Free tick data available for Amibroker, Ninjatrader and more

Historical data from North American markets.

Re: Free tick data available for Amibroker, Ninjatrader and

Postby RL2013 » Thu Apr 03, 2014 3:57 pm

Hello,

I checked importing data as you told me with :

{BarBeginTime:yyyyMMdd} {BarBeginTime: HH:mm:ss};{Open};{High};{Low};{Close};{Volume}

Exporting is correct I have txt file

When I tried importing file to NinjaTrader I receive an error window ''There has been an error, check the log file'
Log File Message '$XAGUSD :Date/Time format error in line 1 : incorrect string format :
'20140327 00:00:00;19.835;19.839;19.833;19.936;0.529999988153577'

I need your help
Regards
RL2013
 
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Re: Free tick data available for Amibroker, Ninjatrader and

Postby tickstory » Tue Apr 08, 2014 12:48 pm

Hi RL2013,

Could you please try the following format which basically omits the Volume (i.e. sets it to 1 for all rows):

{BarBeginTime:yyyyMMdd} {BarBeginTime:HHmmss};{Open};{High};{Low};{Close};1

It seems that fractional volumes could be causing the issue, although not sure why your error seems to suggest that the date/time is incorrect. Just make sure you are not including column headers.

Thanks.
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Re: Free tick data available for Amibroker, Ninjatrader and

Postby RL2013 » Wed Apr 09, 2014 1:48 pm

Tank You very much. All is fine
Regards
RL2013
 
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Re: Free tick data available for Amibroker, Ninjatrader and

Postby tickstory » Thu Apr 10, 2014 12:47 am

Thanks for getting back, RL2013 - does that mean it was the 'volume' field that was causing the problem for you?
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Re: Free tick data available for Amibroker, Ninjatrader and

Postby Mikhaly » Sat Jun 21, 2014 2:54 pm

tickstory wrote:Hi,

Exporting to Forex Tester is now supported in v0.9.2. We also added support for Forexsb (http://www.forexsb.com).

Regards.

Hi,
Do you know why Forex Tester 2 freezed when I want to import a file *.csv from Tickstory v. 1.5.1 ?
I tried to download in Forex Tester format or in generic bar format without success.

Thank you in advance for replying,
Regards,
Mikhaly
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Re: Free tick data available for Amibroker, Ninjatrader and

Postby tickstory » Mon Jun 23, 2014 6:17 am

Hi Mikhaly,

Unfortunately we don't know why Forex Tester might freeze - I assume that you have contacted the vendor for assistance? If it's a large file you are trying to import it could just be that it's taking some time.

Hope this helps.
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Re: Free tick data available for Amibroker, Ninjatrader and

Postby ratsh » Tue Sep 02, 2014 2:30 pm

Longterm AmiBroker user speaking here:

FYI AmiBroker is not dependent on any predefined fix format to get data imported to it. There is no such thing as "fix format". AB works with any format defined. It also provides millisecond data which is not even covered in those two predefined formats. In short those two formats supposed to work with Amiquote are just two of thousands possibilities as there are in addition any other standard data file extensions supported also. Also you don't need Amiquote to get data files imported since you can use any custom data plugin or OLE import script or the two manual file import options in File menu of AB. This is just meant to clarify to remove misunderstanding of how AB works. It's not like MT or NT who only work with fix datafile formats. It is highly flexible. So saying this or that 3rd party software now supports Amibroker for data import sounds quite funny to insiders.

Side note: aqi, aqd, aqh,aqfe other Amiquote file extensions are just standard comma separated ascii data files also and are readable with any texteditor. So there is no mystery about them and no hidden protection.

Hope this clears up a few tings.


