With new data sources recently added to AmiQuote, I would like to inquire about the possibility of adding IQFeed.
I know that AmiBroker already has a data plugin that does backfill, but having IQFeed available in AmiQuote would provide some additional flexibility.
IQFeed intraday tick and bar prices are raw (unfiltered and not split adjusted). I would like to capture the historical data with all fields intact and then apply tick filtering, corporate actions, etc. before importing to AmiBroker. 180 calendar days of tick data is a lot to deal with. Having it in text format would allow users to pre-process and construct price bars before charting.
I hope you will consider this useful addition to AmiQuote.
You need to understand that AmiQuote does NOT do anything but just downloads TEXT data into TEXT files that are stored on disk in the “Downloads” subfolder.
These text data are NOT part of AmIBroker database.
The text data are IMPORTED to AmiBroker database. Which database you choose to import to is INDEPENDENT from AmiQuote source that you are using. You can import data into ANY existing database. If you import into EXISTING database, newly imported data with matching date/timestamps always overwrite existing (matching) ones.
Ah, so I have you all to thank for this boost in traffic @dubi1974 and @Tomasz thank you very much
A lot of your users have come and been very supportive of Tiingo. Because of this traffic I was able to get new vendors, a new process, and 28k mutual funds. Thank you for that!
But because of the flood, Tiingo is now getting the amount of users it used to get in a week in a single day…so @dubi1974 this weekend we are scaling out our infrastructure to be able to handle the new load of users. Additionally, I’m rolling out a few new statistical checks to better catch inconsistencies from vendors. This should be a temporary issue until this weekend
Thanks again @Tomasz - means a lot you spent all this time incorporating Tiingo data. Let me know if there’s anything I can do for the Amibroker community
@Rishi_at_tiingo - to decrease server load you might consider adding option to serve CSV files as opposed to Json. CSV file would be half as large.
Also, I don’t know what internal infrastructure you are using but if I was designing EOD service I would think about serving static files without querying SQL database.
Thanks @Tomasz - CSV functionality is tested and ready for the next API update (to see a preview append &format=csv to a query - when promoted to production, the API will allow suffix-based queries, i.e. .json/.csv). I do agree with you on EOD, the issue is the API allows querying of start/end dates. I do have some caching to help optimize parameters, but as a certain point I think the systems just need more firepower.
I just installed Amiquote 3.2. I saw a message about yahoo historical data being incorrect at the bottom of the screen. I know this is a problem w/ the vendor data and not AmiQuote…so I assume Yahoo historical data is still wrong? Asking because I looked at a handful of stocks and they look ok…but wanted to check. I’ve been using Google data for the lasdt few weeks but wanted to check since Yahoo seems faster.
Yahoo has End of Day data and Adjusted End of Day Data. Amibroker uses the Adjusted End of Day data. On days where there are splits (See 6/9/14 AAPL), Amibroker will collects the adjusted end of day price, while another trading platform (e.g. TD Ameritrade) shows the unadjusted price. In certain types of backtests or analysis, this could result in an unwanted or erroneous buy or sell signal. I’m guessing AMIBroker has a work around or explanation for this.
Yahoo User Name and Password
In the AmiQuote settings dialog, you should provide a Yahoo userid and password. I believe Yahoo may deny service when many tickers are requested.
The notification bar in the bottom of AmiQuote screen is added SPECIFICALLY to provide up-to-date status information. You should CLICK on the bar to get more info. Currently it links to Knowledge Base article that explains precisely WITH EXAMPLES straight from the Yahoo site what is wrong.