Hi,
I am using Norgate data and would like to add current bar data to charts. I am curious as to what would be the best way to accomplish that. I have access to eSignal and IB. Is there and article or doc on combining real-time data with historical data?
Thanks,
JohnHey John,
I Always thought that would be a neat idea. You could have live daily bars during the day, then at the end of the day, run a Norgate update and the update cleans and overwrites that day ready for the next day. ....Rinse and repeat.
Although during the live trading day, you might be victim to splits and dividend gaps.
-S
I could live with that Sean.
John--who thought Sean was a better name than John when he was a kid
hmm....
My dad was John and Sean is Gaelic for John. Who the heck are the Gaelics anyway ;)~
At least your homeroom teacher calling attendance (mine was an English teacher as well ) would call out...
Scene? Scene? Anyone know if Scene is here today? Anyone seen' him?
In the fourth grade we had five Johns in my class. The sister would call out: "John" and we'd all pop up.
Not you.
Not you.
Not you.
Not you.
You.
Rinse and repeat. No wonder I pondered changing my name.
Just another john
Ahh, I remember two nuns. Lefty and knuckles. On a side note one of my older sisters entered a convent later in life. I like to say she developed a bad habit.
Sorry I contributed to getting your question off topic, maybe you can delete it and ask again?
I can't see any easy way of doing, since AmiBroker only allows one active Data Source at a time.
@Tomasz This could be a nice AmiBroker enhancement:
"Historical/Reference Data Source: xxxx" (i.e. do not overwrite these bars)
"Additional bar(s) real-time source: yyyy"
@Sean Regarding split/dividend gaps - I don't think this would occur. Our splits and dividends are typically provided in our final update of the day (if not before) and are therefore already adjusted in time for the next day's real-time data....
Hey Rich,
For those who can operate at the daily bar resolution, it would be nice to not have to deal with backfill and would seem to be a blazingly fast solution. Especially if just the real-time last print/tick is needed. Or not if the user is late to firing up their feed.
Interesting, I was always curious about adjustments specifically for the pre and post session of the intra-day charts and when they take affect and which of the pre and/or post tradiing session gets adjusted. For the sake of this subject I'm assuming the adjustments take place after the post session but before the pre market?
So it sounds like you know about the split/divs beforehand as apposed to finding out after-the-fact. Excellent.
Once you configure your database with a plugin, the plugin has TOTAL control over data. AmiBroker does not do anything with that.
Updating last bar of plugin-driven EOD database with real time data is currently possible with AmiBroker IF and only IF:
No change to AmiBroker is needed.
But at the moment Norgate plugin overwrites all bars always.
If you have access to eSignal - I don't see much merit in trying to update Norgate because eSignal delivers everything at once: real time stream, intraday historical and EOD historical data so you have 'everything' already with eSignal as data source. The same with IQFeed. If you configure it with "mixed intraday/eod mode" you get everything: long EOD histories, intraday history and real time prices. Also as far as I remember TC2000 (EOD data source) had option to update last bar in real time.
This should be easy enough for us to modify (leave any bars where date is Norgate's last bar date.
Will have to think about failsafe scenarios where garbage data is present (e.g. some sort of future date such as 2031-03-31).
If you choose to implement that, please make it optional, off by default and allow to revert to old behavior (overwriting everything) because I can easily envision situation where user imports bunch of data and goes into panic mode "my database is all wrong, what do I do know?"
Going to take a stab at implementing this myself. I want the best of all the data plugins -- the norgate EOD, GICS categories, fundamentals, etc., with intraday backfill and realtime quotes from esignal, IB, or wherever, as well as ability to place trades with other brokers. I want it all rolled into a single click to get me completely up-to-date and going each day without thinking about it. I want total control to turn this into a realtime trading beast. Wish me luck people...
Prototype of Norgate+IB realtime is mostly working, but still some bookkeeping to do on it. Learning a lot in the process. Travelling the next 2 weeks, but will continue on it thereafter.
Go, foosballer, go!!!
Will be buying Amibroker this month, but trying to decide on using Norgate data “gold level” or purchase AmiQuote. Is data maintenance in Amiquote as automated as Northgate appears to be? For now just need EOD data and primarily doing system and portfolio backtesting. Clean data is very important. Any input on Yahoo versus other data feeds would be appreciated. Thanks
Why don't you just try AmiQuote if that works for you - it is free to try (for 10 symbols at once, you can download more if you switch symbol list) and find out yourself if it matches your requirements.
I did download the trial version of Amibroker that had Amiquote I guess included. But when I tried to access Amiquote to download some current data it told me I had an old version of Amiquote and did not run. I have not tried downloading just Amiquote trial separately.