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Dave,
I think CSI has recently started adding some basic
fundamental data for some stocks. But it is not contained
in its regular data history file, but in its stock facts
file (access from within UA to see this). I do not know if
there is a way to call this data, but even if there is, it
has the same problem as you note for QP2 - only having
current data eliminates the ability to back test.
b
--- Dave Merrill <dmerrill@xxxxxxx> wrote:
> Sigh. You may already be aware of this, but unfortunately
> most QP ExtraData
> is a single static number representing the present, with
> no history
> available. The only exception to this is QRS, as you can
> see from the AB
> User Guide, which indicates it returns an array.
>
> IMO this makes QP fundamentals almost completely useless,
> because they can't
> be backtested against. I'm currently looking for another
> reliable provider
> with real fundamentals, but it's a low priority side
> project and I don't
> have much time to spend on it. I don't remember if CSI
> has fundamentals or
> not, but if they do, and the new plugin for accessing
> their data works out,
> that might well be the way to go; they certainly have
> other advantages.
>
> Dave
> Jayson,
>
> Thanks, That is what I was looking for....have you done
> any testing with
> it....I have some ideas in mind...
>
> Anthony
> Anthony,
> In QP the values are reported as a percentage and are
> available to AB
> via getextradata("instholds")
>
> Regards,
> Jayson
>
> Does anyone know if there is a way to track
> Institutional Sponsorship of
> stocks.
>
> Anthony
>
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