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I have done it the slow hard way as I described, 9 months at a time going
backwards from today due to the yahoo site only downloading 200 bars at a
time. After each dowload was completed and imported to AB, I went through
the list and removed the stocks that had no quotes for that period. So each
time it was done there were less stocks, down to about 150 in the final one
in 1981. I equated 200 days as about 9 months which made setting the from/to
dates a bit easier.
Also you need to add the :AX to each ticker name which I did in excel, and
placed the new names back into AB to produce the .TLS file for AQ.
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: Peter Kuskopf [mailto:pkuskopf@xxxxxxxxxxxxxxx]
Sent: Sunday, 27 July 2003 1:31 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Yahoo ASX historical data
Can you tell me how you're getting historical EOD data for the ASX. I choose
Yahoo Historical in AmiQuote drop-down list box, and From/To date back to
1970, 1900 or whatever you like, but Amiquote only downloads 200 bars of ASX
data (approx Sep 2002 onwards). What am I doing wrong?
Perhaps this ties in with the YAHOO web site which normally only displays
200 bars of data at any one time?
Peter K
----- Original Message -----
From: Graham
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, July 27, 2003 11:06 AM
Subject: RE: [amibroker] Yahoo ASX historical data
Thanks Michael
Just did the download using amiquote, luckily as time goes back the number
of stocks reduces. Not a quick task, but worth it as I can at least find
where I have holes in my data, and provided the price is above 50cents then
the prices should be ok. Shame about only 2 decimal places as this negates
any useful data below 50 cents. (need 3 decimal places for that)
Found doing it in 9 month slabs did the job without any problems, and the
data goes back to Jan 1981, although pre 1991 there was no Open prices just
listed equal to the days close, so either there were total Doji days, or the
open=close. ;-) Guess no open prices were recorded then.
What I found of slight interest is that you could almost tell the bull
market times, or maybe just the pre-crash times as the number of stocks
listing during certain years was greater than in between times. Eg 1981/82
then 1985/86 and 1998/99 were particular periods when a lot of stocks left
the list as I downloaded backwards, ie their listing dates.
As an aside I found amiquote very good to use, provided you read the yahoo
group messages to determine the settings for download data request delays
etc.
Now if someone could direct me to a site for pre-1981 ASX data, and one with
3 decimal places I would be most grateful.
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: Michael.S.G. [mailto:OzFalcon@xxxxxxxx]
Sent: Friday, 25 July 2003 9:20 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Yahoo ASX historical data
It's only 2 decimal places, And goes back to 1998 I think. Downloading
large amounts of data isn't easy. Have you tried amiquote?
Michael.
At 07:39 PM 25/07/2003 +0800, you wrote:
>A couple of questions on getting the historical data from Yahoo for the
>ASX. I know a lot use it and I am looking to get it to check my own
>database and fill in some gaps in the early data.
>How far back does the data go ?
>What is the best method to download all the quotes for all stocks ?
>
><?xml:namespace prefix = o ns =
>"urn:schemas-microsoft-com:office:office" />
>
>Cheers,
><?xml:namespace prefix = st1 ns =
>"urn:schemas-microsoft-com:office:smarttags" />Graham
>
><http://groups.msn.com/ASXShareTrading>http://groups.msn.com/ASXShareTr
>ading
>
>http://groups.msn.com/FMSAustralia
>
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