RTD Tutorial By Snake Head/Josh1/Shankar V (TraderJi.com)

RTD ( Open source ) is based on two applications.

1. Backfill - A basic backfill tool to import VWAP statistics / Nest Plus Data table ( Open source ) by Josh1 (TraderJi.com)

and

2. RTDman- C++ RTD client for Nest/NOW which Feeds real time data to Amibroker (Open source ) by TraceBullet

(TraderJi.com)

Special thanks shankar4kv (TraderJi.com) for taking his time and effort to put together this tool and implementing feedback

and suggestion.

Both the applications are open source licensed under GPL2. Links for the source code are given by Shankar. Source code of

RTDMan is given in the zip file. Users are free to modify the source code at their discretion.

RTDMan gives Real Time quotes in Ami from the time you click on- Start. It does not give Real time from beginning of the

day. So start RT and then backfill from either Vwap/Hourly Statistics or from NestPlus. Copy data upto the time you logged in

into Backfill.

Please note: - Real time data and backfill depend totally upon your terminal and broker.

1. Default number of scrips is 55 for Nest /Now. You may request your broker for additional scrips. Some brokers may

give RTD for 100 to 200 scrips.

2. Backfill is done from either Vwap/Hourly Statistics or Data Table. Hence number of days available there is the limit.

In most cases Data Table has up to 22 days of 1 min.data. Backfill is available in 1 min. time frame only.

3. In addition to that, you may use ‘Data Downloader’ by Joydeep for backfill of cash scrips from Google. It is available

at Volumedigger.com

System requirements Things you need

1. Windows XP or above

2. Microsoft Visual C++ 2010 Redistributable Package (x86)

3. Amibroker

4. Nest Trader/NSENow - With Link to excel - Enabled (RTD Activated)

5. Ramdisk of 5mb - Optional but highly recommended (DataRAM or Vsuite may be installed)

How to check whether RTD is activated..? --

Right+Click on any scrip in the market watch. A menu will pop up. Search down for an item “Link to Excel”. Click on it and

you will be served with options. Choose all items.Open Microsoft Excel (version 2007 or above and 32bit only). Right+Click

anywhere in the worksheet and choose “paste”. Excel will present you with all the scrips in market watch along with live

quotes. If you see “N/A” everywhere then that means RTD is not enabled by your broker.

To activate RTD -- Send email to your broker to enable “Link to excel/RTD”

Preference is to install Nest/Now in drive other than C: (e.g E:\Omnesys\NEST3 ) so that non-administrator account in your PC

can be used. Otherwise you may need to Run Nest/now,Amibroker and RTD in Administration mode.

Short tutorial is followed by Long tutorial below. Use any as per your comfort level.

Short tutorial: Download latest version from Josh1's signature or from Shankar4KV’s signature. Install using all defaults.

Settings to be done in NEST/NOW

Market Watch Columns – following columns must be present in the market watch

Trading Symbol . Exchange .Series/Expiry . Instrument Name .Symbol .Option Type .Strike Price

Columns can be arranged by right- click on Column Headers and then “Reposition”.

DataTable – following columns must be present in the DataTable.

Scrip Name, "Date Time","Open,"High","Low","Close","Volume"

Column order is very important to get proper backfill from Data Table

Data for the day is available from Hourly Statistics in NSENOW and VWAP Statistics in Nest Trader.

Hourly/VWAP Statistics Columns- should be in the following order

"Start Time","Open Rate","High Rate","Low Rate","Close Rate","Differential Vol"

Column Order is important to get correct backfill.

Start NOW/NEST.

Start AmiBroker.

Start RTD app and make changes in settings: "Rename Future as" to _F1 or whatever you normally use, "Plus chart Open" to

"No". Leave rest of settings as is.

Click Save.

Close RTD app (Do not start real time feed or backfill. Do not click any other button).

Start RTD app. If Amibroker is not already open, it will be opened.

Click on "NEST Plus" or VWAP radio button. You will see a list view opened with all scrips from Active Market Watch.

Please note that only Active Market Watch is supported.for backfill. If you have multiple market watches then you will have

to select requsite market watch in terminal for backfill.

Verify that ALL scrips in Market Watch are present in RTD app list.

If all scrips are not present go to Market Watch, right click->”Refresh MarketWatch Scrips”. Page down and repeat right

click->”Refresh MarketWatch Scrips” until end of Market Watch. Click on “NEST Plus” radio button again to refresh scrips in

RTD. Verify that ALL scrips in Market Watch are present in RTD app list.

Select scrips you want to backfill/feed RT data.

Click "Start RTD".

Amibroker will now show real time charts.

Backfill:

If Backfill setting “Delete quotes” is “Yes” it will generally take a long time for backfill to complete.

If Backfill setting “Delete quotes” is “No” it will give excess volume.

See Long tutorial for possible workaround.

If you get any errors or not working as expected please post images of:

-Market Watch/DataTable Columns

-RTD settings

-RTD

-any error messages.

Also tell what is your terminal window title (excluding your id).

END of Short tutorial.