##################################################################################################################
Here is one (out of many) examples showing how to import bid/ask price and volume with millisecond timestamp to AmiBroker at once.
##################################################################################################################

In Tickstory choose:

Timeframe: Tick
Timezone: whatever you need
Output format: Custom

Check include header

Header info:
Timestamp,Bid price,Bid volume,Ask Price,Ask volume

Data format (timestamp is again just one of many possiblities):
{Timestamp:yyyyMMdd HH:mm:ss.fff},{BidPrice},{BidVolume},{AskPrice},{AskVolume}

File name: for example use {Symbol}.csv

and start downloading

##################################################################################################################
With notepad++ create a file with following content (this is a "to be done just one time" procedure for each format you need):
##################################################################################################################

Code: Select all
$FORMAT Date_YMD,Time,Close,Volume,Aux1,Aux2
$SKIPLINES 1
$SEPARATOR ", "
$CONT 1
$GROUP 255
$AUTOADD 1
$DEBUG 1
$TICKMODE 1
$TIMESHIFT 0


and save it with file extension .format (for example TickstoryBidAsk.format) and copy that file to ...\AmiBroker\Formats subfolder

Note:
Timshift line is set to zero but if you want to shift to other time zone during import then for example change to $TIMESHIFT 2 which would shift the time stamp by +two hours while $TIMESHIFT -4 would shift by 4 hours backwards (for example if you want import different timezone as the one you have set in tickstory download. Of course you need to take care of summer/winter time, so you would have to split data file if summer/winter time range is part of same file and need to adjust $TIMESHIFT line for summer and winter time import. Anyway $TIMESHIFT is not needed if you are happy with downloaded timezone. Just showing that it's possible to change time zone after download also.)

Go to same subfolder AmiBroker\Formats, open import.types file placed in there and add line (for example):
TickstoryTickBidAsk (*.csv)|*.csv|TickstoryBidAsk.format
(you can see that the format file info at the end of the line needs to have same file name as you have saved your format file to before)

save that import.types file

Now you are finished with preparations.
Open AmiBroker, create a Tickstory database, go to File --> Import Ascii, choose file format "TickstoryTickBidAsk" in drop down menu and browse to your tickstory download folder to open your previously downloaded Bid/Ask data file(s) separated or all at once (by marking them).

Of course you can use programmatic import too but that's another short story.

One thing to do while creating your Database and being related to upper example is setting data source to local database since it is off-line data and setting base time interval to tick there. In addition go to File --> Database settings --> Intraday settings of our database and set Aux1 to Last and Aux2 to Sum (since latter one is ask volume). Also set start minutes to "00" from "30" to start hourly TF at 00.
see picture
Image
ratsh
 
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Re: Free tick data available for Amibroker, Ninjatrader and

Postby tickstory » Wed Sep 03, 2014 7:08 am

Hi Ratsh,

Many thanks for your comprehensive post. We are aware of the fact that Amibroker is very flexible and can handle different formats. In the future we hope to create a data provider that can feed Amibroker through its plug-in architecture. Until then, we are trying to "support" Amibroker by making it as simple as possible for users to import data with the minimal amount of effort (that is, using Amibroker's default import definitions where possible). Of course, more advanced users will find your information highly invaluable.

Thanks!
tickstory
 
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Re: Free tick data available for Amibroker, Ninjatrader and

Postby ratsh » Wed Sep 03, 2014 2:14 pm

Hi,

thank you too for providing your tool. Yeah, it was just directed to users who don't know (and are possibly used to more limited softwares).

tickstory wrote:In the future we hope to create a data provider that can feed Amibroker through its plug-in architecture.


Sounds interesting. thanks for providing that info.
BTW, Mr. Janeczko of AmiBroker has recently posted a message to 3rd party data providers on the official AB forum.

Hello,

Attention developers of 3rd party data plugins.
I know that dozens of 3rd party data plugins exist for AmiBroker, so I think it would
be good idea to spread the word about 3rd party options.

Please submit details about your plugins (data source supported, data intervals - daily?, 1-minute?, tick?,
cost of data subscription and download links) to support at amibroker dot com
We will use this information to prepare 3rd party data plugin page on http://www.amibroker.com web site,
so the users would have easier way to find out about your data source/ data plugin.

Best regards,
Tomasz Janeczko
amibroker.com
ratsh
 
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Re: Free tick data available for Amibroker, Ninjatrader and

Postby tickstory » Mon Sep 15, 2014 7:46 am

Hi Ratsh,

Thanks for the heads up - we have contacted Tomasz and he has now listed us on the Amibroker website.

Kind regards.
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