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



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Mark
I have been using Bhodi for the past 3-6 months, can't remember exactly
when I started. I was paying almost $40 per month for data, and I paid
only just over $400 for Bhodi (I think I got it during a special offer).
So if I get 12 months data I am in front. The service is good, with the
early data available at about 5:30pm AEST. When I have needed help
especially with setting up the download software their response was
quick and helpful. It suits me is all I can say. The data itself seems
ok with no more and no less errors than any other data supplier I have
used. They do update for splits etc I think, although I have had to do
this myself sometimes.
The 5 digit indices are named like 72550, with an accumulating index
file named 72550A. I believe these are related to the GICS groupings.
The 'A' is a cumulative value of the index as if you had invested in it
at the beginning I think. I don't actually use them for anything, they
just get downloaded with the indices.
Graham

----- Original Message -----
From: "Mark Allen" <mpa@xxxx>
Date: Saturday, October 5, 2002 12:28 pm
Subject: RE: RE: [amibroker] importing ASX data: Stocks vs Options/Warrants

> <html><body>
> 
> 
> <tt>
> Graham,
> 
> 
> 
> OK. I took a quick look at Bhodi Freeway some time ago, but (and
> 
> please correct me if I'm wrong) couldn't get used to the idea of
> 
> paying (seemingly high) fees up front for a more or less unlimited
> 
> supply that they may or may not be able to guarantee into the future.
> 
> Since you are using the feed, I'd love to hear your comments regarding
> 
> what you see as the pros and cons of the feed.
> 
> 
> 
> In regards to the other comment about 5 character indeces containing
> 
> &quot;A&quot;, which ones are these?
> 
> 
> 
> Regards,
> 
> 
> 
> Mark
> 
> 
> 
> 
> 
> 
> 
> &gt; -----Original Message-----
> 
> &gt; From: kaveman [mailto:kavemanperth@x...]
> 
> &gt; Sent: Saturday, 5 October 2002 1:34 PM
> 
> &gt; To: amibroker@xxxxxxxxxxxxxxx
> 
> &gt; Subject: Re: RE: [amibroker] importing ASX data: Stocks vs
> 
> &gt; Options/Warrants
> 
> &gt;
> 
> &gt;
> 
> &gt; Mark I use Bhodi Freeway for data supply. Through this I
> 
> &gt; can filter the
> 
> &gt; data before it gets to me, plus get it in different
> 
> &gt; formats. I also have
> 
> &gt; ezycharts (my old package) that I also directly download to
> 
> &gt; with all the
> 
> &gt; complete data in case I need it. I also keep this package
> 
> &gt; current as it
> 
> &gt; has the p&amp;F charts that I like to use.
> 
> &gt; Graham
> 
> &gt;
> 
> &gt; ----- Original Message -----
> 
> &gt; From: &quot;Mark Allen&quot; <mpa@xxxx&gt;
> 
> &gt; Date: Saturday, October 5, 2002 9:47 am
> 
> &gt; Subject: RE: [amibroker] importing ASX data: Stocks vs
> 
> &gt; Options/Warrants
> 
> &gt;
> 
> &gt; &gt; Graham,
> 
> &gt; &gt;
> 
> &gt; &gt; Thanks for that suggestion, it sounds like an interesting
> 
> &gt; &gt; alternative to
> 
> &gt; &gt; what I was thinking of doing. Are you able to fill me in 
> on how
> 
> &gt; &gt; you go about
> 
> &gt; &gt; &quot;filter(ing) my incoming data download&quot; to 
> achieve this end?
> 
> &gt; &gt;
> 
> &gt; &gt; (One of the reasons I started looking for alternatives 
> was that
> 
> &gt; &gt; Tomasz'delete script also deletes existing composites, 
> which I
> 
> &gt; &gt; would prefer to keep
> 
> &gt; &gt; with their descriptive names, making pre-filtering more 
> desirable)
> &gt; &gt;
> 
> &gt; &gt; Mark
> 
> &gt; &gt;