Long tutorial:

Installation Instructions

Download Ramdisk software from below link and install it. Any RAM disk software will do. However, we recommend

DataRam’s RAM disk software since it is free for first 1GB and we require only 5mb for our application.

Quote:

http://filehippo.com/download_ramdisk

RAM Disk of 5mb is more than enough.

Settings to be done in NEST/NOW terminal.

Market Watch Columns – following columns must be present in the market watch

Trading Symbol . Exchange .Series/Expiry . Instrument Name .Symbol .Option Type .Strike Price

Columns can be arranged by right- click on Column Headers and then “Reposition”.

DataTable – following columns must be present in the DataTable.

Scrip Name, "Date Time","Open,"High","Low","Close","Volume"

Column order is very important to get proper backfill from Data Table

Data for the day is available from Hourly Statistics in NSENOW and VWAP Statistics in Nest Trader.

Hourly/VWAP Statistics Columns- should be in the following order

"Start Time","Open Rate","High Rate","Low Rate","Close Rate","Differential Vol"

Column Order is important to get correct backfill.

Columns can be arranged by right- click on Column Headers and then “Reposition”

Download RTD from below link

https://www.dropbox.com/s/3dgliwcs965d4dh/Installer.exe?dl=0

Install it

Default location for install is "C:\Program Files (x86)\RTD" or "C:\Program Files\RTD"

You may click on browse and select any other folder of your choice.

After installing application in desired folder, it will ask you to extract format files to C:\Program files\Amibroker.

If you have installed Amibroker in some other folder, browse to that folder and give that.

for example, my Amibroker is installed on H drive so I have given H:\Amibroker. It is necessary that format files are extracted

into Your\Amibroker folder. Other wise you will not get Realtime quotes or backfill.

It will create Shortcut icon on Desktop

Install or reinstall from Microsoft site:

Microsoft Visual C++ 2010 Redistributable Package (x86)

http://www.microsoft.com/en*US/downl...s.aspx?id=5555

other wise you will get the following error

Settings

NEST/Now Window Title - Look at the TitleBar of NSENOW or NEST Trader Window as the case may be.

It starts with ‘Welcome’ in case of NEST Trader version above 3.10.57.99

· [Welcome is more than enough, if RTD is not detecting it, write next few words/numbers]

In case of older versions of NEST Trader, Title starts as ‘NEST Trader as shown below. In that case, you should write ‘NEST

Trader’ against this option.

Temporary CSV Folder Path – J:\rtd\

· This should be preferably a RamDrive. Give drive name for eg my ram drive is J - J:\rtd\. Give some folder name along

with it. Do not give root of the drive like R:\.

Temperory CSV files with Scrip Name will be created in the CSV folder. The application will create folder if not present and try to create an empty file in that folder. If it cannot do it due to rights /permissions issue, it will exit with error.

Plus Data table delay in Sec – 30

· Wait for mentioned Number of sec for the next try to open Plus Data table. Plus data table takes a long time to open

and then fill up the quotes in it. This option should be used to ensure that you get backfill from it.

Rename Futures as Symbol - Give whatever you want to - Mine set has _F1

· Renames the Futures Symbol as given letter | eg. Niftyjan2015 will be replaced as Nifty_F1

Renames only Futures scrips. Options and cash/equity scrips will not be renamed.

Note:- If you rename futures, then for next month future, you will have to backfill separately. For example, NIFTY14APRFUT and NIFTY14MAYFUT will both be renamed as NIFTY-F1. You will get wrong results. Hence backfill current month future -F1 and next month as -F2 separately.

Plus Chart Open - NO

· This feature will be greatly benefit for MCX Backfill because it has more data’s to load compared to equity | Yes Option

will open Plus chart Before Backfill to download data before Opening datatable for backfill

Terminal - Nest Or Now

· If you are using Nest Trader then select Nest or NOW then Select NOW

Delete Quotes - Yes [Delete Quotes while backfill for time and period set by user]

· Delete Quotes in Amibroker that was previously stored, for the Backfill Gap set by user.

Selecting “No” for this option will give excess volume.

Selecting “Yes” will generally take a long time for backfill to complete.

Note:- Deleting tick data when live feed is running takes long time because of 1 sec refresh. It is better to fill the gaps

as narrow as possible when there is network disconnection.

Suppose there is a network disconnect from 13:11:39 to 13:15:42, do backfill from 13:11:00 to 13:15:59. That way, RTD

has to delete data for 39 + 42 seconds only.

If you select ‘No’ here, previous tickdata will not be deleted. In that case, volume for tick data will be added to the

volume of Backfill data in Amibroker. Your volume will show inflated figure.

No of VWAP Get data Try – 3

· After VWAP Opened it tries (Checks) every 10 Sec for each try that data downloaded or not, and backfills once the data

downloaded in vwap |

· For MCX it may take more than 5 tries to Load Data

Min Data When Backfill – Yes

· Minimize Plus datatable and vwap statistics while backfilling.

RTDMan Update Interval – 1000

· Updates Realtime data to Amibroker for the set period 1000 = 1sec | In this case it Updates every sec data to Amibroker.

