Been trying for the past two days and still can not get TOS data to Amibroker. TOS to excel works perfectly though.
--- In [email protected], Henrik Rasmussen <hrasmus...@...> wrote: > > It moves directly from TOS to Amibroker, no Excel needed. > > ____________ > Rik Rasmussen > > > On Fri, Jul 23, 2010 at 1:59 PM, bharat <bharat_parth2...@...> wrote: > > > can we fetch data directly to Amibroker or do we need excel sheet in > > between two softwares.? > > > > --- In [email protected], David <amibroker.ygroups@> wrote: > > > > > > As one step along the path to determine whether I can back test option > > > strategies with AmiBroker even though AmiBroker isn't designed for > > options > > > traders, I've integrated AmiBroker with thinkorswim via DDE for real-time > > > streaming quotes of every instrument you can trade via thinkDesktop, e.g. > > > options, futures, stocks, ETFs, forex. > > > > > > To do the same, just follow the instructions on > > > http://www.amibroker.com/dde.html and copy this screen after you click > > the > > > CONFIGURE button. These entries are case sensitive. > > > > > > [image: Capture.PNG] > > > > > > Since AmiBroker doesn't use the last two fields anyway, I'm using them > > for > > > additional data I want. I used the first field for the Strike of an > > option > > > so AmiBroker can find the option I'm looking for more quickly than having > > to > > > parse the Ticker field for that info (I'm perhaps incorrectly assuming > > that > > > AmiBroker indexes that first field). I used the second field for the > > > VIX-style Implied Volatility index of the underlying stock, index, > > future, > > > etc. You can chose any of the thinkorswim DDE fields below instead of > > the > > > two I chose. > > > > > > 52HIGH > > > 52LOW > > > ASK > > > ASKX > > > ASK_SIZE > > > AX > > > BACK_VOL > > > BA_SIZE > > > BETA > > > BID > > > BIDX > > > BID_SIZE > > > BX > > > CALL_VOLUME_INDEX > > > CLOSE > > > COVERED_RETURN > > > CUSTOM1 > > > CUSTOM2 > > > CUSTOM3 > > > CUSTOM4 > > > CUSTOM5 > > > CUSTOM6 > > > CUSTOM7 > > > CUSTOM8 > > > CUSTOM9 > > > DELTA > > > DESCRIPTION > > > DIV > > > DIV_DATE > > > DIV_FREQ > > > DT > > > EPS > > > EXCHANGE > > > EXPIRATION > > > EXTRINSIC > > > FRONT_VOL > > > GAMMA > > > HIGH > > > HTB_ETB > > > IMPL_VOL > > > INTRINSIC > > > LAST > > > LASTX > > > LAST_SIZE > > > LOW > > > LX > > > MARK > > > MARKET_CAP > > > MAX_COVERED_RETURN > > > NET_CHANGE > > > OPEN > > > OPEN_INT > > > OPTION_VOLUME_INDEX > > > PE > > > PERCENT_CHANGE > > > PROB_OF_EXPIRING > > > PROB_OF_TOUCHING > > > PUT_CALL_RATIO > > > PUT_VOLUME_INDEX > > > RHO > > > ROC > > > ROR > > > SHARES > > > STRIKE > > > SYMBOL > > > THETA > > > VEGA > > > VOLUME > > > VOL_DIFF > > > VOL_INDEX > > > YIELD > > > Warm regards, > > > David > > > > > > > > > > > > > ------------------------------------ > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > > > > > > > >
