The Nest2Ami (Nest to AmiBroker) utility extracts live real time quotes
from the market watch of Nest Trader (also Zerodha Trader), and outputs the
intraday data feed to AmiBroker. It also automates intraday backfill from the
Vwap Statistics and the Plus Data Table windows. 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). As such it a a terminal based
AmiBroker data feed that works directly from Nest to Ami; and different from
utilities that distribute data from a server, or use RTD via Excel.
Besides working as an MCX data feed for commodities, some broker, such as
Zerodha, offer Nest as a unified platform for multiple exchanges -- NSE, BSE
(not currently supported by the utility), MCX, and MCXSX. If your trading
terminal supports it, Nest2Ami can capture realtime currency data (CDS or
MCXSX), or real time quotes for NSE symbols (F&O and equities). It is
possible to set market hours so that a market watch can contain
multi-exchange instruments.
The captured quotes comprises last traded price & volume at a
configurable interval (default 1 second). Output to AmiBroker may be tick
data (actually snapshots), or may be aggregated to 1 minute bar intervals.
This M1 bar approach is particularly useful in that it keeps the Ami database
size smaller by an order of magnitude, without sacrificing market quote
updates. Instead of taking the AmiBroker plugin approach, the utility uses
the alternate COM / OLE functions to update Ami. Also, it is a stand-alone
utility and does not require Excel for RTD; it is not relevant if your broker
has enabled RTD.
Historical backfill is available in two varieties -- the internal / VWAP
backfill from Nest / Zerodha Trader, and the plugin data-table from Nest
Plus. It may be assumed that the internal backfill is for the current day,
and Nest Plus provides longer term (about 20 days) backfill. This may vary
with your broker; some brokers only provide 1 day of data even in the Plus
DataTable and additional days have to be requested. This backfill is always 1
minute OHLCV, tick quotes are not available. (For those wishing for
historical tick data, look for the equivalent Odin to AmiBroker data
feeder.)
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 Win7. Uses .Net Runtime 3.5 with SP1. Available
from
this
link on the Microsoft website.