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Re: [amibroker] importing ASX data: Stocks vs Options/Warrants



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Hi All,

For some time I've been deleting ASX options and warrants after their
import into AB's database, since I felt there was little need to
handle them if I didn't intend to trade them. For one reason or
another I've decided to start keeping them, but am finding the manual
job of sorting them into separate groups from Stocks extremely tedious
(Symbol/Organize assignments). This raises two questions:

1) Is it acceptable practice to sort both Options and Warrants into
one group and Stocks into another, or is it more desirable to also
split Options and Warrants into their own separate groups (for
scanning as distinct entities due to predictable differences in
behaviour or handling etc)?

2) Tomasz provided a script (attached) some time ago with which to
delete ASX warrants and options, since it filters based on the number
of characters in the symbols name (ASX stocks have 3 character codes,
options and warrants have 6 characters) before deleting the latter. I
presume this script could be modified to perform a groupID change
(rather then DELETE) if the first scenario above was deemed
acceptable. I also presume it could even be modified to separate
options and warrants given that warrants (as far as I know) contain
"W" as the fourth character in their codes, if the second scenario
above was deemed preferrable. Unfortunately, after looking at the
attached script and the documentation, I can see I'm a long way off
from learning the solution that way. I thought there had been previous
discussion on this issue quite some time ago, but Yahoo searches have
come up empty. I'm very curious to know what other ASX users are doing
the handle this issue, what solutions you may have in place, and what
comments you care to make about this issue in general.

Any and all feedback greatly appreciated.

Regards,

      Mark









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