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Hi b,
the fundamentals I posted in my prev posting today
can be retrieved via their API; but as you might know
the API is not one of the fastest. It took me more
than 6 hours on a 2600MHz AMD machine to initially
fill the AB quotes database from the CSI DB.
Daily updates of the AB DB take up about 15 minutes;
this of course has to be added to the CSI DB daily update
time which usually takes about 5 min. BTW, I'm talking
of timings of my own plugin I wrote; maybe there is a
much faster way with other plugins or methods.
UM
----- Original Message -----
From: "b" <b519b@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, January 19, 2004 6:24 PM
Subject: [amibroker] Fundamental Data in QP and CSI (was Institutional
Sponsorship)
> 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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