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Graham,
I've now knocked up a script which downloads
all available chunks of a YAHOO non-US historical data file, concatenates them
back together in the correct order, and imports them into AmiBroker.
Unfortunately, because it's script based, and it
does a separate download per chunk, and it only runs one download at a time,
it's very slow - something like 2.5 minutes for a stock with history back to
1981.
Is this of any use in real life to you or anybody
else out there? At least it should be possible to push one button, then go and
have a night out or a weekend away.
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!
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