Register File Sharing Journals Chat Room FAQ Calendar Mark Forums Read

Advertisement







Search Forums
 
» Advanced Search

Reply
 
Thread Tools Display Modes
Old 30-05-2003, 22:08   #1
nalgrim
Super Moderator
 
nalgrim's Avatar
 
Join Date: Dec 2002
Posts: 115
Downloads: 0
Uploads: 0
Rep Power: 0nalgrim is an unknown quantity at this point
download excel historical data

I wrote a program that downloads historical data for 1 minute, 5 minute, 15 minute, 30 minute and 1 hour chart data. It then can automaticallly save to an Excel file, formatted and ready to use in whatever devious and new systems you have devised

I use Excel for a lot of things, and having historical data integrated like this saves time and lets me focus more on new and interesting formulas and calculations.

If you're interested in this program, you can get it at here at this URL. . It supports quite a few currency pairs and the downoads are reasonably fast on a DSL line, but it also depends on how *much* data you're downloading at a time.

http://naxi.brinkster.net/fxsignal/fxexcel.htm

Let me know if you find this program useful...

Andrew
nalgrim is offline   Reply With Quote
Old 04-06-2003, 12:50   #2
WarEagle
level 1
 
Join Date: Jan 2002
Location: USA
Posts: 44
Downloads: 0
Uploads: 0
Rep Power: 0WarEagle is an unknown quantity at this point
I looked at your website and it looks like an interesting program. I use TradeStation 2000i and have been looking for a source of historical forex data. I have never imported data from Excel into TS but I am pretty sure that it can be done.

What source do you pull the data from? Its important that it be reliable and be there in the future.

Any other good sources of historical forex data? I use Esignal for my equities trading and I see they have forex but I didn't see how far back their history went.

Thanks.
WarEagle is offline   Reply With Quote
Old 04-06-2003, 22:42   #3
chaos
level 3
 
Join Date: Jan 2003
Posts: 111
Downloads: 2
Uploads: 0
Rep Power: 0chaos is an unknown quantity at this point
Use Excel to import free EOD quotes from the Web

WarEagle,

For end of day quotes on the majors, just plop this in an Excel module and run the macro. Quotes will be retrieved fom Global-view.com. I got it from one of the Excel wizards at MrExcel. Reliable quotes and totally free.


Sub GetWebData()
Application.ScreenUpdating = False
ActiveWorkbook.Worksheets.Add
With ActiveSheet.QueryTables.Add(Connection:= _
"URL;http://global-view.com/fxhist.TXT", Destination:=Range("A1"))
.Name = "fxhist"
.FieldNames = True
.RefreshStyle = xlOverwriteCells
.SavePassword = False
.SaveData = True
.Refresh BackgroundQuery:=False
End With
Range("A1", Cells.Find(What:="History", After:=ActiveCell, LookIn:=xlFormulas, _
LookAt:=xlPart, SearchOrder:=xlByRows, SearchDirection:=xlNext, _
MatchCase:=False).Offset(-1)).EntireRow.Delete
Range("A:A").TextToColumns Range("A1"), xlDelimited, Space:=True, ConsecutiveDelimiter:=True
Cells.EntireColumn.AutoFit
On Error Resume Next
Range("A:A").SpecialCells(xlCellTypeBlanks).Delete xlShiftToLeft
Application.ScreenUpdating = True
End Sub
chaos is offline   Reply With Quote
Old 05-06-2003, 11:40   #4
WarEagle
level 1
 
Join Date: Jan 2002
Location: USA
Posts: 44
Downloads: 0
Uploads: 0
Rep Power: 0WarEagle is an unknown quantity at this point
Wow Chaos, thanks!

It works great. Does that site provide any intraday data or just the daily? I was able to get 3 months of intraday data from Esignal, but am still looking for more for testing purposes. Right now I am testing on 30 min bars.

Thanks again!
WarEagle is offline   Reply With Quote
Old 05-06-2003, 12:11   #5
chaos
level 3
 
Join Date: Jan 2003
Posts: 111
Downloads: 2
Uploads: 0
Rep Power: 0chaos is an unknown quantity at this point
Hi WarEagle,

Welcome to MoneyTec. I've seen your handle over at ET. Unfortunately, I don't know where you can get intraday data. My focus is on EOD so I've never needed to source intraday myself.

There must be some members here who do know, however. Perhaps do a search, since this question must have come up before. Or you could post a new thread with the question in the title so everyone sees it.

Good luck!

chaos
chaos is offline   Reply With Quote
Old 05-06-2003, 12:16   #6
chaos
level 3
 
Join Date: Jan 2003
Posts: 111
Downloads: 2
Uploads: 0
Rep Power: 0chaos is an unknown quantity at this point
Oh, as to your question about intraday data at G-V. I just don't know - never looked.
chaos is offline   Reply With Quote
Old 05-06-2003, 12:18   #7
WarEagle
level 1
 
Join Date: Jan 2002
Location: USA
Posts: 44
Downloads: 0
Uploads: 0
Rep Power: 0WarEagle is an unknown quantity at this point
Ok, thanks! I appreciate your help.

Are you the same chaos as on ET?
WarEagle is offline   Reply With Quote
Old 05-06-2003, 12:34   #8
chaos
level 3
 
Join Date: Jan 2003
Posts: 111
Downloads: 2
Uploads: 0
Rep Power: 0chaos is an unknown quantity at this point
The one and only (as far as i know )

check your pm
chaos is offline   Reply With Quote
Reply


Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

vB code is On
Smilies are On
[IMG] code is On
HTML code is On
Forum Jump