amibroker

AmiQuote downloader allows to get free quotes from a number of sources included Google Finance. AmiQuote works like a specialized web-browser, so the quotations can be downloaded if they are accessible at the website of that particular data-vendor. In case of Google Finance downloads, not every symbol that is present on their site is available for historical download.

Google Finance page does NOT allow downloading historical data for non-US (international) symbols and some indices.

If you have trouble downloading particular symbol (you are getting errors in AmiQuote), chances are that Google Finance does not allow downloading data for this symbol. To verify that we need to look for Download to spreadsheet link on Google Finance page as instructed below:

1. Visit http://finance.google.com/
2. Use Search field to find the symbol we need, e.g. MSFT
3. Go to Historical Prices section and look for Export: Download to spreadsheet

If Export: Download to spreadsheet is present, it means that historical data are available for download. If the link is NOT present – it means no data for download. As you can see in the picture below, the link is present for US stocks like MSFT:

But Download to spreadsheet link is missing for SP500 and PLC (Traded on London Exchange) – as you can see using these two links:
Historical Prices page for SP500 (no download link)
Historical Prices page for TESCO, PLC (no download link)

Filed by Tomasz Janeczko at 6:33 am under AmiQuote
Comments Off on How to verify if EOD data is available for download at Google Finance

Sometimes Interactive Brokers symbology may be difficult to figure out. It is however very easy to find out proper symbol using Contract Description window in the TWS.

The general format for symbols that AmiBroker uses to access Interactive Brokers’ data is:

SYMBOL-EXCHANGE-TYPE-CURRENCY

The symbols must be entered in UPPER case. CURRENCY may be skipped if it is USD. TYPE can be skipped if it is STK (stock). EXCHANGE can be skipped if it is SMART.

To find correct symbol using TWS follow these steps:

1. Select desired symbol in TWS
2. Click on the line with right mouse button and select Contract Info->Description menu

   

3. Now read the values from the Description window and use them to build proper symbol for IB plugin

   

As per rules mentioned above, if CURRENCY is USD it may be skipped so we can use either ESZ4-GLOBEX-FUT-USD or ESZ4-GLOBEX-FUT.

For non-US symbols the procedure is the same, so TESCO PLC would be TSCO-SMART-STK-GBP. In this case we can not skip SMART and STK because we need to specify currency, and it is 4th part of the symbol. If we skipped SMART and STK, IB plugin would think that GBP is second part of dash delimited string and interpret it as exchange, and this is NOT what we want.

Filed by Tomasz Janeczko at 4:29 am under Data
Comments Off on How to find correct symbol for Interactive Brokers data

The easiest way to manually measure distance between two points on the chart is to use a regular trend-line drawing tool for this purpose.

First we need to draw the line between the selected points (Insert->Trendline). It may be useful to have Insert->Snap to Price option marked if we want our line to start and end exactly at OHLC levels of respective price bar.

Once trend line is drawn, we need to hover the mouse cursor over the line and the tooltip will show both price and percentage change between the Start and End points:

Filed by Tomasz Janeczko at 3:53 am under Charting
Comments Off on How to measure price / percentage distance on the chart