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



PureBytes Links

Trading Reference Links

If you decide to go down this road, inside the attached zip file is a
modified version of the script Tomasz wrote which moves all the tickers with
6 characters to GroupID 254 (which you can change to whatever you want, the
GroupID that is.)

Keep in mind that it will also move any 'composites' with 6 characters. Also
it takes a little while for the script to complete once its started.

Regards,
William

ps. To modify the script just open it in Notepad and make changes, then save
and run.



-----Original Message-----
From: Mark Allen [mailto:mpa@x...]
Sent: Friday 4, October 2002 6:48 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] importing ASX data: Stocks vs Options/Warrants

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


> 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
> another for warrants.
> Graham

-----Original Message-----
From: kaveman [mailto:kavemanperth@x...]
Sent: Saturday, 5 October 2002 11:34 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] importing ASX data: Stocks vs Options/Warrants
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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<div class=3DSection1>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>Hi M=
ark,<o:p></o:p></span></font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'><![i=
f !supportEmptyParas]>&nbsp;<![endif]><o:p></o:p></span></font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>If y=
ou
decide to go down this road, inside the attached zip file is a modified ver=
sion
of the script Tomasz wrote which moves all the tickers with 6 characters to=
GroupID
254 (which you can change to whatever you want, the GroupID that is.)<o:p><=
/o:p></span></font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'><![i=
f !supportEmptyParas]>&nbsp;<![endif]><o:p></o:p></span></font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>Keep=
in
mind that it will also move any &#8216;composites&#8217; with 6 characters.=
Also it takes a
little while for the script to complete once its started.<o:p></o:p></span>=
</font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'><![i=
f !supportEmptyParas]>&nbsp;<![endif]><o:p></o:p></span></font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>Rega=
rds,<o:p></o:p></span></font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>Will=
iam<o:p></o:p></span></font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'><![i=
f !supportEmptyParas]>&nbsp;<![endif]><o:p></o:p></span></font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>ps. =
To
modify the script just open it in Notepad and make changes, then save and r=
un.<o:p></o:p></span></font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'><![i=
f !supportEmptyParas]>&nbsp;<![endif]><o:p></o:p></span></font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'><![i=
f !supportEmptyParas]>&nbsp;<![endif]><o:p></o:p></span></font></span></p>

<p class=3DMsoNormal><span class=3DEmailStyle18><font size=3D2 color=3Dnavy=
face=3DArial><span
style=3D'font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'><![i=
f !supportEmptyParas]>&nbsp;<![endif]><o:p></o:p></span></font></span></p>

<p class=3DMsoNormal><font size=3D2 color=3Dblack face=3DTahoma><span style=
=3D'font-size:
10.0pt;font-family:Tahoma;color:black'>-----Original Message-----<br>
<b><span style=3D'font-weight:bold'>From:</span></b> Mark Allen
[mailto:mpa@x...]<br>
<b><span style=3D'font-weight:bold'>Sent:</span></b> Friday 4, October 2002=
6:48
PM<br>
<b><span style=3D'font-weight:bold'>To:</span></b> amibroker@xxxx=
m<br>
<b><span style=3D'font-weight:bold'>Subject:</span></b> RE: [amibroker] imp=
orting
ASX data: Stocks vs Options/Warrants</span></font></p>

<p class=3DMsoNormal><font size=3D3 face=3D"Times New Roman"><span style=3D=
'font-size:
12.0pt'><![if !supportEmptyParas]>&nbsp;<![endif]><o:p></o:p></span></font>=
</p>

<p class=3DMsoNormal><font size=3D2 color=3Dblack face=3D"Times New Roman">=
<span
style=3D'font-size:10.0pt;color:black'>Graham,</span></font><font color=3Db=
lack><span
style=3D'color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p=
>

<p class=3DMsoNormal><font size=3D3 color=3Dblack face=3D"Times New Roman">=
<span
style=3D'font-size:12.0pt;color:black'>&nbsp;</span></font><font color=3Dbl=
ack><span
style=3D'color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p=
>

