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



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Mark I use Bhodi Freeway for data supply. Through this I can filter the
data before it gets to me, plus get it in different formats. I also have
ezycharts (my old package) that I also directly download to with all the
complete data in case I need it. I also keep this package current as it
has the p&F charts that I like to use.
Graham

----- Original Message -----
From: "Mark Allen" <mpa@xxxx>
Date: Saturday, October 5, 2002 9:47 am
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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