> 
> &gt; &gt;
> 
> &gt; &gt; &gt; Mark
> 
> &gt; &gt; &gt; What I have done is filter my incoming data download
> 
> &gt; into separate
> 
> &gt; &gt; &gt; databases as I only trade shares and warrants. The
> 
> &gt; options do not
> 
> &gt; &gt; &gt; download at all.
> 
> &gt; &gt; &gt; I then have separated databases in Amibroker for
> 
> &gt; shares/indices, and
> 
> &gt; &gt; &gt; another for warrants.
> 
> &gt; &gt; &gt; Graham
> 
> &gt; &gt;
> 
> &gt; &gt;
> 
> &gt; &gt;
> 
> &gt; &gt; -----Original Message-----
> 
> &gt; &gt; From: kaveman [mailto:kavemanperth@x...]
> 
> &gt; &gt; Sent: Saturday, 5 October 2002 11:34 AM
> 
> &gt; &gt; To: amibroker@xxxxxxxxxxxxxxx
> 
> &gt; &gt; Subject: Re: [amibroker] importing ASX data: Stocks vs
> 
> &gt; &gt; Options/Warrants
> 
> &gt; &gt;
> 
> &gt; &gt; Hi All,
> 
> &gt; &gt;
> 
> &gt; &gt; For some time I've been deleting ASX options and 
> warrants after
> 
> &gt; &gt; their import into AB's database, since I felt there was 
> little
> &gt; &gt; need to
> 
> &gt; &gt; handle them if I didn't intend to trade them. For one 
> reason or
> 
> &gt; &gt; another I've decided to start keeping them, but am 
> finding the
> 
> &gt; &gt; manual job of sorting them into separate groups from Stocks
> 
> &gt; &gt; extremely tedious
> 
> &gt; &gt; (Symbol/Organize assignments). This raises two questions:
> 
> &gt; &gt;
> 
> &gt; &gt; 1) Is it acceptable practice to sort both Options and
> 
> &gt; Warrants into
> 
> &gt; &gt; one group and Stocks into another, or is it more
> 
> &gt; desirable to also
> 
> &gt; &gt; split Options and Warrants into their own separate 
> groups (for
> 
> &gt; &gt; scanning as distinct entities due to predictable 
> differences in
> 
> &gt; &gt; behaviour or handling etc)?
> 
> &gt; &gt;
> 
> &gt; &gt; 2) Tomasz provided a script (attached) some time ago
> 
> &gt; with which to
> 
> &gt; &gt; delete ASX warrants and options, since it filters based 
> on the
> 
> &gt; &gt; number of characters in the symbols name (ASX stocks 
> have 3
> 
> &gt; &gt; character codes,
> 
> &gt; &gt; options and warrants have 6 characters) before deleting the
> 
> &gt; &gt; latter. I
> 
> &gt; &gt; presume this script could be modified to perform a 
> groupID change
> 
> &gt; &gt; (rather then DELETE) if the first scenario above was deemed
> 
> &gt; &gt; acceptable. I also presume it could even be modified to 
> separate
> &gt; &gt; options and warrants given that warrants (as far as I
> 
> &gt; know) contain
> 
> &gt; &gt; &quot;W&quot; as the fourth character in their codes, 
> if the
> 
> &gt; second scenario
> 
> &gt; &gt; above was deemed preferrable. Unfortunately, after 
> looking at the
> 
> &gt; &gt; attached script and the documentation, I can see I'm a
> 
> &gt; long way off
> 
> &gt; &gt; from learning the solution that way. I thought there 
> had been
> 
> &gt; &gt; previous discussion on this issue quite some time ago, 
> but Yahoo
> 
> &gt; &gt; searches have
> 
> &gt; &gt; come up empty. I'm very curious to know what other ASX 
> users are
> 
> &gt; &gt; doing the handle this issue, what solutions you may 
> have in
> 
> &gt; &gt; place, and what
> 
> &gt; &gt; comments you care to make about this issue in general.
> 
> &gt; &gt;
> 
> &gt; &gt; Any and all feedback greatly appreciated.
> 
> &gt; &gt;
> 
> &gt; &gt; Regards,
> 
> &gt; &gt;
> 
> &gt; &gt; Mark
> 
> &gt; &gt;
> 
> &gt; &gt;
> 
> &gt; &gt; Post AmiQuote-related messages ONLY to: 
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> 
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