<p class=3DMsoNormal><font size=3D2 color=3Dblack face=3D"Times New Roman">=
<span
style=3D'font-size:10.0pt;color:black'>Thanks for that suggestion, it
sounds&nbsp;like an&nbsp;interesting alternative to what I was thinking of
doing.&nbsp;Are you able to&nbsp;fill me in on how you go about
&quot;filter(ing) my incoming data download&quot; to achieve this end?</spa=
n></font><font
color=3Dblack><span style=3D'color:black;mso-color-alt:windowtext'><o:p></o=
:p></span></font></p>

<p class=3DMsoNormal><font size=3D3 color=3Dblack face=3D"Times New Roman">=
<span
style=3D'font-size:12.0pt;color:black'>&nbsp;</span></font><font color=3Dbl=
ack><span
style=3D'color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p=
>

<p class=3DMsoNormal><font size=3D2 color=3Dblack face=3D"Times New Roman">=
<span
style=3D'font-size:10.0pt;color:black'>(One of the reasons I started lookin=
g for
alternatives was that Tomasz' delete script also deletes existing composite=
s,
which I would prefer to keep with their descriptive names, making pre-filte=
ring
more desirable)</span></font><font color=3Dblack><span style=3D'color:black=
;
mso-color-alt:windowtext'><o:p></o:p></span></font></p>

<p class=3DMsoNormal><font size=3D3 color=3Dblack face=3D"Times New Roman">=
<span
style=3D'font-size:12.0pt;color:black'>&nbsp;</span></font><font color=3Dbl=
ack><span
style=3D'color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p=
>

<p class=3DMsoNormal><font size=3D2 color=3Dblack face=3D"Times New Roman">=
<span
style=3D'font-size:10.0pt;color:black'>Mark</span></font><font color=3Dblac=
k><span
style=3D'color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p=
>

<p class=3DMsoNormal><font size=3D3 color=3Dblack face=3D"Times New Roman">=
<span
style=3D'font-size:12.0pt;color:black'>&nbsp;</span></font><font color=3Dbl=
ack><span
style=3D'color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p=
>

<p class=3DMsoNormal><font size=3D3 color=3Dblack face=3D"Times New Roman">=
<span
style=3D'font-size:12.0pt;color:black'>&nbsp;</span></font><font color=3Dbl=
ack><span
style=3D'color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p=
>

<p class=3DMsoNormal><font size=3D2 color=3Dblue face=3DArial><span style=
=3D'font-size:
10.0pt;font-family:Arial;color:blue'>&gt; Mark<br>
&gt; What I have done is filter my incoming data download into separate<br>
&gt; databases as I only trade shares and warrants. The options do not<br>
&gt; download at all.<br>
&gt; I then have separated databases in Amibroker for shares/indices, and<b=
r>
&gt; another for warrants.<br>
&gt; Graham</span></font><font color=3Dblack><span style=3D'color:black;mso=
-color-alt:
windowtext'><o:p></o:p></span></font></p>

<p class=3DMsoNormal><font size=3D3 color=3Dblack face=3D"Times New Roman">=
<span
style=3D'font-size:12.0pt;color:black'><![if !supportEmptyParas]>&nbsp;<![e=
ndif]></span></font><font
color=3Dblack><span style=3D'color:black;mso-color-alt:windowtext'><o:p></o=
:p></span></font></p>

<div style=3D'border:none;border-left:solid blue 1.5pt;padding:0cm 0cm 0cm =
4.0pt'>

