Append new data to a database file
Brief description:
1] System makes its trade decisions based on the OPEN price.
2] PROBLEM, the OPEN price with Yahoo is 20 minutes delayed (too much slippage) .I choose not to buy real time data feeds for one or two trade signals per week.
3] I can retrieve the real time OHLC quote price at the OPEN via a python script from a different data source. (It's a Real Time single quote only, not a historical multi-day file.)
Question:
[A]
Is there a method to append this new real time Open price data to an amibroker historical data file so that the trade system can react right at the real time open.?
[B]
Alternately:
Just before market open...
I could download the Yahoo historical file into python/Pandas csv file, then automatically update the the dataset with the most recent bar that I also download, then have Amibroker import the ASCII csv file using some sort of batch/timer method (must be automated).
Or is there a better method?
Any suggestions or advise from those who have encountered such a need?
kind regards