Importing 5 minute Historical Data from Stooq to Amibroker --> Help

Stooq is a great place for free 5 minute intraday data (http://stooq.com/db/h/)

I am having issues uploading the data to Amibroker. I tried both Metastock and ASCII. Neither with any luck.

Does anyone know what the problem could be?

 

5-min is not good enough. Try with IQ-feed

 

Sorry could you reword that. What do you mean by 5 min is not good enough

 

Sorry I can't say more or I would reveal too much of my edge.

 

It's you.

Import works without problems. Have you realized that you have to unzip the archives?

 

Look, it is pretty simple

First you choose File>Import wizard to create a format file for Stooq 5 min data.
I have used timeshift as described by AB here http://www.amibroker.com/kb/2014/10/25/how-to-correct-forward-looking-timestamps/ since Stooq.com use forward looking timestamps also.



Then for all subsequent imports you choose File>Import Ascii and choose the previously created data format "Stooq5min".

If you are advanced you may create an auto import script.

 

You may even import Stooq EOD into same symbol.
You have to activate Allow mixed data in File>Database settings> intraday settings


Then it will use the imported EOD data if you set timeframe >= daily.
If you set to intraday timeframes it will use the imported intraday data.

To import EOD from Stooq

 

This needs to be pinned to the top of the forums. Thank you so much! I am sure this will help anyone using amibroker and stooq in the future!

 

Don't over-egg the pudding.

One additional note though in case you want to import/use EOD data from Stooq (or any other off-line or streaming data source) too then you need to do EOD import just once because since you import intraday data also then in addition that intraday data will fill EOD bars of timestamps not being filled by EOD data if setting to timeframe >= daily.

Example, suppose you have imported EOD data of symbol X from 2000 to October 31st 2014. Now if you just stop EOD import for all subsequent imports after Oct 2014 to the same symbol but only continue to import 5min data from November and onwards then that data will also fill the EOD bars starting from Nov 1st onwards and will show up together with the imported EOD data from 2000 to end of Oct.

 

Great stuff MST.

Question. When I did as you typed for 5 min data, and the time shift, when I place the cursor over the first 5 min candle, the time reads 22:49:59 PM. What timeshift would I need to make this 9:34:59 AM (EST)?