Saturday, December 15, 2007

How to get FOREX quotes from MSN into Amibroker via Amiquote

Amiquote is equipped with an automated download of FOREX from FORAM but only has the majors. I''m interested in USDCAD so this isn't the best solution for me. Yahoo seems to offer only current day. So I tried MSN. I used MSN to download EOD FOREX data and noticed that the USDCAD pair was inverted, as was the CADUSD pair. So I went the next step and obtained a list of currency pairs. I'll list the pairs and then some instructions on how to configure Amibroker/Amiquote to auto download. Some pairs included here are useless, so you might want to trim your database once you've completed this. Then I configured the Amiquote translation table to relate the proper data to the symbols the way it should look. Here are the instructions on how to do this.

Here are the pairs, import this list into Amibroker. Import using "Import Wizard" select the file and set the window up like this screen shot.




Now you have a populated database in Amibroker, but it's empty. Next, click "Tools" "Auto Update", Amiquote opens. Select MSN as the datasource. In AMiquote Select "Tools" Symbol Translation", select "MSN Historical" and copy the following list to the clipboard and paste into the translation table in Amiquote as shown below. Hit OK and select the dates you want to import, then start the download. If you go to far back it will only give you monthly data, so do a long term and then a short term download. You can even try to get data for something like 2005 to 2006 and see if it give you finer resolution.


Copy this list into Amiquote translation table for MSN


AUDCAD,/CADAUD
AUDCHF,/CHFAUD
AUDEUR,/EURAUD
AUDGBP,/GBPAUD
AUDHKD,/HKDAUD
AUDJPY,/JPYAUD
AUDNZD,/NZDAUD
AUDSGD,/SGDAUD
AUDUSD,/USDAUD
CADAUD,/AUDCAD
CADCHF,/CHFCAD
CADEUR,/EURCAD
CADGBP,/GBPCAD
CADHKD,/HKDCAD
CADJPY,/JPYCAD
CADNZD,/NZDCAD
CADSGD,/SGDCAD
CADUSD,/USDCAD
CHFAUD,/AUDCHF
CHFCAD,/CADCHF
CHFEUR,/EURCHF
CHFGBP,/GBPCHF
CHFHKD,/HKDCHF
CHFJPY,/JPYCHF
CHFNZD,/NZDCHF
CHFSGD,/SGDCHF
CHFUSD,/USDCHF
EURAUD,/AUDEUR
EURCAD,/CADEUR
EURCHF,/CHFEUR
EURGBP,/GBPEUR
EURHKD,/HKDEUR
EURJPY,/JPYEUR
EURNZD,/NZDEUR
EURSGD,/SGDEUR
EURUSD,/USDEUR
GBPAUD,/AUDGBP
GBPCAD,/CADGBP
GBPCHF,/CHFGBP
GBPEUR,/EURGBP
GBPHKD,/HKDGBP
GBPJPY,/JPYGBP
GBPNZD,/NZDGBP
GBPSGD,/SGDGBP
GBPUSD,/USDGBP
HKDAUD,/AUDHKD
HKDCAD,/CADHKD
HKDCHF,/CHFHKD
HKDEUR,/EURHKD
HKDGBP,/GBPHKD
HKDJPY,/JPYHKD
HKDNZD,/NZDHKD
HKDSGD,/SGDHKD
HKDUSD,/USDHKD
JPYAUD,/AUDJPY
JPYCAD,/CADJPY
JPYCHF,/CHFJPY
JPYEUR,/EURJPY
JPYGBP,/GBPJPY
JPYHKD,/HKDJPY
JPYNZD,/NZDJPY
JPYSGD,/SGDJPY
JPYUSD,/USDJPY
NZDAUD,/AUDNZD
NZDCAD,/CADNZD
NZDCHF,/CHFNZD
NZDEUR,/EURNZD
NZDGBP,/GBPNZD
NZDHKD,/HKDNZD
NZDJPY,/JPYNZD
NZDSGD,/SGDNZD
NZDUSD,/USDNZD
SGDAUD,/AUDSGD
SGDCAD,/CADSGD
SGDCHF,/CHFSGD
SGDEUR,/EURSGD
SGDGBP,/GBPSGD
SGDHKD,/HKDSGD
SGDJPY,/JPYSGD
SGDNZD,/NZDSGD
SGDUSD,/USDSGD
USDATS,/ATSUSD
USDAUD,/AUDUSD
USDBEF,/BEFUSD
USDBRL,/BRLUSD
USDCAD,/CADUSD
USDCHF,/CHFUSD
USDCNY,/CNYUSD
USDDKK,/DKKUSD
USDESP,/ESPUSD
USDEUR,/EURUSD
USDFIM,/FIMUSD
USDGBP,/GBPUSD
USDHKD,/HKDUSD
USDIDR,/IDRUSD
USDINR,/INRUSD
USDITL,/ITLUSD
USDJPY,/JPYUSD
USDKRW,/KRWUSD
USDMXN,/MXNUSD
USDMYR,/MYRUSD
USDNLG,/NLGUSD
USDNOK,/NOKUSD
USDNZD,/NZDUSD
USDPHP,/PHPUSD
USDPTE,/PTEUSD
USDRUB,/RUBUSD
USDSEK,/SEKUSD
USDSGD,/SGDUSD
USDTHB,/THBUSD
USDTWD,/TWDUSD
USDZAR,/ZARUSD


Let me know if the data looks right to you, or if I'm doing this backwards. If you want the database, it is a 4 meg zip file, send me an email.

Disclaimer

The information presented on this site is for educational and entertainment purposes only. This site contains no suggestions or instructions that you must follow, do your own research and due diligence before committing your cash to the markets. Your on your own.