TA
If you're trying to import into the open interest field of an existing
security, it is not possible, even using $HYBRID 1, I've tried it, and
corresponded with Amibroker support about it, I have copied the reply
from Marcin below.
Regards
Brenton
"Hello,
You should import all the data at once - together with OHLC prices. So -
you
would need to combine data before you import it into AB.
$HYBRID simply does not work for OpenInt field. $HYBRID was added to
support "double fixing" quotation system used some time ago in Warsaw
Stock Exchange and as such it always expects close price.
Best regards
Marcin Gorzynski
Amibroker.com Technical Support"
On 1/09/2010 15:10, TA wrote:
Keith, this doesn't work for. Were you able to test it?
*From:* amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com]
*On Behalf Of *Keith McCombs
*Sent:* Tuesday, August 31, 2010 8:29 PM
*To:* amibroker@yahoogroups.com
*Subject:* Re: [amibroker] Re: Open Interest Field
TJ --
Yes, I did read that; many times over.
It does not say that Open Interest is or is not "quotation data". And
nowhere else in the document are we users told precisely what is or is
not "quotation data".
Nor does it say that Close must always be present. Is Open quotation
data? If so, why is it not required?
My reading of "accept only quotation data", means to me that if
$NOQUOTES is 0, then non-quotation data will not be accepted. It does
not say that any particular data, Close in this case, must be present.
If you are still with me, could you please explain: If TA includes
$HYBRID, and his data base already includes Close, should the
following work for him?
$FORMAT TICKER, Date_USA, OPENINT
$SKIPLINES 0
$NOQUOTES 0
$AUTOADD 0
$OVERWRITE 1
$SEPARATOR ,
$DEBUG 1
$HYBRID 1
A,8/27/2010,346000000
AA,8/27/2010,1020000000
Thank you for your continuing efforts in my behalf,
-- Keith
On 8/31/2010 13:27, Tomasz Janeczko wrote:
Hello,
Poor searching.
As I wrote, search for $NOQUOTES and read what is written there
http://www.amibroker.com/guide/d_ascii.html
It is clearly written:
$NOQUOTES Switch quotation data mode
0 - (default) accept only quotation data (AmiBroker checks for
non-zero prices and valid dates)
1 - switch off quotation data checking - this allows importing
non-quotation data - for example only ticker and full names
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-08-31 19:16, Keith McCombs wrote:
TJ --
I just did a word search in .pdf manual, 5.20. I could not
find where it said that either that Open Interest is
considered as PART of quotation. Or that at least CLOSE price
is required.
My searches included:
$NOQUOTES
openinterest
"at least close price"
"part of quotation"
I also searched pages 284-299 for:
quotation
close
and reread areas containing those words, without benefit.
-- Keith
On 8/31/2010 12:14, Tomasz Janeczko wrote:
Hello,
It is already. Check the description of $NOQUOTES in the manual.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-08-31 16:55, Keith McCombs wrote:
TJ --
IMHO, this type of information should be in the User's Manual.
-- Keith
On 8/31/2010 06:43, Tomasz Janeczko wrote:
Hello,
Open Interest is considered as PART of quotation,
therefore can NOT be imported with $NOQUOTES 1
Since it is a PART of quotation, it has to come
*together* with at least CLOSE price.
So your data file should contain
DateTime, Close, OpenInterest
fields at minimum.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-08-31 08:05, TA wrote:
TJ, by chance if you see message would you please
comment. TIA
*From:* amibroker@yahoogroups.com
<mailto:amibroker@yahoogroups.com>
[mailto:amibro...@yahoogroups.com] *On Behalf Of *TA
*Sent:* Monday, August 30, 2010 7:53 PM
*To:* amibroker@yahoogroups.com
<mailto:amibroker@yahoogroups.com>
*Subject:* RE: [amibroker] Re: Open Interest Field
Hi Ed
Thanks, for the reply. Initially, I was thinking the
same that the number might be too big. However, I
input it manually it takes it. If I set $NOQUOTES to 1
the $debug does produce any error but it also doesn't
import the data. If I set $NOQUOTES to 0 then it
produce the following error:
Error in line A,8/27/2010,346000000
Invalid (close) price. Prices must be positive. If you
want to import no quotation data please specify
$NOQUOTES 1 ('no quotation data' box in Wizard)
*From:* amibroker@yahoogroups.com
<mailto:amibroker@yahoogroups.com>
[mailto:amibro...@yahoogroups.com] *On Behalf Of *Ed H
*Sent:* Monday, August 30, 2010 7:17 PM
*To:* amibroker@yahoogroups.com
<mailto:amibroker@yahoogroups.com>
*Subject:* [amibroker] Re: Open Interest Field
My WAG (Wild Ass Guess) would be that the OI field is
a fixed point 32 bit number (same as volume) which has
a max value of 4 billion. The AA stock is already at 1
billion.
Try cutting off 3 zeros from each OI entry and see if
that helps.
Try adding $BREAKONERROR 1 to the commands in addition
to $DEBUG and see if the error log file has ! any hints.
--- In amibroker@yahoogroups.com
<mailto:amibroker%40yahoogroups.com>, "TA"
<tagro...@... <mailto:tagro...@...>> wrote:
>
> I am trying to import an ascii file with following
data to the Open Interest
> field:
>
>
>
> A,8/27/2010,346000000
>
> AA,8/27/2010,1020000000
>
>
>
> The following is my format file instructions. It
keeps on failing. Do you
> see why? TIA
>
>
>
> $FORMAT TICKER, Date_USA, OPENINT
>
> $SKIPLINES 0
>
> $NOQUOTES 1
>
> $AUTOADD 0
>
> $OVERWRITE 1
>
> $SEPARATOR ,
>
> $DEBUG 1
>
