Zerodha’s Pi platform contains 120 days of continuous intraday data. You can see this 90 days continuous chart in the ZERODHA PI platform. This continuous intraday data is also called IEOD. IEOD is the short form of Intra-EOD. Means its an intraday data but you get access to it only end of day (EOD). But this IEOD data is specifically helpful if you want to backtest in advanced platforms like Amibroker. So, I have provided a step-by-step guide on how you can import this IEOD data from Zerodha Pi to Amibroker. First if you do not have Zerodha Pi, apply immediately HERE.
Now once you have access to Zerodha Pi, run Pi platform. ogin with your id and password, answer the security questions and Pi will be logged in. Now, open your market watch. Add the scrip whose IEOD data you want to import in the marker watch. Lets take Reliance share for this purpose.
Now once Reliance scrip is added in the market watch, select tRhe scrip, right click and click CHART OR press Shift+C in keyboard. This will open RELIANCE-EQ chart dialogue.
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.
Now the chart is opened lets import the chart from Zerodha Pi to Amibroker. Right click on the chart, select Save Chart and select Save Chart Data To Excel.
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), so first we need to detach time from date.
First make a blank column on right to column A. This will be new column B. Select the date column and click Data –> Text To Columns. Select Fixed Width radio button and click Next.
Click Next again, make sure the General radio button is selected and click Finish.
Now, the time column will be seperated in column B. Change the column B header at Time. Just one more step in this excel, select the column A, right click –> Format Cells and change it as date as shown below. This will remove the excess 00:00 type figures after the dates.
Save the excel file, it will ve saved as Reliance-EQ.csv in /Zerodha/Pi/Exported folder. The data export from Zerodha Pi to excel is complete.
Now its time to import the data from Zerodha Pi to Amibroker. Run Amibroker. Create a new database as base time inverval 1 minute, data source local database and number of bars 100000.
Now in Amibroker click File –> Import Wizard. Pick the Reliance-EQ.csv file and click Next. In columns in define fields window select DMY, Time, Open, High, Low, Close, Volume and skip first 1 line (this will skip the excel header row). Click next.
Check “Add current settings to ASCII importer definitions”, put description as Zerodha Pi IEOD and name format file at ZerodhaPi-IEOD.format. Click FINISH.
Now you are done. You can see Reliance-EQ IEOD data in 1 minute format in your Amibroker as shown in the image below.
This method of data import from Zerodha Pi to Amibroker is a bit tedious. But considering the high cost of IEOD data I suggest to take the pain. After all the imported data will be of high quality and you can do jobs like backtesting your strategies in Amibroker. You can try this strategy on any future OR commodity also.
I have also uploaded the full process in youtube video. Watch the first part of the video below:
Watch the second part of the video below:
Time here is in 24 hour format..where data imported from pi is in a.m and p.m..not able to import..do we need to format time columa also
Bijoy you can change the time format from 24 hours to 12 hours from your windows time and date settings. Rest you follow my other steps. It should work. If not let me know.
Hey Indrajit
Thanks buddy. so nice of you.
One quick point – everyday i have to do the settings in excel sheet? Is there any way to save the settings and all charts in PI?
Pl help
Saee, no gain without pain. In fact, you can save only the Amibroker format once for regular use. The excel part you need to do buddy manually every day. This much pain we need to take in order to avoid the costly Amibroker real time data costs. 🙁
Use Comma or Space in Separator ( $SEPARATOR “, ” ) while Amibroker Import Wizard to skip everyday Excel setting for Date & Time separating.
Dear Inderjeet, I really appreaicte your support on this platform. I have been downloaded Nifty50MW as Link to Excel fro Zerodha Pi. But all data appear as #NA. Could you help me or share details with me on my email. Thanks for your valuable suppport .
Sombir, you can follow this video.
Is it possible to extract data for a group of stocks at a time like Nifty 50, Nifty Auto, Nifty FMCG etc ?
Venkatesh, for that you need to work very hard. You need to do that one by one. Why not subscribing to a data vendor?
Hello Indrajit
First of all fantastic work for guiding naive users to this technique. I have followed all your steps carefully and got some candles for stock, however the time that is displayed in amibroker is not correct. The last candle time, I am getting as 12.59.59 PM. I am using 15 mins chart setup.
I have checked my windows time, it is 12 hours only.
Could you please help to resolve this?
Check your database settings. Check in other time frames, like 1-min, 5-min etc. Make sure you try this after the market hours so that you get candles up to 03:30 PM.
hi Indrajit Sir i tried this method and it worked but unfortunately i have some past excel data which are saved in 12HR time format. I need to import them and problem comes when i can’t separate AM/PM.Help me in this
Mayank change the time format in your windows date and time settings. Any past data will be automatically converted. Logically, you should not face any issue on that.