MetaStock NSE Data downloader with VIX

#72
Hi,

There is exception problem.. When I try downloading from 1-Jan-2008 till 7-Jan-2009, it throws 2 types of exception.

1. Is for not able to find www.bseindia.com (probably may be my system error), not sure.. But it has downloaded few data.

2. System.ArgumentOutOfRangeException: Value of '-7350' is not valid for 'Maximum'. 'Maximum' must be greater than or equal to 0.
Parameter name: Maximum
at System.Windows.Forms.ProgressBar.set_Maximum(Int32 value)
at System.Windows.Forms.ToolStripProgressBar.set_Maximum(Int32 value)
at NSEDataDownload.FormNseData.btnDownload_Click(Object sender, EventArgs e)
at System.Windows.Forms.Control.OnClick(EventArgs e)
at System.Windows.Forms.Button.OnClick(EventArgs e)
at System.Windows.Forms.Button.OnMouseUp(MouseEventArgs mevent)
at System.Windows.Forms.Control.WmMouseUp(Message& m, MouseButtons button, Int32 clicks)
at System.Windows.Forms.Control.WndProc(Message& m)
at System.Windows.Forms.ButtonBase.WndProc(Message& m)
at System.Windows.Forms.Button.WndProc(Message& m)
at System.Windows.Forms.Control.ControlNativeWindow.OnMessage(Message& m)
at System.Windows.Forms.Control.ControlNativeWindow.WndProc(Message& m)
at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)

I am attaching both the detailed exception test in the text file.
 

xtalk

Active Member
#73
Dates should be in mm/dd/yyyy format, i.e. Start Date: 1/1/2009 End Date: 1/7/2009. You can use dropdown-arrow (beside date fields) to select date range from calender.

Thanks!
 
#74
Ya, that I know and understand...

What I am pointing out is there is an exception of overflow... Since when the dates are subtracted, it overflows and hence it throws the exception which was not handled. Probably a bigger size variable can be used.
 

xtalk

Active Member
#77
I was on vacation but now I have been downloading data for the last 3 weeks with no problem at all. I think problem comes when date ranges become much higher, e.g. you are downloading data of several months/years. Anyway, I'll fix that bug but at the moment it wont impact your daily data download (EOD basis).

To download historical data please check other traderji threads. Many users have uploaded past historical data till Dec'08. The purpose of of this software is to download data on EOD basis or for few more days. Th bug will be fixed anyway...

Thanks!
xtalk
 
#78
Re: MetaStock/AmiBroker/FChart NSE EOD Data downloader with Index Futures & VIX

Dowload some data of 2000/2001, u get some junk in last portion of text file, during conversion of this text files in metastock u get some errors, if u have historical EOD of NSE, BSE, Futures in text format can u bundled it up and upload it on free servers to get downloaded for all, that would be a good gesture from your end.
 
#79
Re: MetaStock/AmiBroker/FChart NSE EOD Data downloader with Index Futures & VIX

It's a one click NSE data downloader and it can also download India VIX data in metastock format.


Looking forward to your feedback!

Thanks.

P.S.: Attached updated version. You'd be able download now other major BSE indices as well. Enjoy!



P.S (07July). Updated another fix. Pls note BSE data usually updated after 6-6.30pm.
---------------------

NEW VERSION
P.S. (30Aug): Attached find another updated version that downloads Futures EOD data (of current, next and far series) for NIFTY, MINIFTY and BANKNIFTY.



You'd get the data in following format and it's fully compatible to MetaStock 9 & 10. AmiBroker also support that format.

Code:
NIFTY-I,20080829,4291.00,4379.90,4283.00,4370.55,625862,30503800
NIFTY-II,20080829,4270.00,4375.00,4270.00,4370.10,5077,211400
NIFTY-III,20080829,4290.00,4370.00,4280.15,4365.10,299,4700
MINIFTY-I,20080829,4276.00,4378.90,4265.00,4370.35,69301,456400
MINIFTY-II,20080829,4275.00,4373.95,4275.00,4366.80,2394,28460
MINIFTY-III,20080829,4295.00,4370.00,4285.00,4361.45,178,1060
BANKNIFTY-I,20080829,5851.00,6163.00,5851.00,6138.40,41434,394275
BANKNIFTY-II,20080829,5988.00,6181.00,5901.00,6150.05,149,1250
BANKNIFTY-III,20080829,0.00,0.00,0.00,5882.75,0,0
So, as you can see that EOD No. of Contracts (Volumes) and Open Int. also available. Hopefully, you'll like this.

