C++ RTD client for Nest/NOW. Feeds Amibroker.
Also included is a backfill tool to import VWAP statistics / Nest Plus Data table.
- The tools are based on RTNOW utility by josh1. Read its instructions if needed ( Excel instructions irrelevant ). See RTNOW
- Advantages vs RTNOW
- No need to use excel. Uses less resources
- More accurate data as we pick up every callback from RTD
- Disadvantages
- Only for NEST / NOW
- No GUI. Create one if you can and share under GPLv3. Only need to setup some files and run exe anyway
1. Setup Amibroker DB (intraday settings) and Nest as explained in josh1 RTNOW instructions
2. Copy rtd.format, backfill.format to AmiBroker\Formats
3. Read and Setup settings.ini in NestRTD / ABBackFill
For 'Now' make sure to change RTDServerProgID value to Now.ScripRTD along with scrip ids / field ids
4. Once setup is done, run the exe ( For Backfill, Fill the data in VWAP.txt/DataTable.txt first )
Build using VC++ 2010 Express. ATL headers and libs taken from Windows Driver kit.
https://github.com/SpiffSpaceman/AmibrokerFeeder
Copyright (C) 2014 SpiffSpaceman
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>