[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Yahoo ASX historical data



PureBytes Links

Trading Reference Links




Graham,
 
I see what you mean.
 
In practice, I've got a paid-for historical 
database from another provider, which I am currently topping up with Yahoo data 
(using Excel and .AX extensions etc as you suggest). 
 
However, I wanted to anticipate the 
activities that would be needed in the event of a stock split or adjustment. 
Obviously it is not a simple option to just delete the ticker data and 
download all the Yahoo historical data again. That's a pity.
 
I've got an idea for automating the process though. 
I'll report back later. It is possible to use Tomasz's URLGet utility to 
download specified data ranges from Yahoo. I've knocked up a couple of DOS batch 
files to automate the task of downloading multiple 6 month chunks 
and concatenating them back together. I'll try to convert them into WIndows 
script to make the process a bit more automated and compatible with 
AB.
 
Tomasz might also like to consider modifying 
AmiQuote so that the requested date ranges are downloaded in 6 month 
chunks and concatenated back together inside AmiQuote. This will get 
around the Yahoo limitation and I think will work on all Yahoo data, not just 
ASX.
 
Cheers
Peter K
 
 
 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=gkavanagh@xxxxxxxxxxxxx 
  href="">Graham 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Sunday, July 27, 2003 4:13 PM
  Subject: RE: [amibroker] Yahoo ASX 
  historical data
  I have done it the slow hard way as I described, 9 months 
  at a time goingbackwards from today due to the yahoo site only downloading 
  200 bars at atime. After each dowload was completed and imported to AB, I 
  went throughthe list and removed the stocks that had no quotes for that 
  period. So eachtime it was done there were less stocks, down to about 150 
  in the final onein 1981. I equated 200 days as about 9 months which made 
  setting the from/todates a bit easier.Also you need to add the :AX to 
  each ticker name which I did in excel, andplaced the new names back into 
  AB to produce the .TLS file for AQ.Cheers,Graham<A 
  href="">http://groups.msn.com/ASXShareTrading<A 
  href="">http://groups.msn.com/FMSAustralia-----Original 
  Message-----From: Peter Kuskopf [mailto:pkuskopf@xxxxxxxxxxxxxxx] 
  Sent: Sunday, 27 July 2003 1:31 PMTo: 
  amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Yahoo ASX historical 
  dataCan you tell me how you're getting historical EOD data for the 
  ASX. I chooseYahoo Historical in AmiQuote drop-down list box, and From/To 
  date back to1970, 1900 or whatever you like, but Amiquote only downloads 
  200 bars of ASXdata (approx Sep 2002 onwards). What am I doing 
  wrong?Perhaps this ties in with the YAHOO web site which normally only 
  displays200 bars of data at any one time?Peter K----- 
  Original Message ----- From: Graham To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Sunday, July 27, 2003 11:06 AMSubject: RE: [amibroker] Yahoo ASX 
  historical dataThanks MichaelJust did the download using 
  amiquote, luckily as time goes back the numberof stocks reduces. Not a 
  quick task, but worth it as I can at least findwhere I have holes in my 
  data, and provided the price is above 50cents thenthe prices should be ok. 
  Shame about only 2 decimal places as this negatesany 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 thedata goes back to Jan 1981, 
  although pre 1991 there was no Open prices justlisted equal to the days 
  close, so either there were total Doji days, or theopen=close. ;-) Guess 
  no open prices were recorded then.What I found of slight interest is that 
  you could almost tell the bullmarket times, or maybe just the pre-crash 
  times as the number of stockslisting during certain years was greater than 
  in between times. Eg 1981/82then 1985/86 and 1998/99 were particular 
  periods when a lot of stocks leftthe list as I downloaded backwards, ie 
  their listing dates.As an aside I found amiquote very good to use, 
  provided you read the yahoogroup messages to determine the settings for 
  download data request delaysetc.Now if someone could direct me to 
  a site for pre-1981 ASX data, and one with3 decimal places I would be most 
  grateful.Cheers,Graham<A 
  href="">http://groups.msn.com/ASXShareTrading<A 
  href="">http://groups.msn.com/FMSAustralia-----Original 
  Message-----From: Michael.S.G. [mailto:OzFalcon@xxxxxxxx] Sent: 
  Friday, 25 July 2003 9:20 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: 
  [amibroker] Yahoo ASX historical dataIt's only 2 decimal 
  places,  And goes back to 1998 I think. Downloadinglarge 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>><<A 
  href="">http://groups.msn.com/ASXShareTrading><A 
  href="">http://groups.msn.com/ASXShareTr>ading>><A 
  href="">http://groups.msn.com/FMSAustralia>>>Yahoo! 
  Groups Sponsor>ADVERTISEMENT ><<A 
  href="">http://rd.yahoo.com/M=256694.3632754.4898347.1261774/D=egroupweb/S=170>5632198:HM/A=1683996/R=2/id=noscript/SIG=11if1rb57/*<A 
  href="">http://webevents.ya>hoo.com/universal/seabiscuit/>5dfd62b.jpg>>5dfd685.jpg>>Send 
  BUG REPORTS to bugs@xxxxxxxxxxxxx>Send SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx>----------------------------------------->Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web 
  >page:><<A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)><A 
  href="">http://groups.yahoo.>com/group/amiquote/messages/)>-------------------------------------------->Check 
  group FAQ at: ><<A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html><A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  >>>Your use of Yahoo! Groups is subject to 
  the><<A 
  href="">http://docs.yahoo.com/info/terms/>Yahoo! 
  Terms of Service.Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend 
  SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at:<A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to <A 
  href="">http://docs.yahoo.com/info/terms/ 
  Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS 
  to suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at:<A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 
  Yahoo! Groups SponsorADVERTISEMENTSend BUG 
  REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at:<A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 
  Send 
  BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 







Yahoo! Groups Sponsor


  ADVERTISEMENT 









Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html



Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.