Historic Market Data
Importing into Amibroker



We need to import our newly download/converted historic market data. For more information regarding the setup of import formats other than what is shown here, Please refer to the Amibroker documentation or online user support facilities.




Setup the Market Data Import Format in Amibroker

Locate the import.types.add file in the Mkt Data Archive.

Locate the import.types file in your Amibroker/Formats directory (ie. Amibroker install location).

Copy the line from import.types.add and paste it into the import.types file.

Now copy the MktD_INT_Import.format file to the Amibroker/Formats directory.





Import the data into Amibroker

Load Amibroker.

Select File/Import ASCII from the menubar.

Select Market Data INT from the file types.

Locate/Select your converted Market Data files.

Select Open to import.

Go to menu
Symbol/Organise Assignments and push MktD tickers into their appropriate categories.







Errata on Ascii-data to Amibroker format conversion

Ascii-Data → Amibroker Format:

Ticker

Date

Open

High

Low

Close

Volume

Skip

Ticker

Date

Price

DebEq

EPS

NTA

Mcap/1k

Mcap



Ticker FORMAT = TICKER-MktD

Eg. BHP-MktD



Date FORMAT = YYYYMMDD

Eg. 20050313





Example:
Code-MktD,Date,Price,DebEq,EPS,NTA,MCap/1k,MCap
AAC-MktD,20050527,1.475,71.9,15.8,2.03,366611,366611851
AAE-MktD,20050527,0.22,29.9,-3.1,0.15,5112,5112020
AAI-MktD,20050527,39.99,102.1,208.64,0,34632093,34632093492
AAM-MktD,20050527,0.23,1.5,-1.1,0,7178,7178455
AAQ-MktD,20050527,0.67,14.4,-2.77,0.09,23579,23579592
AAR-MktD,20050527,0.023,0,-0.42,0,8280,8280000
AAT-MktD,20050527,0.165,117.7,2.7,0.08,114535,114535965
AAU-MktD,20050527,0.74,3.5,7.89,0.19,46269,46269685
ABB-MktD,20050527,5.99,58.9,34.6,3.22,836276,836276347
ABC-MktD,20050527,1.75,0.4,15,0.86,948768,948768742