It moves directly from TOS to Amibroker, no Excel needed. ____________ Rik Rasmussen
On Fri, Jul 23, 2010 at 1:59 PM, bharat <bharat_parth2...@yahoo.com> wrote: > can we fetch data directly to Amibroker or do we need excel sheet in > between two softwares.? > > --- In amibroker@yahoogroups.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 > > > > > > > ------------------------------------ > > **** 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 > > > >
