Amibroker Data Feed Free Download [UPDATED]
Anja Schofield
IMPORTANT: Data are provided by 3rd party companies. Information provided below is for orientation only. It may be not current, as data vendor offerings change often. For details about current data vendor offerings including prices, data retention & coverage consult their web pages.
Then I would like to ask for suggestion how can I make my own datafeed to feed to Amibroker, do I need to setup a separate server? or can pull as localhost? or at least it refresh without whole database.
As I wrote in the other thread on the very same subject feeding RT data stream into mySQL database is not great idea because mySQL is just too slow for real-time quotes. In actual RT stream there can be 1000 ticks (insertions) per second per symbol. With 1300 symbols as you can have with say IQFeed it means 1.3 million insertions per second. SQL databases are just too slow.
According to your needs, iqfeed can be less expensive than esignal & it's reliable.
dxfeed could be a less expensive option, I wanted to try it but so far they're still developing their plugin for Amibroker. Note that it can't be shared with several apps though, contrary to esignal, iqfeed & ibkr.
I want to save every day 1 second chart data for 3-4 US stock symbols per day (they are different every day, not one and the same) for the time period from 7AM-9:30AM(pre-market session only). I want to create local database with this data for backtesting purposes later on.
I was thinking to get the charts/data from the Interactive Brokers plugin however Interactive brokers allow up to 2000 bars for the 1 second chart backfill, so basically I cannot backfill the whole pre-market session.
I am also not sure how to save the real time data from IB plugin even for the 2000 bars that I can backfill. Any help with that will be appreciated.
As to the answer: Trial / demo does NOT save data. Once you purchase the license, you don't need to do anything to save - AmIBroker automatically saves data it received from plugin when you exit the program if Local data storage is enabled in the database settings (that is the default setting)
Explained as always in the manual:
But as you stated, you are only able to download around 30 minutes of 1sec data with the AMI plugin. This is problematic in a few ways, the most common issue is losing data connection for over 30 minutes, and not getting a full backfill because of that -- so you will have gaps in your data.
Thanks for replying.
I downloaded the data from TradingView in csv and imported it to Amibroker.
It is just 3-4 symbols for 2 and 1/2 hours a day so it is not something enormous and as you say probably will save me from troubles with IB
Using TV data in AMI could be useful for optimizing, and then trading on TV itself. The benefit of this option is you've got a cloud service handing all the data. I'm assuming what's printed doesn't change, but I don't know what their policy actually is.
I see the pre-market session chart on the US stocks. When I try to export CSV for the pre-market session for specific symbol on the 1 second chart the data before 9:30 is missing and also the time-periods on the csv file is completely different from what I have on the chart opened. Example:
I'm new to Amibroker and new to Algo-type trading. I've been trading Options on IBKR and using Trading View (with Pine Script) for my charting and analysis work.
My plan is to move to Amibroker to be able to do more automated trading. I live in Australia and trade the US market - in our winter the market closes at 6am .
My experience using Amibroker with the data feed from TWS has been confusing (after 1 week). I thought I'd be able to stop using Trading View and I'd be able to use Amibroker instead. However the interface between Amibroker and TWS seems to be restrictive ie my access to daily, weekly etc charts is limited.
I could use an alternate data source to TWS. However I do pay quite a lot for real-time data from TWS. So, my questions:
Welcome, @bunkerBill
I don't know what data feed you had on Trading View, so I won't compare. But you should know that IBKR has implemented many limits to access data. It's a broker first, and a data provider second (actually data is provided by GFIS, a subsidiary). Read this for a better understanding:
Why do I receive a message stating market data is over the limit? IB Knowledge Base.
Market Data Interactive Brokers LLC
TWS API v9.72+: Historical Data Limitations
IBKR data feed is limited but cheap, actually. For a true data feed, see IQFeed or eSignal. Here's a comparison of the 3 services:
The Best Amibroker Datafeed Services in the USA - Features, Pros & Cons
I use IQFeed + IBKR.
Here are my answers:
Cheers.
PS: re your problem with weekly data, if you use IBKR data only it's better to create another database with End-Of-Day base time interval (possibly in a second instance of Amibroker)
There are many Amibroker datafeed providers in India, but not all of them are created equal. Some are more expensive than others, and some don't provide the best quality data. That's why it's important to do your research before choosing a provider.One of the best Amibroker datafeed providers in India is EqualRT Data and NLC RT Data. They offer high-quality data at a very reasonable price. Plus, their customer service is excellent, so you can be sure that you're getting the best possible service.
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I have near two years of experience in day trading and swing trading but still can't be consistently profitable until now. I understand most problem comes from my mental state, which I believe Amibroker backtest feature will help me overcome by defining the entry and exit and risk by significant data.
Before using Amibroker, I used Python to manipulate trading data. I downloaded near all tickers' one-minute data and have some impressive statistical results already. Regarding backtest, I have made little and slow progress on the Python Backtrader library, and I will switch to Amibroker now.
It seems very slow to import 1-minute CSV files if too much and too big. I try to import a few gigabytes at once, which takes a few hours and still running. If I reduce it to 10 files per batch, it seems to run faster. Is there any way can speed up this process without extra human intervention? I can use Python to transfer data format; now, I have regular columns: Symbol, Date, Time, Open, High, Low, Close, Volume. My PC is a dual Xeon 6139m (18 Core * 2), with 384GB RAM, and all CSV and Ambroker database files are stored on SSD or NVMe. I am running 64bit Ambroker Professional.
I had subscribed to Polygon real-time data feed service, and I was able to use Python to subscribe to the WebSocket service, and it worked very well. Is that possible to subscribe to the Polygon WebSocket data feed by Amibroker?
As to import speed - you should ask yourself: do you really need to import gigabytes worth of data each day? You should import ONCE and only add new data for just single day. Re-importing over and over is pointless. AmiBroker maintains data in its own database orders of magnitude faster than ANY other database.
Want speed - keep the data in AmIBroker's OWN database
Having said that, when you import gigabytes of data, it is advised to do it wisely as explained here:
The most important thing in importing is doing it PER SYMBOL (i.e. first you import all data for symbol A and then you go to symbol B and so on). So all your files should be sorted BY SYMBOL.
You don't need to send all files, just few GB is enough.
It is not surprising that importing 300GB worth of data takes time. ASCII import means lots of text to binary conversion. Hardware has limits read Performance tuning tips
After duplicates are removed 27GB worth of data imports in under 11 minutes. Although it is unusual to have exact duplicate lines in imported files, new version (in development) contains special early removal of such corner case, so it does not affect performance anymore.
Now I'm facing an issue where intraday source is frequently wrong, and once it's wrong there is no way for me to 'correct' them. Sample screenshot is as follows
Those low drawdowns is something that will never occur in reality, so there must been some screwups in the database. My investigations shows that the wrong data usually is the L or H data for that specific minute
The fact that most of my intraday data is populated for more than a year, and when I tried to correct these inaccuracies the provider only gives 3 months of data, it shows that the data must be saved in a database somewhere locally.
This stumps me as I thought I can just simply correct the wrong entry in the local database since the data source isn't rewriting old datas, so it should be fine once I find a correct way to edit the datas directly on the database.
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