Real Time Data Now / Nest Trader to Amibroker, Fcharts

[VJAY]

Thanks. Normal rtd1.5 exe or rtd for nest3.13.exe you are using?

Ohh ..just checked my version nest 3.11.4 and rts 1.5

 

[lvgandhi]

Josh1
you have said for adding $TIMESHIFT -0.01666667 in rtd*.format file for getting 9:16 data to 9:15 while backfilling data from vwap table. Which file(rtd.format, rtd1.format, rtd2.format) to be edited for vwap correction. If we change from vwap to data table what si to be done.

 

[josh1]

Josh1
you have said for adding $TIMESHIFT -0.01666667 in rtd*.format file for getting 9:16 data to 9:15 while backfilling data from vwap table. Which file(rtd.format, rtd1.format, rtd2.format) to be edited for vwap correction. If we change from vwap to data table what si to be done.

Gandhiji,
Open data table and check what is start time of first quote. If it is 9:15, you don't have to do anything.

 

[lvgandhi]

Gandhiji,
Open data table and check what is start time of first quote. If it is 9:15, you don't have to do anything.

Mr.Josh1
May be I was not clear in my request.
Normally I use vwap table as for data table open chart and then data table problem exists. Hence I have to put timeshift. In which format file it should be put: rtd.format or rtd1.format or rtd2.format or any combination or all.
In case as some times vwap table is wrong then I try data table. Then what to do.
By doing any of these, will real time feed get affected.

 

[rajin90]

RTD not working with nest trader 3.16.0.4 version
Anyone else facing this problem?

Edit - Rtd works only with 32-bit nest trader version. Installed nest 32bit version on 64bit windows and its working.

 

[josh1]

Mr.Josh1
May be I was not clear in my request.
Normally I use vwap table as for data table open chart and then data table problem exists. Hence I have to put timeshift. In which format file it should be put: rtd.format or rtd1.format or rtd2.format or any combination or all.
In case as some times vwap table is wrong then I try data table. Then what to do.
By doing any of these, will real time feed get affected.

RTD is for Real time feed.
RTD1 is for backfill of gaps. For example your network was down from 13:00 to 13:23, you can enter start time as 12:59 and end time as 13:24 . This will fill the gap without disturbing real time feed after 13:24:59.
RTD2 employs $TICKMODE 1. If you keep start time as 00:00:00. RTD2.format will be used automatically. In this case Amibroker will erase all the quotations subsequent to Start Date /Start Time replace them with quotes from that up to End Date/Time that you chose. This gives faster backfill but should be used for EOD or multiple days backfill when Real time feed is not happening.

In your case, you will have to edit RTD1 when you change source of backfill.

 

[VJAY]

Dear josh brother,
When real time feed is on but its miss some ticks which is very important so I frequently backfill my data ...I use Nest back fill...I never used VWAP backfill...Which one is better to backfill when real time feed is on...any change in data VWAP vs Nest backfill
Thanks

 

[lvgandhi]

RTD is for Real time feed.
RTD1 is for backfill of gaps. For example your network was down from 13:00 to 13:23, you can enter start time as 12:59 and end time as 13:24 . This will fill the gap without disturbing real time feed after 13:24:59.
RTD2 employs $TICKMODE 1. If you keep start time as 00:00:00. RTD2.format will be used automatically. In this case Amibroker will erase all the quotations subsequent to Start Date /Start Time replace them with quotes from that up to End Date/Time that you chose. This gives faster backfill but should be used for EOD or multiple days backfill when Real time feed is not happening.

In your case, you will have to edit RTD1 when you change source of backfill.

Thanks Mr.Josh1

 

[josh1]

Dear josh brother,
When real time feed is on but its miss some ticks which is very important so I frequently backfill my data ...I use Nest back fill...I never used VWAP backfill...Which one is better to backfill when real time feed is on...any change in data VWAP vs Nest backfill
Thanks

VWAP is faster for NSE. For MCX, data table is better since VWAP may crash Nest Trader. There is a name diff between the two. VWAP stores candles as last tick in the period. That is first tick will be 9:16 while data table may have it as 9:15 that is up to 9:15:59 though ticks within the minute will be the same.

 

[josh1]

RTD not working with nest trader 3.16.0.4 version
Anyone else facing this problem?

Edit - Rtd works only with 32-bit nest trader version. Installed nest 32bit version on 64bit windows and its working.

Yes. I faced this. I immediately went back to 3.11.4. Is 32 bit version available for 3.16.0.4?