----------------------
How to import data to MetaStock?

Use MetaStock's 'The Downloader' application to import the data.

Step 1: Start the 'The Downloader' app and then click Tools->Convert.

Step 2: In Source box..Select the file (say, 04AUG2008.txt) and in Destination box select File type as MetaStock. You need to mention Destination folder (usually C:\MetaStock Data\NSE Data\).

Step 3: Click Options; in the Source Tab, select Use today's range (or mention other date ranges as per the file selected in Step 2). Click Destination tab and Select "Append data to end of file" and also select "Replace matching dates". Select "Include Open & Open Interest" and "Create new file". Click OK.

Step 4: Back in Convert Securities box click OK. Data import would start now.

How to adjust data for stock split?

1. Start the The Downloader utility in MetaStock.

2. Click the File Menu -> Open the stock for which you want to adjust the data.

3. Click Adjust Menu->Split

In Split box:

* First Date: It'll be autofilled, we don't need to do anything.
* Last Date: This is the last trading day before ex-date
* Ratio: The split ratio. For bonus, if the ratio is A:B you should enter A+B:B
---------------------
Please Note: If you get 404 error, then it may be possible that NSE server is too busy or data not available at that moment. Please retry after sometime.

Looking forward to your valuable feedback!

Thank you!

P.S.: The older version will be discontinued if the new one works without any problem.

---------------
Update 02/09/08
An updated version is now available to download. Some of the bug fixed:
- "Holiday" bug fixed; (Thanks to member : darsh_goswami)
- "404 error in NSE futures data server" fixed to some extent. NSE "futures data" server is dog slow. Oftentimes, user may experience 404 (when downloading monthly/weekly data. Please retry after some time.
- Old versions are discontinued.

Thanks!
------------------------------

Update 17/09/08

Another update is available to download with following fixes/new futures
- Occasional "404 error" is now fixed
- EOD Stock Futures (all series with Vol and OI) will also be downloaded along with Index futures data, and equity data. For example,

Code:
NIFTY-I,20080917,4094.7,4099,3980.1,4009.75,830750,32677200
NIFTY-II,20080917,4101,4101,3984.25,4010.8,46719,4083950
NIFTY-III,20080917,4088,4088,3981.5,4006.95,820,70850
MINIFTY-I,20080917,4120,4125,3981,4009.8,67865,815300
MINIFTY-II,20080917,4121,4121,3984,4009.25,8637,180580
MINIFTY-III,20080917,4100,4100,3984,4007,475,18120
....

RELIANCE-I,20080917,1947,1954,1856.5,1881.4,80499,8050500
RELIANCE-II,20080917,1953,1953,1870,1894.55,3038,454500
RELIANCE-III,20080917,1947,1947,1875.9,1875.9,10,5175
RELINFRA-I,20080917,857,858.7,825,832,26869,3934518
RELINFRA-II,20080917,860,861,830.15,836.4,1306,333960
RELINFRA-III,20080917,0,0,0,960,0,138
RENUKA-I,20080917,107.9,108.4,102.85,104.35,7491,14080000
RENUKA-II,20080917,108,109.2,103.5,105,192,975000
RENUKA-III,20080917,0,0,0,117.2,0,0
- SPOT NSENIFTY and NIFTYJUNIOR are now renamed as NIFTY and JUNIOR respectively. So, you need to rename that in MS.

Thanks!
First of all, thank you for your work its very easy to do it
I would be thankful to u if u told me how to do the above thing for bse & future data....:D
if possible mail me my id is [email protected]
thank you once again.......:cool:
 

xtalk

Active Member
#80
Hi

Nice utility to download NSE bhave copy to metastock..
if possible please tell me how to use data with Amibroker?

Thanks
Ramesh
Hi Ramesh,

I don't have Amibroker at this moment. However, in Amibroker there is option to import ASCII text file or CSV file. You can check the documentation or search google. I'm providing following fields: StockSymbol, Date, Open, High, Low, Close, Volume, OpenInterest

Thanks!
 

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