DOWNLOADING INTRADAY DATA - Trading Software

DOWNLOADING INTRADAY DATA

Gilari Decosta
2010-10-20 14:04:43

Sir
I am trying to create a intradAY quote down loader OF NSE using following URL

http://chartapi.finance.yahoo.com/instrument/1.0/%5Ensei/chartdata;type=quote;range=1d/csv

The output of same is as follow

uri:/instrument/1.0/^nsei/chartdata;type=quote;range=1d/csv
ticker:^nsei
unit:MIN
timezone:IST
gmtoffset:19800
previous_close:6027.2998
Timestamp:1287545400,1287568800
labels:1287547200,1287550800,1287554400,1287558000,1287561600,1287565200,1287568800
values:Timestamp,close,high,low,open,volume
close:5967.6001,6036.8501
high:5971.1499,6038.1001
low:5967.0498,6033.6499
open:5967.3501,6036.7002
volume:0,0
1287545400,6014.8999,6021.3501,5994.7500,6021.3501,0
1287545460,6010.5000,6015.7002,6006.1001,6014.7500,0
1287545520,6005.9502,6012.4502,6005.8501,6010.0000,0
1287545580,6002.8999,6006.9502,6002.8999,6006.0498,0
1287545640,6000.9502,6007.5000,6000.2998,6005.2500,0
1287545700,6000.2998,6001.0498,5999.3999,6000.6499,0

I face two problems

1 HOW CAN I CONVERT TIME STAMP INTO DATE AND TIME FORMAT SO THAT I CAN IMPORT IT INTO QS?

2 HOW CAN I INCLUDE THE SYMBOL INTO QUOTE AS THERE IS NO SYMBOL NAME IN THIS OUTPUT?

PLEASE EXPLAIN ME.

GILARI

QuantShare
2010-10-21 05:42:01

Best Answer

Hi GILARI,

I have created the intraday downloader for you. You can find it here: Intraday Quotes for Major Stock Exchanges

You can click on Update to see how this item was created.

Intraday Quotes for Major Stock Exchanges (by QuantShare, uploaded several months ago)

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Gilari Decosta
2010-10-21 13:45:50

Sir,
Thank you for uploading the same.I have downloaded and made a trial of it with two symbol ABB,ACC of NSE and found following error.

1 As per quote close price of ABB is 980.40 but as per intraday data it is 32.76 only

2 The intraday data for abb was regular (1minute) till 12.45 then data was of 5 minute

3 Time of last bar is 13.55 (actually we should get reading up to 15.55

The same error was repeated for ACC also

with thanks
Gilari

QuantShare
2010-10-21 14:01:31

- Make sure that Name1 is set to ABB.NS (Symbol -> Update). Otherwise the downloader will get a NYSE stock (ABB Ltd).

- Intraday data of ABB.NS is regular (1 minute)

- The data is exactly the same in Yahoo - http://finance.yahoo.com/echarts?s=ABB.NS

Gilari Decosta
2010-10-21 14:26:31

Sir
Name1 is set to ABB.NS.But error repeates.
time of last bar has changed to 14.5.0

QuantShare
2010-10-21 15:12:55

Please try deleting the symbol and repeating the download.

If this doesn't work, then try the following:
- Select the item, then click on Update.
- Click on "1 field(s)", and type "ABB.NS" under the "Value" column.
- Click on "Parser" button, under "Parser" Column.
- Select URL then click on "OK".
- Click on Next twice
- Under "Input Sample" check that the data is correct.

Gilari Decosta
2010-10-25 04:42:11

Sir,
Tested the downloader.It is working very well.But Yahoo data is 15 minute delayed.Google provide intraday backfill with the delay of two or three minute .I searched the net for the URL of google intraday data .But I couldn,t find it.May you provide me URL for downloading intraday data from GOOGLE
With thanks
Gilari

QuantShare
2010-10-25 05:30:46

Tomorrow I will create the downloader for you

Gilari Decosta
2010-10-26 13:31:24

Sir
Thanks in advance
Gilari

QuantShare
2010-10-27 05:39:09

Here is the NSE Intraday Downloader:
Intraday Data for NSE Stocks

Intraday Data for NSE Stocks (by QuantShare, uploaded several months ago)

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