Real Time Data Now / Nest Trader to Amibroker, Fcharts

[TracerBullet]

My trading timeframe is 3 minutes so I will backfill every 3 minutes once to get proper OHLC and Volume data.
Thats it.

Every 3 min might be overkill - i just do it few mins after open + 3-4 times a day + before taking a trade. RTD feed from NOW is good enough as it is anyway.

 

[server2712]

Can someone provide the link of updated RTDMan for NT ask/bid data.

Thanks in advance....

 

[josh1]

We also said that backfill data is accurate enough. So again, just to confirm, do you see significant difference between NEST/NOW Backflll data ( ie Datatable / VWAP) vs vendor data?

TB, You are using my EOD downloader ABCD. Download futures data with headers.

Do backfill from VWAP /Hourly Statistics for any futures scrips. Thereafter, open chart in Amibroker and press Ctrl+D to get daily charts.

Check the futures volume with Amibroker. You will see that they match. (You will have to divide Ami figures by min lot)

 

[josh1]

Not much difference.
Currently testing Neofeed due to the myth " vendors data feed is much more superior" .
Sorry , But I personally feel TB's/Josh utility is the Best when you are not going to scalp .
And for Scalp you can better go to esignal.
My trading timeframe is 3 minutes so I will backfill every 3 minutes once to get proper OHLC and Volume data.
Thats it.
Once again thank you so much TB and Josh for providing this wonderful utility.

Regards

How will you test it? Against which standard? How do you prove esignal is better than others?

Backfill every 3 minutes? Backfill is not required unless there is network disruption. I have 8mbps connection. If I start RTDMan before 9:15 and there is no network disruption till EOD, I do not have to backfill at all. RTDMan catches all ticks.

 

[TracerBullet]

TB, You are using my EOD downloader ABCD. Download futures data with headers.

Do backfill from VWAP /Hourly Statistics for any futures scrips. Thereafter, open chart in Amibroker and press Ctrl+D to get daily charts.

Check the futures volume with Amibroker. You will see that they match. (You will have to divide Ami figures by min lot)

1) Volume is one thing, its taken from volume till today. So if start from open it should always match. It does not mean all ticks have been received - we just do diff from VolumeToday at t2 - Volume today at t1. i could take first tick at open and last tick at close and volume will still match. Backfill Data may also be doing something similar. Since they dont capture all ticks - perhaps volume till today is provided by exchange.
2) Cant verify it with Daily Data as then we have only 2ticks to match HOD and LOD.
3) Even with intraday data, there can be diffferences in timestamps. Ex in NOW VWAP with Equity - start second end second is randomized (maybe because of preopen?) - its not 00. And we dont expect intraday sources to match if they are all sampling ticks.
4) So the only question is whether the price extremes in intraday are 'better' in vendor data (they probably are) and whether that small difference matters to each user( probably not for most).

I am happy with it so far. If someone wants to double check, he can load data from Backfill/RTD and compare extremes against vendor data ( or use RM's shared drive and match).

Anyway, lets rest - happy holidays.

 

[Rehab]

If I start RTDMan before 9:15 and there is no network disruption till EOD, I do not have to backfill at all. RTDMan catches all ticks.

I start the utility at 09:14:00AM..Bachha Rota hai fir 09:15 se candle formation starts

 

[boarders]

For NT user
All steps for nest/now is same as before ref RTD help file

In RTDMan.ini
Client=NT

Check time
OpenTime = 09:15:00
CloseTime = 15:30:00

eg
Scrip1=nse_cm|RELCAPITAL-EQ;RELCAPITAL;LTP;LTT;Volume Traded Today
Scrip2=nse_cm|TATASTEEL-EQ;TATASTEEL;LTP;LTT;Volume Traded Today

Note: - Symbol map in Misc tab check image 2 below

In Ninjatrader

Make sure
Enable At interface in File tab
While create symbol add tick size and exchange and Session Template
and map symbol output name into external

In options
open tab Data and tick on
save chart data as historical

To start feed File>connect>external data feed

For more help refe
https://ninjatrader.com/support/helpGuides/nt7/

Note:- Data feed goes into open chart only
For eg: - i have RELCAPITAL chart open only then it will feed only that
so for every symbol open chart

no need to open separate charts, just open market analyser and add all those symbols you want to it and save the template with analyser open. thereafter whenever ninja is opened, analyser will also open with it and data of all the scrips in analyser will be always saved and u can switch scrips in a single chart itself

 

[boarders]

1) Volume is one thing, its taken from volume till today. So if start from open it should always match. It does not mean all ticks have been received - we just do diff from VolumeToday at t2 - Volume today at t1. i could take first tick at open and last tick at close and volume will still match. Backfill Data may also be doing something similar. Since they dont capture all ticks - perhaps volume till today is provided by exchange.
2) Cant verify it with Daily Data as then we have only 2ticks to match HOD and LOD.
3) Even with intraday data, there can be diffferences in timestamps. Ex in NOW VWAP with Equity - start second end second is randomized (maybe because of preopen?) - its not 00. And we dont expect intraday sources to match if they are all sampling ticks.
4) So the only question is whether the price extremes in intraday are 'better' in vendor data (they probably are) and whether that small difference matters to each user( probably not for most).

I am happy with it so far. If someone wants to double check, he can load data from Backfill/RTD and compare extremes against vendor data ( or use RM's shared drive and match).

Anyway, lets rest - happy holidays.

in the modified version, I have modified the volume calc to just LTQ instead of volume traded today and also commented out the currentvol-previous vol part as I felt in NT the volumes were inaccurate. By using LTQ i let the charting to do the volume calc by feeding raw data.

I have also managed to give LTT value to NT feed in addition to BID/ASK.

I will upload same on some file sharing site and give the link here once done

 

[boarders]

the volume chart as per by previous post modified to LTQ

 

[boarders]

here is the link for the modified RTDman having NT bid/ask as well as LTT feed. dont forget to check the configuration settings before using and also check accuracy of VOlume and everything else.

see post no. 1147

remove spaces in the above link