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



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Graham,
 
Thanks for that suggestion, it 
sounds like an interesting alternative to what I was thinking of 
doing. Are you able to fill me in on how you go about "filter(ing) my 
incoming data download" to achieve this end?
 
(One of the reasons I started 
looking for alternatives was that Tomasz' delete script also deletes existing 
composites, which I would prefer to keep with their descriptive names, making 
pre-filtering more desirable)
 
Mark
 
 
<SPAN 
class=868034201-05102002>> Mark> 
What I have done is filter my incoming data download into 
separate> databases as I only trade 
shares and warrants. The options do not> 
download at all.> I then 
have separated databases in Amibroker for shares/indices, and<SPAN 
class=868034201-05102002>> another for warrants.<SPAN 
class=868034201-05102002>> Graham

<BLOCKQUOTE 
>
<FONT face=Tahoma 
size=2>-----Original Message-----From: kaveman 
[mailto:kavemanperth@xxxx]Sent: Saturday, 5 October 2002 
11:34 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: 
[amibroker] importing ASX data: Stocks vs 
Options/WarrantsHi All,For some time I've 
been deleting ASX options and warrants after theirimport into AB's 
database, since I felt there was little need tohandle them if I didn't 
intend to trade them. For one reason oranother I've decided to start 
keeping them, but am finding the manualjob 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 intoone group and Stocks into another, or is it more 
desirable to alsosplit Options and Warrants into their own separate groups 
(forscanning as distinct entities due to predictable differences 
inbehaviour or handling etc)?2) Tomasz provided a script 
(attached) some time ago with which todelete ASX warrants and options, 
since it filters based on the numberof characters in the symbols name(ASX 
stocks have 3 character codes,options and warrants have 6 characters) 
before deleting the latter. Ipresume this script could be modified to 
perform a groupID change(rather then DELETE) if the first scenario above 
was deemedacceptable. I also presume it could even be modified to 
separateoptions and warrants given that warrants (as far as I know) 
contain"W" as the fourth character in their codes, if the second 
scenarioabove was deemed preferrable. Unfortunately, after looking at 
theattached script and the documentation, I can see I'm a long way 
offfrom learning the solution that way. I thought there had been 
previousdiscussion on this issue quite some time ago, but Yahoo searches 
havecome up empty. I'm very curious to know what other ASX users are 
doingthe handle this issue, what solutions you may have in place, and 
whatcomments you care to make about this issue in general.Anyand 
all feedback greatly 
appreciated.Regards,      
MarkPost AmiQuote-related messages ONLY to: 
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