : and again
http://www.traderji.com/brokers-trading-platforms/89121-zerodha-part-3-a-279.html#post944511

 

[TracerBullet]

Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

It does overwrite.

It happens when for the same second we get multiple transactions, we pick up bar in middle of these transactions, and no transaction happens after this second and we pick up bar again.

I have seen this in excel too i think.

Fixed + seperated links.

https://www.dropbox.com/s/fbm88e1x388i9jc/NestRTD.zip
https://www.dropbox.com/s/l2os1ojkhemzip5/ABBackFill.zip

 

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Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

So its confirmed that ZT is not the best here in terms of data feed. Check this link. He uses NOW terminal and transfers data from that to Ami but charts look much more clear to me in this when compared to mine (from google).

I think all NEST/NOW will probably have this bug.
They send real time data which is not able to captaure O/H/L/C completely accurately and they dont have a way to correct this when they have updated data in their server.

 

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Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

if you are familiar with excel method, its similar but in c++.
read settings.ini

 

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Re: Free RealTime Data NOW Nest ODIN Trade Tiger Google Yahoo to AmiBroker, Fcharts M

I wonder why you haven't developed it in GUI except for the reason that you don't like them.

BTW in the back fill I have to copy the data form nest and paste it where? VWAP or DataTable?

It would like this if I do need to back fill multiple scrips?

name=NIFTY_F1
09:15:00 AM 6447.00 6465.00 6439.55 6444.40 318900
09:16:00 AM 6447.00 6465.00 6439.55 6444.40 318900
.
.
.
name=SBIN_F1
09:15:00 AM 6447.00 6465.00 6439.55 6444.40 318900
09:16:00 AM 6447.00 6465.00 6439.55 6444.40 318900
.
.
.

GUI coding is tedious. I dont mind using console app. I wrote it for me and want to share it. Hopefully, someone else may write GUI if possible.

If you are familiar with excel method, we use VWAP statistics data for todays data else get data from chart data table. Their format is a little different hence i kept two files. You can use both files together too.
File name / location is configurable.

Yes use name property and then data for multiple scrips. Datatable data does not need name but you can add one if you want ( to have different name in AB)