Data extraction from website


#1

Can AB connect to and extract certain data from a website?

Specifically, I’m wanting to access a page which shows my watchlist, and download the code and OHLCV.

Thanks.


#2

Yes it can, but you need AmiBroker 6.17 (or a newer version). Take a look at this thread: http://forum.amibroker.com/t/amibroker-much-more-than-just-ordinary-at-software/394?u=milosz


#3

Use AmiBroker 6.20+
https://www.amibroker.com/guide/afl/internetopenurl.html


#4

Thanks very much Milosz and fxshrat.

Can downloaded price data be transformed into the charts and then repeated each n seconds?


#5

I bet it can be done, but that requires really good coding skills and a good reason to do that :wink:


#6

My reason is more to do with market depth than anything else. AB doesn’t show or process market depth and I can’t think of any other way of doing it. Any suggestions appreciated.


#7

I also find this topic interesting. Maybe there are some data vendors, which provide these additional fields via their plugin - for example using GetExtraData() function? But I am not sure. I also would like to know if that is the case - maybe someone else shares his/her knowledge…

My AmiBroker plugin doesn’t provide these additional fields, but I use a brokerage platform which contains all additional data that I need and I can import the data from this platform using DDE link. My plugin retrieves standard streaming data but at the same time I retrieve market debth data being sent via DDE link from the brokerage platform to Excel. I created (in AFL) a DDE connection to Excel and in this way I retrieve the data from Excel sheet’s. I store these additional fields in Persistent static variables. It is not an ideal solution (as DDE is a very old/ancient technology), but it works.


#8

You use Iress for that Milosz?


#9

No. I don’t use Iress.