PyDownloader Reloaded

#13
I havnt used metastock
but dont you think, data is in metastock format
OR
its different for metastock
if different, then do post the order of columns
 

rmike

Well-Known Member
#16
how about using this https://github.com/vsjha18/nsetools library?
it uses NSE's data so i dont think NSE might have enabled ratelimiting.
also theirs similar library here,
https://github.com/swapniljariwala/nsepy
These too can be used as per requirement, primarily meant for RT and EOD data. You'll need to have Python environment installed on your rig!

The RT data will be near realtime. Some amount of lag is to be (obviously) expected due to query-parse-configure-transport-write to file/ feed platform-rinse n repeat process (with some time for 'sleep' so as not to be mistaken for a DDoS attack :) or to inadvertently raise the hackles of the NSE webserver). The data bandwidth & total data consumption too will be higher. But these do not give IEOD backfill!!!

Probably good for people who can't get TB/ Josh's RTD going on their rig. Presently that is the best bet for cheap :) RT data in all respects!!! The only proper alternate(s) to that are the authorized feeds!!!

For EOD, Josh's ABCD & Hemen's GBC are the best there is for the purpose!!! #respect!!!
 
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rmike

Well-Known Member
#17
The MetaStock data format is based on the "Computrac" format of the early 1980s. This may help http://www.turtletradingsoftware.com/forum/viewtopic.php?t=742
and
https://www.elitetrader.com/et/threads/metastock-file-format.39229/

thanks
Computrac format will not be feasible as I am not aware of the structure. The links provided by you are ..... well ..... dated :) the further linked information in those is not available any longer!!!

In any case, its not required!!! I've been around this mulberry bush earlier!!!

Just read through this thread starting from this link (posts can be viewed without requiring membership)

http://www.inditraders.com/data/11479-pydownloader-5.html#post235612

Then tell me whether that format meets your requirements? Whether MS can import data without ticker column by assigning filename as ticker?

If not, then this is good advice indeed -

if different, then do post the order of columns
In clear unambiguous wording please!!! Do indicate requirements of header, date format, output file format (txt/ csv) etc, etc!!!
 
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#18
The Metastock IEOD format is below & ouput as txt file
Ticker yyyymmdd hh:mm:ss open,high,low,close,volume, open interest
BANKNIFTY-I 20181130, 144200, 26947, 26955, 26946.95 , 26952.55, 12120, 0
BANKNIFTY-I 20181130, 144100, 26941.15, 26971.7, 26941.15, 26950.05, 37820, 0
BANKNIFTY-I 20181130, 144000, 26907, 26944.45, 26905.75, 26944.45, 21580, 0
BANKNIFTY-I 20181130, 143900, 26906.55, 26912.9, 26901.55, 26907, 5660, 0


Metastock EOD FORMAT IS
Ticker yyyymmdd open,high,low,close,volume, open interest
ALUMINI-I, 20181126,136.75,137.45,136.05,137.3,8785
ALUMINIUM-I, 20181126,136.65,137.45,136,137.3,4206
CARDAMOM-I, 20181126,1490,1519.9,1490,1512.7,50


PLEASE DO THE NEEDFUL dear rmike...

Thanks
 
#19
These too can be used as per requirement, primarily meant for RT and EOD data. You'll need to have Python environment installed on your rig!

The RT data will be near realtime. Some amount of lag is to be (obviously) expected due to query-parse-configure-transport-write to file/ feed platform-rinse n repeat process (with some time for 'sleep' so as not to be mistaken for a DDoS attack :) or to inadvertently raise the hackles of the NSE webserver). The data bandwidth & total data consumption too will be higher. But these do not give IEOD backfill!!!

Probably good for people who can't get TB/ Josh's RTD going on their rig. Presently that is the best bet for cheap :) RT data in all respects!!! The only proper alternate(s) to that are the authorized feeds!!!

For EOD, Josh's ABCD & Hemen's GBC are the best there is for the purpose!!! #respect!!!
- is it possible, to convert (https://github.com/vsjha18/nsetools library? ) into a rtd tool/utility based on python

- "But these do not give IEOD backfill!!!"
but do we get data (downloaded) in txt or csv format, like pydownloader
 

biggles

Active Member
#20
Computrac format will not be feasible as I am not aware of the structure. The links provided by you are ..... well ..... dated :) the further linked information in those is not available any longer!!!

In any case, its not required!!! I've been around this mulberry bush earlier!!!

Just read through this thread starting from this link (posts can be viewed without requiring membership)

http://www.inditraders.com/data/11479-pydownloader-5.html#post235612

Then tell me whether that format meets your requirements? Whether MS can import data without ticker column by assigning filename as ticker?

If not, then this is good advice indeed -


In clear unambiguous wording please!!! Do indicate requirements of header, date format, output file format (txt/ csv) etc, etc!!!
Hey Mike,
Thanks for responding. I think optionwriter has put it succinctly, better than I could've. Hope it suffices :)
 
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