<p class=3DMsoNormal style=3D'margin-right:36.0pt;mso-margin-top-alt:auto;
margin-bottom:12.0pt;margin-left:3.75pt;border:none;mso-border-left-alt:sol=
id blue 1.5pt;
padding:0cm;mso-padding-alt:0cm 0cm 0cm 4.0pt'><font size=3D2 color=3Dblack
face=3DTahoma><span style=3D'font-size:10.0pt;font-family:Tahoma;color:blac=
k'>-----Original
Message-----<br>
<b><span style=3D'font-weight:bold'>From:</span></b> kaveman [mailto:kavema=
nperth@xxxx]<br>
<b><span style=3D'font-weight:bold'>Sent:</span></b> Saturday, 5 October 20=
02
11:34 AM<br>
<b><span style=3D'font-weight:bold'>To:</span></b> amibroker@xxxx=
m<br>
<b><span style=3D'font-weight:bold'>Subject:</span></b> Re: [amibroker] imp=
orting
ASX data: Stocks vs Options/Warrants</span></font><font color=3Dblack><span
style=3D'color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p=
>

<p class=3DMsoNormal style=3D'margin-right:36.0pt;mso-margin-top-alt:auto;
mso-margin-bottom-alt:auto;margin-left:3.75pt;border:none;mso-border-left-a=
lt:
solid blue 1.5pt;padding:0cm;mso-padding-alt:0cm 0cm 0cm 4.0pt'><tt><font
size=3D2 color=3Dblack face=3D"Courier New"><span style=3D'font-size:10.0pt=
;font-family:
"Courier New";color:black'>Hi All,</span></font></tt><font size=3D2 color=
=3Dblack
face=3D"Courier New"><span style=3D'font-size:10.0pt;font-family:"Courier N=
ew";
mso-fareast-font-family:"Courier New";color:black'><br>
<br>
<tt>For some time I've been deleting ASX options and warrants after their</=
tt><br>
<tt>import into AB's database, since I felt there was little need to</tt><b=
r>
<tt>handle them if I didn't intend to trade them. For one reason or</tt><br=
>
<tt>another I've decided to start keeping them, but am finding the manual</=
tt><br>
<tt>job of sorting them into separate groups from Stocks extremely tedious<=
/tt><br>
<tt>(Symbol/Organize assignments). This raises two questions:</tt><br>
<br>
<tt>1) Is it acceptable practice to sort both Options and Warrants into</tt=
><br>
<tt>one group and Stocks into another, or is it more desirable to also</tt>=
<br>
<tt>split Options and Warrants into their own separate groups (for</tt><br>
<tt>scanning as distinct entities due to predictable differences in</tt><br=
>
<tt>behaviour or handling etc)?</tt><br>
<br>
<tt>2) Tomasz provided a script (attached) some time ago with which to</tt>=
<br>
<tt>delete ASX warrants and options, since it filters based on the number</=
tt><br>
<tt>of characters in the symbols name (ASX stocks have 3 character codes,</=
tt><br>
<tt>options and warrants have 6 characters) before deleting the latter. I</=
tt><br>
<tt>presume this script could be modified to perform a groupID change</tt><=
br>
<tt>(rather then DELETE) if the first scenario above was deemed</tt><br>
<tt>acceptable. I also presume it could even be modified to separate</tt><b=
r>
<tt>options and warrants given that warrants (as far as I know) contain</tt=
><br>
<tt>&quot;W&quot; as the fourth character in their codes, if the second
scenario</tt><br>
<tt>above was deemed preferrable. Unfortunately, after looking at the</tt><=
br>
<tt>attached script and the documentation, I can see I'm a long way off</tt=
><br>
<tt>from learning the solution that way. I thought there had been previous<=
/tt><br>
<tt>discussion on this issue quite some time ago, but Yahoo searches have</=
tt><br>
<tt>come up empty. I'm very curious to know what other ASX users are doing<=
/tt><br>
<tt>the handle this issue, what solutions you may have in place, and what</=
tt><br>
<tt>comments you care to make about this issue in general.</tt><br>
<br>
<tt>Any and all feedback greatly appreciated.</tt><br>
<br>
<tt>Regards,</tt><br>
<br>
<tt>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mark</tt><br>
</span></font><font color=3Dblack><span style=3D'color:black'><br>
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