Import IEOD Data from Zerodha Pi to Amibroker using Excel

Zerodha’s Pi platform contains 120 days of continuous intraday data. This continuous intraday data is also called IEOD. IEOD is the short form of Intra-EOD. This means it’s Intraday (I) real-time quotes but you get access to it only end of the day (EOD). But this IEOD data is specifically helpful if you want to backtest in advanced platforms like Amibroker. Hence, in this post, we will provide a step-by-step guide on how you can import this IEOD data from Zerodha Pi to Amibroker.

Steps to Import IEOD Data from Zerodha Pi to Amibroker

Step 1: Get access to Zerodha Pi

First, if you do not have Zerodha Pi, apply immediately HERE.

Step 2: Run the Pi platform

Once you have access to Zerodha Pi, run Pi platform. Login with your id and password, answer the security questions and Pi will be logged in.

Step 3: Open the market watch and add the scrip

Open your market watch. Add the scrip whose IEOD data you want to import in the market watch. Let’s take Reliance Industries’ share for this purpose.

Step 4: Open RELIANCE-EQ chart dialogue

Once Reliance scrip is added to the market watch, select the scrip, right click and click CHART OR press Shift+C on the keyboard. This will open the RELIANCE-EQ chart dialogue.

Step 5: Select the chart parameters

In the chart parameters select Periodicity = Minute, Interval = 1, Days = 120 and click OK.

This will open Reliance Equity’s 1-minute interval continuous chart for 120 days.

Step 6: Save chart data to Excel

Now the chart is opened, let’s import the chart from Zerodha Pi to Amibroker. Right-click on the chart, select Save Chart and select Save Chart Data To Excel.

Step 7: Detach time from date

As this is large data, this will take some time and the Excel file will open. The Excel file will have 6 columns – Date, RELIANCE-EQ O, RELIANCE-EQ H, RELIANCE-EQ L, RELIANCE-EQ C, RELIANCE-EQ V. Now the date column contains time also (like 08-03-2017 15:29). Therefore, first we need to detach time from date.

Step 8: Separate the time column

First, make a blank column on the right to column A. This will be a new column B. Select the date column and click Data –> Text To Columns. Select the Fixed Width radio button and click Next. Click Next again, make sure the General radio button is selected, and click Finish.

Step 9: Change the column header and format the date column

Now, the time column will be separated in column B. Change the column B header at Time. Just one more step in this Excel, select column A, right click –> Format Cells, and change it to date as shown below. This will remove the excess 00:00 type figures after the dates.

Step 10: Save the IEOD data Excel file

Save the Excel file, it will be saved as Reliance-EQ.csv in /Zerodha/Pi/Exported folder. The data export from Zerodha Pi to Excel is complete.

Step 11: Import data to Amibroker

Now it’s time to import this ASCII data from Zerodha Pi to Amibroker. Run Amibroker. Create a new database with a base time interval of 1 minute, data vendor” Zerodha, and symbol as RELIANCE-EQ.

Once you have created the database, click File –> Import ASCII. Browse and select the exported Reliance-EQ.csv file and click Open.

Step 12: Map the fields

Once you click Open, a new window called ASCII Import Wizard will open. In this window, select “Comma” as a delimiter and click Next. In the next window, map the fields as shown in the image below and click Next.

Step 13: Save ASCII importer settings

In the next window, you can save the ASCII importer settings as shown in the image below, and click Next. In the last window, just click Finish.

Step 14: Verify the IEOD data we got from Zerodha Pi to Amibroker

Finally, now the data is imported, and you can verify it by clicking View –> Symbol. Select RELIANCE-EQ and check if the data is imported correctly.

Video Tutorial

I have also uploaded the full process in the youtube video.

Part 1: Introduction to Importing IEOD Data

Firstly, watch the first part of the video below:

Part 2: Step-by-Step Guide to Importing IEOD Data

Last but not the least, watch the second part of the video below:

Conclusion

In this post, we have provided a step-by-step guide on how you can import IEOD data from Zerodha Pi to Amibroker. This IEOD data is specifically helpful if you want to backtest in advanced platforms like Amibroker. By following the above steps, you can easily import IEOD data from Zerodha Pi to Amibroker and use it for backtesting. However, after Zerodha has phased out Pi to promote Kite, you need to use other methods like Python to import this IEOD data.