Hide RTD Backfill – Before

· Hides RTD Before backfill starts or After Backfill completed or will not hide | User may always show, hide manually RTD

or RTDMan by clicking RTD Tray icon

Update RTD / Preserve

· Don’t change this if you can’t understand or don’t know what it is! Default values Yes and 0

· Yes and 0 will delete scripts from settings.ini and update new scripts always as previous versions works.

· Update RTD = No will not Update New scripts in to settings.ini, and will run last saved scripts by clicking only START

RTD!

· Preserve Script = 4 will preserve first 4 scripts in the settings.ini, update new scripts from script 5, 6 and so on. |

· For Example 1 : If you had previously 10 scripts in settings.ini , and you want to preserve 4 then first 4 will not be

deleted and last 6 will be updated by new scripts if you are updating 6 new.

· For Example 2: If you had previously 10 scripts in settings.ini , and you want to preserve 4 then first 4 will not be

deleted, and if |you are selecting only 3 new script to update then 5,6,7 will be updated and previously saved 8,9,10 will not

be deleted automatically. You may always delete it manually if needed. There is no problem with this but be sure without

duplicate update.

To Backfill Select time in Gap from and Up To and Select Symbol click on Do Backfill.

To Start RTD feed select symbol from list and click on Start RTD.

To index Backfill Select Index from list and click on Do Backfill.

Note:- Index and VWAP only provide backfill for current day only.There no index backfill via Nest Plus DataTable.

In above image from RTD:

First button is for selecting all scrips.

Second button is for de-selecting all scrips.

Third button is to edit settings file directly (using notepad etc).

Fourth button is for Delete Ticks.Make sure at least one scrip is selected to delete tick and set data and time.

Fifth button is to restart RTD. Make sure at least one scrip is selected before clicking this button.

Setup for AmiBroker Users- Before trying anything in AmiBroker, create new database e.g. C:\AmiBroker\RTdata.

Give database folder path to create database. Thereafter, do all the settings as shown above. Those who want to combine EOD data should check against -Allow mixed EOD/Intraday data in Intraday settings.

GoTO Tools Preferences-Do settings in preferences as shown below.

Known Issues

Sometime You won't see all symbol from marketwatch list just refresh marketwatch list in NEST/Now and click next plus or

vwap in RTD again it show up

Those having 64bit OS may have some trouble in the beginning especially on Win 8.1 Pro. 2. Application did not pickup the scrip names from market watch if Nest was installed in Program Files instead of Program Files (x86) for some time. However, they started working well after reinstalling Nest. 3. If Marketwatch has more than 30 scrips, all scrips are not picked up properly. You will see gaps in the dropdown list. Solution is to make multiple groups of marketwatch and backfill one at a time. This is happening with Nest Trader /ZT especially. Right-Click on market Watch and Refresh it. Most scrips will be picked up. There is no problem with scrips that are visible so consider increasing market watch height.

4. Plus Dashboard opens instead of Datatable.

Only for those who installed Plus intraday Chart

Go to preference shortcut manager and click export and save CSV some where and open csv and look for

shift+D and modify the uMsg to 20009

Shift+P and modify the uMsg to 20002

Shift+N and modify the uMsg to 20000

There will be two shift+D modify the one near NESTPLUGIN_HOTKEYS .

Save CSV and import the same to shortcut manager and Restart Nest trader Done.

After this Shift+D will open Datatable, Shift+P will open plus chart, Shift+N will open Intraday chart.

History:

RTD V 1.23 (Current Version)

1. StartUp listview removed.

2. added support for Nest version below 3.10.57.99. (Now users have to select Above in that settings)

3. No of VWAP get data try added to index backfill.

4. Select all button will now select all the scripts but not the blank lines.

Previous Versions

RTD V 1.21

1. Show Hide RTD Fixed!

2. Delete Quote Fixed!

RTD V 1.20

Major Features Added by Josh

1. Delete tics added

2. Integrated Index backfill. It works even if Index window is not pulled out of Nest. However, Indexes should be present.

3. Fixed the issue of last Scrip not getting updated by NestPlus backfill

4. variable used without being declared removed with msg box

5. get script on start up.

RTD Version 1.15

1. Default installer path changed to Program files RTD,

2. Save database removed for running instance of amibroker (Reduce backfill time)

3. Restart RTD button added,

4. show hide instance on startup.

RTD Version 1.14

1. Preserve option for NOW Fixed!

RTD Version 1.13

1. STOP RTD Function ADDED.

RTD Version 1.12

1.Will minimize console window even installed anywhere

2.Preserve script option.

3.START RTD with saved scripts.

RTD Version 1.11

1.Vwap backfill fixed!

2.User option to hide RTD.

RTD V 1.1

1. Background backfill (use any app while back fill)

2. Delete Quote Option in settings.

3. Vwap get data try ( Tries to find that data is avail or not in vwap window after 10 sec wait period for each try.)

4. SupportUs Removed.

5. Settings improved.

6. Plus Datatable check (wrong script data will not be updated in plus backfill.)

RTD V 1.01

System tray continuous instance cleared.

start RTDMan Minimized to system tray.