Saturday, September 5, 2009

Guide to import Tick Data into Amibroker

Here is a detailed step by step guide to import Tick Data into AmiBroker. Please post a comment incase you have any questions or face any problems.

1: Open http://www.chartreader.co.in/search/label/Intraday Tick Data in your browser and download the latest tick data files you need (uploaded to 4shared.com)

2: The files are named after the date the data belongs to. For example, "20090903-chartreader.co.in.zip" for Sep 3rd 2009. Save the files to your computer, say "C:\TickData\" folder.

3: Extract the zip file(s). I recomend using 7-zip if you face any problems extracting the zip file.

4: After you extract, you should be able to see a folder, for example "20090903" for "20090903-chartreader.co.in.zip" file. Under this folder you should see a bunch of CSV files, one for each scrip. These CSV files contain Tick Data in the format: "Ticker, YYYYMMDD, HH:MM:SS, Open, High, Low, Close, Volume, Open_Interest". As this is Tick Data, "Open, High, Low, Close" values are all same.

5: Now, open Amibroker and create a new Database. To Create a new database in Amibroker, click "File >> New >> Database". Database Settings dialog box (window) will be opened.

6: In "Database Folder" text box, enter your new database path, say "C:\Program Files\AmiBroker\TickData" and click "Create". Select "Tick" for "Base Time Interval" and then click "OK" button.

7: Follow 7.1 thru 7.7 for importing data for the 1st time. If you have already followed 7.1 thru 7.7 earlier, go to point 8.

7.1: Click "File >> Import Wizard", a dialog box will be open.

7.2: Click "Pick Files" button and select all the CSV files from the files extracted in step 4 (CTRL+A selects all files). You should see all the selected files in the dialog box at this stage. Click "Next" button.

7.3: You should be at "Define Fields" dialog box. Click "More Columns" check box.

7.4: Select:
            "Ticker" for "Column 1"
            "YMD" for "Column 2"
            "Time" for "Column 3"
            "Open" for "Column 4"
            "High" for "Column 5"
            "Low" for "Column 6"
            "Close" for "Column 7"
            "Volume" for "Column 8"
            "OpenInt" for "Column 9".

7.5: Click "Next" button.

7.6: Click "Add current settings to ASCII importer definitions: check box and enter "ChartReaderTickData" in Description field, "*.CSV" in File Mask field and "ChartReaderTickData.format" in Format file name field and click finish.

7.7: Amibroker will take some time importing data.

8: Follow 8.1 thru 8.3 for importing data if you have already followed instructions 7.1 thru 7.7. Else, go to item 9.

8.1: Click "File >> Import ASCII"

8.2: Select all the CSV files from the files extracted in step 4 (CTRL+A selects all files). From the "File of Type" field in the bottom, select "ChartReaderTickData" and click "Open".

8.3: It will take some time to import the data.

9: From symbols pane on the left, you should be able to see all the Tickers imported with tick data.

10: Right click on price chart and select your required timeframe from intraday menu.

11: Enjoy!

33 comments:

RubyRed on September 5, 2009 at 1:03 PM said...

Hi Doji,

I am using Amibroker evaluation version. Shall I be able to import data? Earlier I tried to import data saved in .csv files from NSE site but failed to do so.
Thanks and Regards

diamond69 on September 5, 2009 at 1:26 PM said...

Hi,
I regularly follow your website and also key informaton.Since I use amibroker too, can you share the link to download the AB=CD, AFL to test it on my amibroker?
Pl.inform...
milind j

kurichh on September 5, 2009 at 10:34 PM said...

@ ruby... No . u wont be able to use amibroker fully in the evaluaion version.Get a registered copy of the same :)

@ diamond ... google "garley afl " and donwload the afl file.if u have any difficulty loading the file do let us know :)

PS :- one is Ruby and One is diamond.. hmmm lots of GEMS here :) ..waiting for gold and silver too

kurichh on September 5, 2009 at 10:36 PM said...

@ doji:- thanks for uploading the instructions :)

Doji (Blog Author) on September 6, 2009 at 2:14 AM said...

Thanks Kurichh

krishna on September 6, 2009 at 5:00 PM said...

Can you clarify please, Much appreciated!

I followed all steps & could see ALL SCRIPS listed in symbols pane on left. CHART doesn't appear on right side (maybe am missed something)

(Not enough data available.
To plot any chart at least 3 data bars are needed, but there are only 1 bars in 'ANY SELECTED SCRIP')

P.S:using AMI 5.20 version

Doji (Blog Author) on September 6, 2009 at 6:45 PM said...

Can you Right-Click on the chart, click "Intraday >> 5 Minute" and see?

Also, Click "File >> Database Sittings" and what do you see against "Base Time Interval"?

Doji

Doji (Blog Author) on September 6, 2009 at 6:50 PM said...

Krishna,

I just modified line 6. Just incase you see any thing other than "Tick" for "Base Time interval", change it to "Tick". If you still have problems, try restarting Ami or reimport data.

Doji

krishna on September 6, 2009 at 8:47 PM said...

Thanks a ton..Yes Its working now;)
can see the charts now! You are a STAR!!!

Cheers

naresh1711 on September 7, 2009 at 9:15 AM said...

Hi Doji
Is it possible to use tick data for metastock application if so kindly post guide to import for it or is it same as amibroker.

