Nest2Ami - real time data feed from Nest Trader to AmiBroker (Backfill Supported)
Nest2Ami - real time data feed from Nest Trader to AmiBroker
The Nest2Ami utility extracts live real time quotes from the market watch of Nest Trader clients (also Zerodha Trader), and outputs the intraday data to AmiBroker. This is aimed at commodity traders, using the MCX exchange, who prefer the stock charting of Ami over the one inbuilt into Nest (or Nest Plus)
While most brokers offer Nest Trader only for MCX, Zerodha Trader, or ZT as it is generally referred to, has extended to a unified trading platform for NSE, BSE (not currently supported by the utility), MCX, and MCXSX. So, besides an MCX real time data source, it is a source for NSE market quotes as well.
The captured quotes comprises last traded price & volume at a configurable interval down to 1 second. Output to AmiBroker may be tick data (actually snapshot) data, or may be aggregated to 1 minute bar intervals.
Backfill is available in two varieties -- the internal backfill from Nest / Zerodha Trader, and the plugin data from Nest Plus. While the number of days of available data seems to be in a state of flux, it may be assumed that the current day backfill is from internal data, and Nest Plus provides longer term (7 to 20 days) backfill. The backfill is always 1 minute OHLCV, tick quotes are not available.
{ For the specific case of ZT and MCX, the internal backfill has too much data without filtering ability, and MCX backfill should use Plus irrespective of one or multiple days. For example, Gold or Copper prices may be available for as much as 40 days in ZT. This does not apply to MCX current day backfill from most other brokers. }
Versions
The current version 0.88 beta (May 2013) adds:
ability to backfill without stopping data capture.
availability of auto symbol translation in Settings. For example, RELIANCE-EQ will become RELIANCE, or NIFTY13MAYFUT may be NIFTY_1.
Earlier versions had added:
Support for MCXSX
Fixes to some issues with Nest versions after 3.10.57.97
Selectable column capture such as Open Interest, ATP, or TBQ / TSQ.
The Nest2Ami utility extracts live real time quotes from the market watch of Nest Trader clients (also Zerodha Trader), and outputs the intraday data to AmiBroker. This is aimed at commodity traders, using the MCX exchange, who prefer the stock charting of Ami over the one inbuilt into Nest (or Nest Plus)
While most brokers offer Nest Trader only for MCX, Zerodha Trader, or ZT as it is generally referred to, has extended to a unified trading platform for NSE, BSE (not currently supported by the utility), MCX, and MCXSX. So, besides an MCX real time data source, it is a source for NSE market quotes as well.
The captured quotes comprises last traded price & volume at a configurable interval down to 1 second. Output to AmiBroker may be tick data (actually snapshot) data, or may be aggregated to 1 minute bar intervals.
Backfill is available in two varieties -- the internal backfill from Nest / Zerodha Trader, and the plugin data from Nest Plus. While the number of days of available data seems to be in a state of flux, it may be assumed that the current day backfill is from internal data, and Nest Plus provides longer term (7 to 20 days) backfill. The backfill is always 1 minute OHLCV, tick quotes are not available.
{ For the specific case of ZT and MCX, the internal backfill has too much data without filtering ability, and MCX backfill should use Plus irrespective of one or multiple days. For example, Gold or Copper prices may be available for as much as 40 days in ZT. This does not apply to MCX current day backfill from most other brokers. }
Versions
The current version 0.88 beta (May 2013) adds:
ability to backfill without stopping data capture.
availability of auto symbol translation in Settings. For example, RELIANCE-EQ will become RELIANCE, or NIFTY13MAYFUT may be NIFTY_1.
Earlier versions had added:
Support for MCXSX
Fixes to some issues with Nest versions after 3.10.57.97
Selectable column capture such as Open Interest, ATP, or TBQ / TSQ.
Hardware / Software / OS requirements
Assumed configuration for Zerodha / Nest Trader version 3.10 or later. AmiBroker version should be 5.2 and later. A subscription to Nest Starter Pack version 1.3 or higher (currently free) is required for Plus backfill
Requires a minimum of XP SP3. Uses .Net Runtime 3.5 with SP1. Available from this link on the Microsoft website. It has not been tested on 64-bit machines (though users have reported successful usage).
Notes
The version you use may have limitations, e.g. number of symbols that can be captured, or expiry date of software.
May require administrator permission to run successfully.
More information in the help file.
Please do not confuse this utility with Nest2Ami Professional from aamaadmisoftware.
Nest2Ami Download: Download links will only be available by request.
By request only. Write, with some details about yourself, , and your broker, to Nest2Ami@91-33.com
Website : http://91-33.com/download/Nest2Ami.html
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