Nest2Ami — 100% Free AmiBroker realtime datafeed from Nest Trader

                                                      WHAT IS Nest2Ami ?

 

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.)

Hardware / Software / OS requirements

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.