Regards
naresh

Doji (Blog Author) on September 7, 2009 at 11:25 AM said...

I dont use Metastock, but I know few are importing Tick Data into it. If any one who is able to do it is generous enough to write an importing guide like above for the benefit of fellow Metastock traders, I will be glad to publish it.

Doji

prabha on September 7, 2009 at 5:30 PM said...

HiDoji,
I have the same problem as Krishna...
what should i do to get historical data...
thank you for all your good efforts.

Doji (Blog Author) on September 8, 2009 at 12:35 PM said...

Hi Prabha,

Did you please try what I suggested to Krishna?

Doji

prabha on September 8, 2009 at 6:10 PM said...

Hi Doji,
Thank you for your reply.I am trying..
Gaining immense knowledge form your blog.Once again I thank you.
Prabha

sda1947 on September 8, 2009 at 8:59 PM said...

which software do u use? how do u plot gartley pattern ? what is the data source for you ?

rgds,
Sandy

sda1947 on September 8, 2009 at 9:00 PM said...

I really appriciate your efforts and your wisdom..... ITs great help for new investors../traders

prabha on September 14, 2009 at 2:36 PM said...

Hi Doji,
Now I am to see the charts 5 mins 1 mins...but not the daily, weekly and monthly...please guide me.
prabha

Deepak on September 21, 2009 at 1:37 PM said...

Respected Sir,

Pls help me to import EOD data of Nifty into Amibroker. From http://www.nseindia.com/content/indices/ind_histvalues.htm I used to download data. I followed all these steps: -

In "Database Folder" text box, I entered new database path, "C:\Program Files\AmiBroker\NiftyEOD" and clicked "Create". Select "End Of Day" for "Base Time Interval" and then clicked "OK" button

"DMY" for "Column 1"
"Open" for "Column 2"
"High" for "Column 3"
"Low" for "Column 4"
"Close" for "Column 5"
"Volume" for "Column 6"
"OpenInt" for "Column 7"

Sir, after this I got the chart but that chart is not good, it has '-' instead of candlessticks

pls help me out. my e-mail address is bhardwaj727@gmail.com

Thanx & Regards,

Deepak

kurichh on September 21, 2009 at 2:28 PM said...

hi deepak.. did u tell amibroker that the column seprator would be a comma ??

secondly,when u open ami do u instruct ami to open the database "nifty EOD" ?

in case of any prob leave a mail at saurabhkurichh@gmail.com

kurichh on September 21, 2009 at 2:30 PM said...

also a prob could be that there does not seem to be a ticker name ???

Deepak on September 21, 2009 at 6:41 PM said...

Hi Kurichh,

I have send an e-mail to you, pls check ur mail.

Thanx & regards,

Deepak

kurichh on September 22, 2009 at 7:18 AM said...

hi deepak replied back :)

Deepak on September 22, 2009 at 11:36 AM said...

Hi kurichh,

After using the modified .csv my amibroker has made a good chart of nifty. My problem is solved. It is a great help to me. Now I can study the Nifty EOD charts.

Many Many Thanks,

Deepak

Doji (Blog Author) on September 22, 2009 at 2:25 PM said...

Thanks Kurichh for your time helping. Really appreciate it.

Doji

rakesh on September 26, 2009 at 6:36 PM said...

Hi!

I have downloded your CSV files into amibroker and i can see the charts 1min, 5min etc, but can i get intraday tick by tick during market hours?

rakesh

TD on October 3, 2009 at 1:28 PM said...
This comment has been removed by the author.
kannan on October 3, 2009 at 1:32 PM said...

This the first time am visiting your blog... Add me as your commentor... And this is for Rubyred give me a mail to kanna275@gmail.com I will send u the key for amibroker 5.2... and Uploading tick data is verymuch appreciatable renu... hats off to u...

Talisman on October 16, 2009 at 2:40 AM said...

Hi,
I just wanted to thank you for this wonderful article. It helped me a lot. Being a first time user, I have Ami5.2 but was having no clue about uploading data. However, I have one query, The ticker you have provided is kind of on a daily basis. But suppose, I want to have last 2 years of NSE EOD data in my database, what do I need to do? I have downloaded 2 years of bhavcopy but they al are in .text format. SO what should I do?

Secondly I need to upload tickers on a daily basis right?

Thanks and Regards,

men on October 24, 2009 at 5:22 PM said...

Hi Doji,
Could the above be used to get real time live data into ami, it would be great if it could.
How could you be contacted? or email me at men7014@gmail.com or men7014@yahoo.co.in
Sudhin

kurichh on October 24, 2009 at 8:18 PM said...

hi men ... if u want to put into ami. u need a data provider... :)

kurichh on October 24, 2009 at 8:20 PM said...

talisman... mail me at saurabhkurichh@gmail.com
would help u :)

kurichh on October 24, 2009 at 8:21 PM said...

@ rakesh... u need the help of a data provider :) or if u hae an indiabulls account the software can feed data into ami directly :)

Investor on November 9, 2009 at 7:35 PM said...

hi,

Thanks for the data. But I notice one issue, maybe someone can help with this.

Your data contains even 3-4 second interval data for some stocks, however Amibroker bars are always 5 second interval (even tick bars). Maybe I am getting some setting wrong. Could someone please confirm?

thanks,
IT

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