Import Retail Trading Activity Tracker from Nasdaq Data Link

Data Sources
#1

Hello everybody,
I would like to get Retail Trading Activity Tracker data from Nasdaq Data Link into Amibroker. I came across this post from @Tomasz but from my understanding QuanDL is not the right way to download and import this kind of data. So my approach would be to manually download data and import manually into AB.

The data has following format:

date,ticker,activity,sentiment
2021-12-03,TSLA,0.0409,1
2021-12-03,TQQQ,0.0189,0
2021-12-03,SPY,0.0272,3
2021-12-03,QQQ,0.0281,3
2021-12-03,NVDA,0.0365,0
2021-12-03,LCID,0.0204,-5
2021-12-03,DOCU,0.0385,-2
2021-12-03,BABA,0.0156,-5
2021-12-03,AMD,0.028,-1
2021-12-03,AAPL,0.0424,2
2021-12-02,TSLA,0.0358,1
2021-12-02,TQQQ,0.0173,0
2021-12-02,SPY,0.0262,2
2021-12-02,SNOW,0.0149,-6
2021-12-02,QQQ,0.0242,1
2021-12-02,NVDA,0.0324,0
2021-12-02,NIO,0.015,0
2021-12-02,LCID,0.0204,-2
2021-12-02,AMD,0.0291,-1
2021-12-02,AAPL,0.0565,1

I tried to import it into a empty database using Import Wizard but it doesn't work. I get all symbols but there is no data imported.

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Is there a way to import this data in AB without changing the formatting? Additionally is there a way to merge it with existing database, where price and volume is already present (my idea was to place this in Aux1 and Aux2 array?

Thanks in advance for any hints and ideas!

#2

Uncheck "No quotation data".

#3

Thanks for your quick response.

Without no quotation data there are errors.

Error in line 2021-12-03,TSLA,0.0409,1
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-03,TQQQ,0.0189,0
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-03,SPY,0.0272,3
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-03,QQQ,0.0281,3
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-03,NVDA,0.0365,0
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-03,LCID,0.0204,-5
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-03,DOCU,0.0385,-2
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-03,BABA,0.0156,-5
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-03,AMD,0.028,-1
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-03,AAPL,0.0424,2
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-02,TSLA,0.0358,1
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-02,TQQQ,0.0173,0
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-02,SPY,0.0262,2
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-02,SNOW,0.0149,-6
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-02,QQQ,0.0242,1
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-02,NVDA,0.0324,0
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-02,NIO,0.015,0
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-02,LCID,0.0204,-2
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-02,AMD,0.0291,-1
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
Error in line 2021-12-02,AAPL,0.0565,1
Invalid (close) price. Prices must be positive. If you want to import no quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
#4

C'mon man, check "Allow negative prices".
It is in front of your eyes:

1 Like
#5

Oh man ... have been testing around all afternoon and was sure that have done all possible combinations in that gui :weary:

Thanks!

#6

@As76 Just out of curiosity, what exactly is, or does the "Activity" csv field represent and scale as well as the "Sentiment" field?

#7

Activity: Ratio of $USD traded by retail investors in a given ticker divided by total $USD traded by retail investors across all tickers. This field has a value that ranges from 0 to 1

Sentiment: Sentiment score derived from the retail net flows (buy-sell) of the most recent 10 trading days. This field has a value that ranges from +100 to -100, whereby the more positive (negative) the score, the greater the proportion of recent retail net buying (selling).