VwapBackfil.readme

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These scripts will update the running instance of AB. These scripts will obtain data from first/leftmost Tab of Market Watch. So keep that open and make it default. Else you will get error. Check the Title of your Nest Trader/NOW Window It should partially match below Preferred RamDisk folder for CSV folder path. Otherwise performance may be slow To Rename Future, you may give _F1 or F1 or anything instead of -F1. This will be appended to Symbol. If you rename futures, then for next month future, you will have to backfil sepa rately. For example, NIFTY14APRFUT and NIFTY14MAYFUT will both be renamed as NIFTY-F1. You will get wrong results. Hence backfill first as -F1 and next as -F2 separate ly. Message will popup for first scrip to enter Start Time and End Time. For example if you give 10:16:23 to 10:45:44, all ticks in AB equal to and between that time will be deleted and all ticks in VWAP stats for that time will be downloaded and imported in AB. Remember, VWAP stats is 1 min ticks so if you get a tick of 10:45:43 then that means you are actually importing data up to 10:46:42. If you give 00:00:00 as Start Time, data will be imported in TickMode 1. Entire data up to time of import will be erased. Be warned. If Data from VWAP is incomplete, you may get incomplete charts. Don't Worry. Do normal backfill from 9:15:00 again all data from VWAP will be imported. For entire day data, enter Time from 00:00:00 To 15:30. All data for day will be replaced by VWAP Stats data. NOWVwapBackfill is working beautifully. There are some hiccups in getting Nest Trader to behave.