Google Realtime Intraday Backfill Data

How to get the realtime intraday backfill data?

Many of us know that google provides 15 day intraday 1min backfill. But where is the source how the softwares like volume digger getting those backfill data?

The below link gives the realtime backfill data which most of the softwares are probably using it as a source for realtime datafeed

http://www.google.com/finance/getprices?q=RELIANCE&x=NSE&i=60&p=5d&f=d,c,o,h,l&df=cpct&auto=1&ts=1266701290218

where

q= stock symbol on Google finance
x= exchange symbol
i= interval (here 60 means 60 sec (1 minute interval))
p= no of period(here 5d denotes 5 days of data)
f= parameters (day, close, open, high and low)
df= difference (cpct is may be in % change )
auto =1,
ts = time start… if you cut the last 4 digits…the rest gives the start day in seconds

you can choose your own set of value depending upon your need.

The following link gives the 1 min Realtime data for Nifty

http://www.google.com/finance/getprices?q=.NSEI&x=NSE&i=60&p=15d&f=d,o,h,l,c,v

Using the above explanation we can build any formats(1min,5min, 15min,hourly) of real time data and can be use as a backfill
to feed charting softwares like Amibroker, Metastock, Ninja Trader etc

To get 1 min Data

http://www.google.com/finance/getprices?q=CIPLA&x=NSE&i=60&p=15d&f=d,o,h,l,c,v

To get 5 min Data

http://www.google.com/finance/getprices?q=CIPLA&x=NSE&i=300&p=15d&f=d,o,h,l,c,v

to get 15 min Data
http://www.google.com/finance/getprices?q=CIPLA&x=NSE&i=900&p=15d&f=d,o,h,l,c,v

to get Hourly Data
http://www.google.com/finance/getprices?q=CIPLA&x=NSE&i=3600&p=15d&f=d,o,h,l,c,v

want to know how to and from where to fetch intraday realtimedata feed using yahoo finance. Here is the link where the yahoo finance offers real time data updates in realtime in csv format at free of cost.

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Comments

  1. rahul says

    wonderful article… will help a lot

    can v download all nse scrips….
    what will be the google finance symbol for M&M and AREVAT&D ?

  2. CT says

    Dear Sir,

    Thank you for your wonderfull and lucid posts.

    Appreciate if you can give the link where to find the procedure
    for feeding real time google data to Amibroker.

    I have been scanning each of your page from last and have reached up to 176 but still not found the same…

    However during this scanning I have come across many posts which have
    truly enlightened me.

    I have downloaded Motivewave but find that it is slow and the data
    does not auto upload (at least today), one has to manually refresh the page to get the latest quotes and charts.

    Please let us know how to feed google downloaded as per above post to Amibroker (manually or auto)..

    Best regards,
    CT

  3. SK says

    Hi,

    Thanx for the info on how to get RT NSE data from google. Looking for a small utility which can feed this data into Amibroker RT. If someone can use his programming knowledge to write this utility, will be really helpful…

  4. Jayesh says

    Hi everyone,
    Myself Software developer I can get rtdata to be imported automatically but I do not have much idea about Amibroker and where data required to be copied or how it functions.
    Jay Shah

  5. Siva says

    Sir,

    I have installed AMIBroker and downloaded the Google 1min / 5min data but how to append this data to Amibroker database without being using ASCII Import.

    Is there any software or method exist so that once the data is downloaded it can be appended to the database.

    Thanks,
    Siva

  6. siva says

    HI Rajendran,

    Thanks for the reply.

    I have downloaded the google finance one min data, could you please explain me how to converthe Google timestam to date and time in excel.

    Thanks,

    Siva

  7. Siva says

    What is the Google Finance symbol for M&M / ArevaT&D / Cox&Kings. Because, I am unable to download intraday data for these scrips. Mainly the scrips that contains the & symbol.

    Pls help me .

    Thanks,
    Siva

  8. Kushal says

    reading the above post and comments… …

    i have one question…. does the google backfill data is only used for other softwares…

    i want to make charts in ASP.NET based on historical data… can google backfill data help me in any way….

    has any one done this before?? help will be really appreciated…

    Regards
    Kushal

  9. Milind Karpe says

    i saw on the Google , finance API going to be deprecated on Oct-2012 then, will be above link work?

    • says

      @Milind Karpe

      I too seen that message. I think API is different from the JSON datafeed. Still Iam not sure will the link cease to exit working or not after Oct 2012

  10. Mark says

    Stupid question,
    How do I interpret the date? Also seems that the smallest interval is 8sec but the data is the same as i=10. Also what is the time difference between lines? Sorry if these questions are seem simple, and thanks for the help.

