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PureBytes Links
Trading Reference Links
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PROS: + fast and trouble-free download
+ automatic sector/industry assignment
+ automatic split/adjustments/corrections
+ some fundamentals (via GetExtraData)
+ speed of scans
+ raw and adjusted close
availableCONS: - price (not free, but resonably
priced)
- non-padded (need to check for holes)
- no delisted stocks
3. TC2000, TCNet
PROS: + fast and trouble-free download
+ automatic sector/industry assignment
+ automatic split/adjustments/corrections
+ proprietary indicators (MoneyStream,
BOP)
CONS: - price (quite expensive)
- slow
- non-padded (need to check for holes)
- no delisted stocks
4. CSI
PROS: + fast and trouble-free download
+ delisted stocks included
+ automatic split/adjustments/corrections
+ raw and adjusted prices
available + padded (no holes and probably the cleanest data
in industry)
CONS:
- (as of now) no automatic sector/industry assignment
(it may change when plugin supports this) - price (not free, but
resonably priced)
- (as of now) slow (it may change once CSI addresses speed
issues)
So I would say that ANY paid data source is without doubt more convenient
than Yahoo. Question is if the price they ask for quotes fits your bill but
this is the
question you have to answer yourself.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=steve2@xxxxxxxxxxxxxxxxxxxx
href="">Steve Almond
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, January 01, 2004 10:41
PM
Subject: Re: [amibroker] Data
Comparison
Chaps,
I'm sorry my explanation was wanting. Reason is that I
sort of carried this thread over from the Amibroker-ts board.
Here's a better explanation.
I used the Database Purify tool in each case with the
Detection threshold for splits set at the 'default' value of 40%.
The data was loaded from each source for the period
1/1/1994 to 1/1/2004.
Like Jason, I'm trying to convince myself to 'buy'
data rather than get it free - but is bought data any better?
By the way, I've cured my problems with data
downloading from Yahoo! (or anywhere else). I've set up a Windows scheduler to
do the job, slowly (only 1 'simultaneous' download and 1000 ms delay between
requests) whilst I sleep. This works to perfection because I'm interested in
US stocks, but live in England. In the morning, I have a fresh data download
and 6 hours to prepare before the market opens.
I know that Tomasz, and others, favour QP data. Why is
there such a push to get CSI data then?
Chuck's arguments about using adjusted/unadjusted data
are very compelling, I feel less alarmed by the de-listed stock
problem.
I'm also fairly unconcerned by the N100 changes which
occur over time - I fail to see the point of using the artificial membership
of an index as a component of stock selection. I prefer to use the entire
universe of stocks and select on dollar volume, volatility and
price(which is currently false, because my data is split
adjusted.......).
So, where to go from here? Wait for an improved CSI
service? Go with QP? Stick with Yahoo!?
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, January 01, 2004 8:48
PM
Subject: Re: [amibroker] Data
Comparison
Steve,
Equal number of 'missing quotes' in all three sources just
makes it clear
that these are days when trading was suspended for
particular symbol(s)
so it is absolutely not suprising.
"Possible unadjusted split" depends on the threshold you
use.
If you use more 'robust' threshold of 50% you will get
less hits,
still sometimes it happens that prices gap more than 50%
on some news
and it is not split.
As for Low is higher than close it is clearly data
error.
So this comparison suggests that Yahoo is very clean in
fact.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=steve2@xxxxxxxxxxxxxxxxxxxx
href="">Steve Almond
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">Ami
Sent: Thursday, January 01, 2004
12:53 PM
Subject: [amibroker] Data
Comparison
I carried out a (rather trivial) data comparison of the
suppliers accessible free via Amiquote.
In each case I used the Nasdaq 100 stocks (Nov 03
chapter).
My reference signal was ^SPX downloaded from Yahoo!
(Using $SPX from eSignal resulted in lots of 'Extra Quotes' for other
stocks - in other words $SPX is full of holes).
I selected all the reports except
'Report missing quotes at beginning...' and 'Report extra
quotes'.
Here are the results of this stunning piece of
scientific investigation (anyone on the Nobel prize committee out
there?):
<TABLE cellSpacing=0
cellPadding=0 width=454 border=0 x:str>
<COL
width=198>
<TD class=xl26
width=198 height=18>
<TD class=xl28
width=64>Yahoo!
<TD class=xl28
width=64>eSignal
<TD class=xl29
width=64>MSN
<TD
width=64>
<TD class=xl24
height=17>Missing quote
<TD class=xl27
x:num>542
<TD class=xl27
x:num>542
<TD class=xl30
x:num>542
<TD
><FONT
face=Arial size=2>
<TD class=xl24
height=17>Possible unadjusted
split
<TD class=xl27
x:num>37
<TD class=xl27
x:num>93
<TD class=xl30
x:num>89
<TD
><FONT
face=Arial size=2>
<TD class=xl25
height=18>Low is higher than Close
<TD class=xl31
x:num>2
<TD class=xl31
x:num>15
<TD class=xl32
x:num>1
<TD
>
<TD
height=17>
<TD
>
<TD
>
<TD
>
<TD
>
Would anyone like to contribute results from QP and/or
CSI?
Steve
Send BUG REPORTS to
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Send BUG REPORTS to
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suggest@xxxxxxxxxxxxx-----------------------------------------Post
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<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
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Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">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
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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