Google and ye shall find... http://www.amibroker.com/odbc.html
It provides access to anything that you can put into a database, which is a pretty much anything. Any SQL database should work. Personally, I prefer this one... http://www.postgresql.org/ You will also need the odbc driver: http://www.postgresql.org/ftp/odbc/versions/msi/ SQL can take a bit of work to learn, but the basics are not very complicated. For example, the following sql will build volume at price data for each 5 minute bar, assuming that you have a table of tick data: insert into dat_5min_vol_at_price (symbol, date, price, timenum, vol) select symbol, date, price, bar5num, sum(vol) from raw_ticks group by 1, 2, 3, 4; In Ami, you use the odbcGetArraySQL() function to perform a SQL query and return the result. I downloaded the tick data from TradeStation, then imported the data into the database. -Doug --- In [email protected], "sidhartha70" <sidharth...@...> wrote: > > Doug, > > Can you provide any more details, links etc... > > This may be something I consider in the future. > > TIA > > --- In [email protected], "dloyer123" <dloyer123@> wrote: > > > > I just had a good experience using the odbc database driver with > > amibroker. > > > > I built a tick database, about 75GB worth. From that, I can calculate > > volume at price, vwap and other data. I use postgress, a free open > > source database. > > > > I thought that I would have to write my own trade match and backtest > > code in sql, but then I found the odbc sql interface to pull the data > > into amibroker. > > > > I was plesantly surprised how fast the odbc/amibroker interface was. > > Working with tick data is never fast, but each sql query from ami was > > only a handful of ms. > > > > -Doug > > >
