- All Major NSE Indices (Nifty, Defty, BankNifty etc)
- Sensex from BSE
- All CNX 500 Scrips
- All Current month Underlyings Futures
Data format is like this:
File: SCRIP.csv
Format: Scrip, YYYYMMDD, HH:MM:SS, Open, High, Low, Close, Volume, Open_Interest
Please download AmiBroker Format file for using with Amibriker, from File menu >>Import Ascii
Tick data is very usefull for research and learning purposes. When you are studying price action at certain break outs/break downs or any volume based theories, there is a wealth of information that is only visible in tick data. Hope you will find this usefull. Please leave any comments or suggestions if you have.
DISCLAIMER: The data is provided as-is and I assume not responsibility for any errors. It is common to have errors in the data, even for NSE feed and suggest a discretionary approach at this.
36 comments:
how to use tick data
Hi Naga, you will need amibroker / metastock /FCharts or any other charting software to effectively use this data. Please let me know what you use and I can help you further.
Doji
how to open the tick data file,pl
Hi Senthil,
Hope you are able to download the zip file from 4shared.com. After you download the zip file, extract with winzip or 7zip applications. You will find a directory in YYYYMMDD format, like 20090529 for today. Inside the directory, there will be csv files, one for each scrip. The format of this CSV is "Scrip, YYYYMMDD, HH:MM:SS, Open, High, Low, Close, Volume, Open_Interest". You can import this into amibroker using the format file and do Ascii Import or use Import Wizard. I dont know much about Metastock, but should be easy when you know the format I guess.
Hope this helps. I will try to put some screen shots when I get time.
-Doji
Hi Doji
Thanks for putting the intraday data. I have one query, what are the amibroker data settings (time settings i.e. Start Time and End Time). Please advise.
Regards
Milind Patil
Hi Milind,
Start time and End time are generally Analysis biased. Like for some people, first 5 min bar is crucial, so, they have start time as 9:00 and end time as 3:30 or 4:00pm. This gives one bar for 1st 5 minutes even in 15m, 30m or hourly charts.
For People who dont care about 1st 5 min bar, start and end times will be absolute, like 9:55 to 4:00pm.
Hope I answered your question.
-Doji
Hi Doji,
Many thanks for the detailed procedure to upload the tick into AB database. Have done so without a hitch. Much appreciate yr help. Regards.
Hi Doji,
I have been able to address some issues of online trading by developing an application in .NET to fetch yahoo RT data.
It’s a powerful, yet easy to use tool and has helped me tremendously in taking better investing decisions. It’s been using it for two months and has given amazing results.
I would like to share the same with you for FREE.
Key Features:
1. Fills yahoo RT data to Amibroker
2. 5 day 5 min Backfill.
3. 1 day 1min Backfill.
4. Auto backfill.
5. PIB update.
6. Fills yahoo RT data to Amibroker.
7. Login of yahoo A/c automatically.
I would also appreciate suggestions and comments from your end.
You can reach me at: nseLiveData4charts at yahoo dot com.
Thanks
Hi Kreative,
Sure, you can contact me at doji 'at' chartreader.co.in
Doji
Dear Doji,
I want your help. I Download Intraday Tick Data from PowerIndiaBulls as CSV files. The tick data is in (DATE) (CLOSE) (VOLUME) format. e.g. (20090612.1) (756.25) (4200). I want to convert this tick data to 1Minute "Scrip, YYYYMMDD, HH:MM:SS, Open, High, Low, Close, Volume" ASCII file format. Please help - Rajesh
Dear Doji, I also want to know that which Intraday CSV Tick Data format produced by PowerIndiaBulls? Because their Date format shows .1 after Date e.g. 20090612.1 and Do you know any program which convert this PIB's Tick CSV data to Metastock compitible OHLC format? Thanks in advance- Rajesh Chandulal Shah
@Rajesh
You need to write program to achieve what you need. I cant help about metastock as I dont use it, sorry.
-Doji
I have amibroker software and i would like to get realtime tick data how can i get the live data? is there any software to get live tick by tick data??
Hi Doji,
I have downloaded the file from volume digger however have not been able to integrate PIB and Amibroker. Do you have any step by step process or document which can help in resolving the issue.
