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export EOD IEOD to csv/text file - Updated for Amibroker (AFL)

Rating:
5 / 5 (Votes 1)
Tags:
amibroker, export

Updated By Abhishek Gupta 27 Feb 2014
Added date filter to export data between a range only
Added text files working
Removed file division

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Indicator / Formula

Copy & Paste Friendly
// By Barry Scarborough 7/14/2008, updated to handle large files 8/30/08,

// Updated By Abhishek Gupta 27/02/2014
// Added date filter to export data between a range
// Added text files working
// Removed file division
// V: 2.0

// Updated
// #### READ THIS FIRST #### READ THIS FIRST #### READ THIS FIRST #### READ THIS FIRST #### READ THIS FIRST ####
// Export intraday and EOD data to .csx/.txt files 
// One file for each stock but the symbol name must be a valid Microsoft file Name OR you will have to modify it, see code below to change Name
// This will create a directory C:\AmiBackup
// Select your symbols to export with the "Apply to" filter in Analysis window, to save data base use all symbols AND all quotes or quotes from the period you want to backup
// Make sure the chart is on the period you want to save 
// Select the same timeframe period you want to save as using the Analysis "Settings"
// Press Scan button
// 

// created a directory on your C drive named AmiBroker data backup
dayhours = ParamToggle("Day hours only", "No|Yes", 0);
filetype	= ParamList("File type", "csv,txt", 0);
startyear	= Param("Start year", 2010, 2000, 2050, 1);
startmonth	= Param("Start month", 1, 1, 12, 1);
startday	= Param("Start day", 1, 1, 31, 1);
endyear	= Param("End year", startyear+1, 2000, 2050, 1);
endmonth	= Param("End month", 1, 1, 12, 1);
endday		= Param("End day", 1, 1, 31, 1);
startdate	= startyear*10000 + startmonth * 100 + startday;
enddate	= endyear*10000 + endmonth * 100 + endday;

fmkdir("c:\\AmiBackup\\");
SetBarsRequired(100000,100000);
lname = Name(); // gets the name of the symbol
// note: if you have names with invalid characters like / you must rename the file before you try to create a Name 
// add an IF line for each symbol you need to rename
if (lname == "ER2U8-GLOBEX-FUT") lname = "ER2U8";

fh = fopen( "c:\\AmiBackup\\" + lname + "." + filetype, "w"); 
if( fh ) { 
	if(Interval() == inDaily OR Interval() == inMonthly OR Interval() ==inWeekly) {
		fputs( "Ticker,Date,Open,High,Low,Close,Volume \n", fh );
	   	for( i = 0; i < BarCount; i++ ) { 
 		  	y = Year(); 
 		  	m = Month(); 
		   	d = Day(); 
			if (startdate<= y[i]*10000 + m[i]*100 + d[i] AND y[i]*10000 + m[i]*100 + d[i] < enddate) {
				fputs( Name() + "," , fh );
   			   	//ds = StrFormat("%02.0f%02.0f%02.0f,", m[ i ], d[ i ], y[ i ] ); 
				ds = StrFormat("%02.0f%02.0f%02.0f,", y[ i ], m[ i ], d[ i ] );
	   	   		fputs( ds, fh ); 
		      	qs = StrFormat("%.2f,%.2f,%.2f,%.2f,%.0f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i ],V[ i ], OpenInt[ i ] );
      			fputs( qs, fh ); 
			}
		}
	} else { // intraday so add time field
		//fputs( "Ticker,Date,Time,Open,High,Low,Close,Volume \n", fh );
		fputs( "Ticker,Date,Time,Open,High,Low,Close,Volume,O/I \n", fh ); 
 	  	y = Year(); 
 	  	m = Month(); 
	   	d = Day(); 
	   	r = Hour();
	   	e = Minute();
	   	n = Second();
   
	   	for( i = 1; i < BarCount; i++ ) {
			if (startdate<= y[i]*10000 + m[i]*100 + d[i] AND y[i]*10000 + m[i]*100 + d[i] < enddate) {
				if (dayhours AND LastValue(TimeNum()) >= 91500 AND LastValue(TimeNum()) <=153100) {
					fputs( Name() + "," , fh );
					//ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
	 		   	  	ds = StrFormat("%02.0f%02.0f%02.0f,", y[ i ], m[ i ], d[ i ] );
   				   	fputs( ds, fh ); 
 
  	   		 		ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ], e[ i ], n[ i ] ); 
  	    			fputs( ts, fh ); 

	 	     		//qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i ],V[ i ] ); 
		 	     	qs = StrFormat("%.2f,%.2f,%.2f,%.2f,%.0f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i ],V[ i ], OpenInt[ i ] );
			      	fputs( qs, fh ); 
				}
				if (!dayhours) { 
					fputs( Name() + "," , fh );
					//ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] );
	 		     	ds = StrFormat("%02.0f%02.0f%02.0f,", y[ i ], m[ i ], d[ i ] );
   				   	fputs( ds, fh ); 
 	
  		    		ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ], e[ i ], n[ i ] ); 
  	   		 		fputs( ts, fh ); 

					//qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i ],V[ i ],OpenInt[i] ); 
	 	     		qs = StrFormat("%.2f,%.2f,%.2f,%.2f,%.0f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i ],V[ i ],OpenInt[i] ); 
			      	fputs( qs, fh ); 
				}
			}
 	  	} 
	}
   	fclose( fh ); 
} 

Buy = 1;

7 comments

1. fansami

can I import intraday and EOD data ( .csx/.txt files )to ami database?Thank you, Sir.

2. Divyesh

will this .TXT can be imporder to Advanced GET ?

3. abhig10

@Fansami – That facility is already inbuilt into amibroker.

@Divyesh – I have no knowledge about Advanced GET.

4. radiosilk

Thanks a lot, Abhishek for making this available.

5. radiosilk

Hi Abhishek,

when i change the drive (as i have to save files elsewhere) it only creates directory and no file is seen in the directory.

Also, the formula is not exporting according to date selected in param window (tried with dates selected in param window as well as in Automatic Analysis window). I changed the directory back to default C:Amibackup (as you have given in formula above).

When i selected 25june14 to 4 july 14 — i got files with start date as 23june 14 and end date seen as 2july14.

Any clues about these bugs ?

Thanks for your efforts.

6. suvrow

Sorry, it only creates directory and no file is seen in the directory.

7. anggitw

Hi Abishek,
this is very good afl, thank you for sharing!
Now I need to export all stock data of 1 day only to 1 file. Please advise how to do that.
Thanks!

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