Detailed instructions on how to setup database with Norgate / Premium Data using Metastock plugin can be found here:
http://www.premiumdata.net/support/amibroker.php
Metastock plugin in general is explained in the tutorial:
http://www.amibroker.com/guide/h_extsources.html
If you have questions / problems about Norgate / Premium Data setup please ask here. I know that Richard from @NorgateData is here so I am sure we could help together
Hi Tomasz and current and prospective Norgate clients,
We will be actively monitoring this forum and provide responses to your queries ASAP.
We have some great additional functionality planned for approx mid-2017 onwards and look forward to assisting the AmiBroker community with their scanning/backtesting requirements.
(Sneak peak: Historical index constituents, ability to incorporate/adjust for dividends, enhanced security classifications (market/groups etc.), fundamental data, additional economic/market breadth and key commodity/currency data, automatic background updates, filtered watchlists, high-speed database maintenance)
Thanks to Tomasz and his team for producing such a capable integrated trading system platform.
Best regards,
Richard Dale and the rest of the Norgate Data team.
What is great about Norgate is that Richard is experienced AmiBroker user and Norgate invested lots of work into providing AmiBroker users with things not available elsewhere such as delisted stock database, fundamental data, categorisation, etc. Keep it up!
I fully agree, superb data solution for AB. Very well thought out and organized database and Richard knows his stuff.
Best regards,
Sean
Agree 100%.
Keep Up the Good Work!
Will Norgate be providing additional markets ?
Yes, we have medium-term plans to cover Canadian stocks. Futures markets are typically added on the basis of liquidity and customer demand.
Not to be too critical Richard, but you wrote that same comment about Canadian markets about 18 months ago.
I don’t doubt that there are many logistical issues that arise when trying to establish an excellent data service like the NDU. But at least with current Canadian securities, there are already several data providers that have been supplying data for years.
Our aim to provide excellent data in a few markets rather than reasonable quality data over a lot of markets. Researching historical corporate actions and historical index constituents is a very labour-intensive task. Our efforts have been concentrated on our new client-side updating platform due to be released mid 2017, which provides us with a comprehensive high-performance and extensible data platform.
Whilst it would be nice to release software and new markets/data regularly, “Anything worth doing, is worth doing right.”
Reviewing your product I have to say it’s an excelent and ONLY substitution for worden’s near to extinct TC2kv7 platform. Now with your future addition of fundamental data it will be the very real deal to look for price/benefit.
I saw at your FAQ’s that you deliver only EOD data (DateO,H,L,C,V,Oi Data arrays). If your could add this 6 additional arrays to the EOD pack: – Uptick-downtick’s intraday final count & their implied MarketDelta count: (uptick-downtick volumes & DollarVolumes)-- you could have the most complete EOD data for Retail Traders that want to do full Quantitative EOD analysis without all that bloated intraday tick data stream to download with complicated Time&Sales+DOM monsters.
Cheers for your great effort guys…!
Hi Xel,
Thanks for your feedback. We don’t actually get uptick/downtick data from our current sources so this is not something we are able to add right now. We’ll keep your suggestion on record
Regarding “DolllarVolumes” aka Turnover aka dollar amount traded, this is something we will be supplying within AmiBroker’s Aux1 field for stocks in our next-generation Norgate Data Updater product when it is released later in 2017.
Nice for making a better product @NorgateData!
Anyway, I think O,H,L,C,V,Oi Compression data @time formulae nowadays is some kind of obsolete in a world of Quants, HFT’s and nearly 24/5 market operation.
A New kind of paradigm for Retail Traders data vendors, taking minute bars compression scheme as example, should be something like this IMO:
LAST float(tick.price)
HIGH float(max(minute(tick.price)))
LOW float(min(minute(tick.price)))
UpTicks integer(count(minute(tick.price > tick.price[1])))
UTVol integer(count(minute(tick.size(UpTicks))))
UMF float(count(minute(tick.price*tick.size(UpTicks))))
DnTicks integer(count(minute(tick.price < tick.price[1])))
DTVol integer(count(minute(tick.size(UpTicks))))
DMF float(count(mintue(tick.price*tick.size(DnTicks))))
The problem with this scheme is that it use 9 data arrays instead of 8 limit per symbol on traditional Databases, like AmiBroker’s… 
IMO Aux1 “DollarVolume” is like volume itself. Why not use both Aux1 Aux2 to deliver BuyDollarVol & SellDollarVol ? That should be more useful IMO!
Cheers Guys, and again NICE WORK!
Thanks Xel for your suggestions in this area.
Hi Richard, I appreciate the efforts that Norgate does to make a quality database.
I’m looking forward to the possibility that Norgate expands into the Canadian markets.
I’m making a new AFL and one of the criteria is to check that the stock is member of the Russel 1000. I’m using Norgate data with Amibroker and I want to backtest against the Russel 1000 Current and Past watchlist. I searched but couldn’t find a current link with a sample of how to check that the stocks are a constituent of the Russell 1000. Any suggestions on how I can do this?
Hi Marcel
It’s documented on the Norgate Beta website here:
https://norgatedata.com/beta-testing-program/amibroker-usage.php#hics
eg
AND NorgateIndexConstituentTimeSeries("index symbol or index name")
So…
AND NorgateIndexConstituentTimeSeries("Russell 1000")
should give you what you want.
Thank you so much Alan. I had tried that before "NorgateIndexConstituentTimeSeries’ and it didn’t work. I see on that web page, I needed to add the line:
#include_once "Formulas\Norgate Data\Norgate Data Functions.afl"
at the start of my AFL
Hi all,
I would like to use Norgate Premium Data (EOD) together with IB (Interactive Brokers) Data (Intraday). I need intraday data, because I buy/sell into the close and base my trading decision on that close.
Unfortunately I didn’t find a way to put both data sources into the same AB database. Norgate has its on Premium DB and IB needs its on DB because of the IB plugin.
How can this be accomplished?
Many thanks in advance.
Kind regards
Markus
Dear @markushager,
As far as I know it is not possible to merge EOD data from Norgate with IB intraday day within the same database.
Instead, why do not you subscribe e-signal with extended data history as they would provide minute data where you could establish a minute database in Amibroker.
Many thanks,
Kind regards,
AD
Any updates on the development of the new plugin? I’d like to sign up.
The Norgate Beta is closed to new beta testers. I would like to back test an algorithm on the S&P500 Historical constituents. I have downloaded Norgates listed and delisted stock data. Is there any way I can do this using another way until the Norgate NDU comes online? I notice Siblis Research has a downloadable list of historical constituents for a small fee. Would there be a way to link this up with AB?