Excel Price Feed includes the ability to download historical data (open, high, low, close, volume) to a .csv (comma separated) file. This is a very useful feature if you are using software such as AmiBroker and would like to use IG Index / Markets prices for analysis, backtesting etc.
To get started, launch the Configuration Pane, select the IG Index tab, then the "Download Historical Prices" tab:
The download process will download historical data for all instruments in the selected watchlist. You can use one of the pre-built IG watchlists or create your own on the IG web platform to include only instruments you are interested in.
Next, you need to specify the type of data you wish to download:
Press the "Save To CSV" button and the requested historical data will be downloaded from IG Index. Once downloaded a file browse window will open where you can specify the file name and location of the csv file (you can either select an existing one to overwrite or a new one).
The contents of the .csv file will look something like this when opened in Excel:
Details about your data allowance will also be updated:
You can now use the AmiBroker ASCII importer function to import the downloaded .csv file of IG prices into AmiBroker:
Ensure you have the "Skip first lines" option set to 1 so the column headers are ignored.
Also, if you are downloading data with a resolution lower than daily, for example hourly, then esnure you map the additional time column.
Once you have used the Import Wizard to create the import definition you can re-use it next time to quickly update your AmiBroker historical data with IG prices.