Thanks,
MJ
$FORMAT Ticker, Date_YMD, Time, OpenInt, High, Low, Close, Volume, OpenInt
is what i found in the ami format ascii file.
it should be :-
$FORMAT Ticker, Date_YMD, Time, Open, High, Low, Close, Volume, OpenInt
i'm sure it is nothing but a typo error.
but please correct it at the earliest.
also,
the data is in tick format (not 1 minute format)
so as to not show empty bodied candles, in ami:-
include the following in the additional commands space:-
$TICKMODE 1
once the data is imported in the tick format, it can then be converted in 1 min, 5 min, and so on.
---------------------------------------------------------
i did upload your data into my ami, and here's the format file that worked perfectly:-
[URL=http://www.4shared.com/file/119834530/93db0fdc/dojichartreader.html]doji@chartreader.format[/URL]
http://www.4shared.com/file/119834530/93db0fdc/dojichartreader.html
chk this file out, and switch it with the ami format file you have already uploaded.
;)
take care.
-----------------------------------------------
thank Ilango sir, for all of this.
i'm a student of His, too.
Thank you very much Wroodrah for fixing the bug. I uploaded the file given by you. Thanks again.
Doji
hi, doji :)
First of all thanks a lot for uploading the tick data daily.
I was wondering if you have tick data for the months of April, March, Feb......
If you have it, can you please upload it and if you dont, can you please point me to a source where i can get this data.
Thanks :)
hey kreative...
could you intergrate something that would pass on and backfill in ami, through the excel, is i can manage the import side into the excel sheet?
patent is yours.
;)
thanks,
and pranams,
Wroodrah
do u know how to import to FCharts, i tried to import the file but fCharts is not recognizing the time format, it only considers 1 min data i guess.
Hi,
I am using Metastock. Can you help me how to use this data in metastock.
thanks,
Deepak.
the data can be downloaded into fcharts u,will have to change the data format
hi good morning kurichh,I have not recd your reply plz reply me regarding the IEOD data.I have .txt IEOD data can be imported in Ami.
vijay.pshinde@yahoo.co.in
Regarding The Intraday tick data please guide me how we transfer it to Ami broker B-coz the format is difference.
@ doji... its a common question abt transferring data into ami.. do post a detailed writeup and keep it on the site always..that would help people
Doji,
I appreciate your effort of uploading the tick data for all those hungry researchers out there. I am little confused for which few words of yours will be of great help to me.
Is it possible for you to explain the columns which form the data.
Open, High, Low, Close, Volume, Open_Interest
It is very important for me to understand them and proceed further with my research.
Sumit
chadhasumit13@gmail.com
Sumit,
follow this url to understand some of the fields:
http://stockcharts.com/school/doku.php?id=chart_school:chart_analysis:introduction_to_candlesticks
you need a charting software to use this data. Try amibroker and follow the instructions given in the download post.
Doji
Hi doji,
Can you please upload your tick data database for amibroker. It would be useful for the beginners.
Thanks
hey doji...
planning on ground testing:-
am looking at
1.)BankNifty, and other mojor indices (with the constituents)
2.)Nifty Options data.
i can try and combine all the data, on this portal.
Mail me @ NathNifty@yahoo.in.
Thanks and Pranams,
Wroodrah
hey doji.
pranams.
please update the mahurat trading data, if you might have it ready.
if not, let me know, will help you get it.
thanks and pranams,
Wroodrah
Hi Wroodrah,
Just updated it, thanks.
Doji
thanks and pranam, to you.
do reply to the earlier post too, as early.
don't mind if the answer's in negative ;)
Pranams,
wroodrah
Hi Doji
I am Jignesh Patel.
By some technical problem in my PC few days back my HDD become totaly blank lost all things and Intraday data too. i didnt backup it.
I will be thankful if you upload hole data base or tell me form wehre i can get hisorical IEOD.
Thanks & Regards.
Jignesh.
hi jignesh.. it would be great that doji cud load it up.. but in the meantime u can download each file under the heading "intraday data "... its a bit long ...but then some things are just that way :)
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