Is it possible to download streaming live futures data (say for ES) using this link to TOS; i would love that as that would save me a bit more than 100$ every month that i have to pay to a data vendor.
thanks in advance! -gariki On Fri, 28 May 2010 01:55:44 -0700, David <amibroker.ygro...@personalfreedom.com> wrote: > Sure thing, Lance. I just posted my message, including the screen shot, > at > http://finance.groups.yahoo.com/group/amibroker/files/thinkDesktop%20integration/. > > Warm regards, > David > > > On Thu, May 27, 2010 at 9:46 AM, smoothtrader6171 > <growl...@yahoo.com>wrote: > >> >> >> Hi David, >> >> I am very interested in this. Would you mind posting the image to the >> files >> areas of the group? I was not able to view the attached configuration >> image >> from your message. I appreciate it! >> >> Thank you, >> Lance >> >> >> --- In amibroker@yahoogroups.com <amibroker%40yahoogroups.com>, David >> <amibroker.ygro...@...> 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 >> > >> >> >> -- Using Opera's revolutionary e-mail client: http://www.opera.com/mail/ ------------------------------------ **** 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 <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: amibroker-dig...@yahoogroups.com amibroker-fullfeatu...@yahoogroups.com <*> To unsubscribe from this group, send an email to: amibroker-unsubscr...@yahoogroups.com <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