  11. Prahalad Das says

    Hello Rajandran Sir,

    I have found that many companies are selling historical quotes of “FUTURE OF INDIVIDUAL STOCK” ; I think they must be bluffing as it could be approximation but for sure not authentic one.

    As future quote would have 3MONTHS contract for each stock on a given day, so which means they have to store 3 data points for every minute. If we take option into view the scenario becomes even complicated.
    SO MY WILD GUESS is that; they are bluffing about having historical data of “f&o” quotes.

    SIR, if you have seen these historical F&O from these acclaimed data provider ? Please let me know your view or your experience with historical F&O quotes.

    With Best Regards,
    -- Prahalad Das

  12. RIDDHI says

    i help this all link but gold is not show in google finance so how can i get gold realtime close in csv formet plase help me

  13. Pratik says

    Rajandran Sir,

    I am New to this Real Time Data Feed….But sir Can u tell me How to get 1 Minute Data for Nifty futures into Excel…Since i take My positions Based on Futures Price & Not on Spot…Google Finance & Yahoo Shows Spot Price…Thank you in Advance…Please Help Sir!!!

  14. Vijay says

    Hi,
    Is there a way to get this data in real time to excel? Just to calculate real time PL of futures positions.

    Is MCX, NSE CDS futures real time data available?

  15. Arpan says

    I ‘ve used Google Finance to download realtime data. But what I want from datafeed is last 1 minute data, for ex. if there is a data of 1 whole day which is around 374 lines, I just want last 1 line and not all the lines. Or is it possible to extract a particular time line (i.e. 12.30 minute) from Google finance. I mean olny one line and not the full data from 9.15 to 12.30

  16. Keerthi says

    Please note that the data is returned in CHLO format rather than OHLC immaterial of the order of parameters passed.

  17. John says

    Hi, Where to get the volume information. The link mentioned gives only the price data but no volume information. Please guide us where we can get volume information similar to price information for intraday

    Thanks-JOHN

      • John says

        Is there a way to generate a bhavcopy of all nse stocks for today(current day) at particular time say 3.00pm. basically i need open,high,low,close,vol of all nse stocks around 3pm. ie it should have the open, high,low,close and volume of that day till 3pm.
        Pls tell me if there is a way. thank you in advance

        • says

          John,
          Bhavcopy is generated by NSEindia website. If you need to get the OHLC values around 3p.m one way is to get the realtime data for NSE Cash market and other way is to get the data from your trading terminal like NEST or ODIN or NSENOW.

    • John says

      hello rajendran,
      I need a small help in creating a simple afl in amibroker for my requirement. Idont know writing afl language, I found 3/10 oscillator afl from net.
      _SECTION_BEGIN(“My 3/10 Osc”);
      m=MA(Close,3)-MA(Close,10);
      Plot( m, “My 3/10 Osc”, colorRed );
      s=MA(m,16);
      Plot(s,”Signal”,colorBlue);
      Plot(0,””,colorWhite,styleDashed);
      _SECTION_END();

      My requirement is:
      1. afl should be able to help in scanning and exploring list of stocks that had positive and negative crossover. witth heading ” cross over” and results as ” positive crossover” “negative cross over”
      2.There should be an option to find out where the previous cross over occurred. Was it above zero line or below zero line. In scanning and exploring results I would like to have two column displaced with “previous cross over” as heading and results as “above zero line” “below zero line”
      3. I want create a green arrow in positive cross over and red arrow in negative cross over in chart.

      It would be of great help if you could write it for me. I hope it would not take more than a minute for you.

      Thank you very much in advance

  18. John says

    Hello Rajendran,
    Where can I get the information of Circuit limits of different stocks. say if I want to find out all NSE stocks that are with 20% circuit limit, where can I see. Checking each and every stock seperate is tedious and getting to know after hitting 20% upper circuit limit is missing a rally. Please let me know if you have any idea. Thanks
    -JOhn

  19. John says

    Rajenran,
    Can you please tell me the afl to scan 50 DMA
    and also please guide me on which parameter do i need to change to scan for 30 DMA/100DMA/200DMA from the afl of 50DMA afl. It would be really great if you could reply as early as possible. Thanks

  20. Anurag Prasad says

    I think something weird happens when I change the interval parameter in the query. If you notice the last entry, the OHLC values remain the same even after changing the interval. I don’t see why this should be like that.

    Maybe I am not able to understand the exact meaning of column one.

    Also I need Real Time feed. How do i get that done? Do you guys sell “just” the real time data. I don’t need a software. I just need a csv/excel file.

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