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: