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Re: [amibroker] Yahoo ASX historical data



PureBytes Links

Trading Reference Links

Here's a sugestion to keeping your current ASX database uptodate.

Im not advertising for these guys - But it's just a cheap solution IMHO.

Get yourself a 1 year 10:30pm EOD subscription to CoolTrader for $35au.
This will enable you to download a 10yr history for any stocks that are 
updated ie splits etc.  The Updates section currently goes back to.....08/3/03

If your database is newer than this - Then you'll have a Completely 
uptodate database for only $35.

KR
<MSG>

At 06:24 PM 27/07/2003 +1000, you wrote:
>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
>
>
>
>----- Original Message -----
>From: <mailto:gkavanagh@xxxxxxxxxxxxx>Graham
>To: <mailto:amibroker@xxxxxxxxxxxxxxx>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 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/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/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/ASXShareTra 
> ding>http://groups.msn.com/ASXShareTr
> >ading
> >
> ><http://groups.msn.com/FMSAustralia>http://groups.msn.com/FMSAustralia
> >
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