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UM,
That sounds like some nice programming. Your daily update
speed is short enough so that it is a minor issue.
Does your daily update process have a way to detect if a
stock has split? I assume your program puts the CSI data
into the following AB fields:
O = Open backadjusted for splits etc
H = High backadjusted for splits etc
L = Low backadjusted for splits etc
C = Close backajusted for splits etc
V = Volume
OI = Close NOT adjusted (ie, the "raw" close)
If your program just appends the CSI data for the new day,
the OHLC fields will be out of ratio with previous days if
there was a split today.
Let me explain the problem as I see it.
Let's say stock ABC is already in the AB database with
perfectly adjusted data current as of yesterday.
But a split takes effect before the open today. CSI will
process that split on their computers and calculate all the
prior prices for ABC's entire history. Your download from
CSI will communicate those changes to the CSI database on
your hard drive. But how will those new adjusted prices for
the entire history of that stock get into your AB database?
When your program gets today's prices to add to the AB
database, it will get today's OHLC prices which reflect the
split. But the AB data base for ABC stock will not have
been updated for yesterday and all the preceeding history.
Thus the OHLC arrays will show a huge gab from yesterday to
today because all but today's data has not be adjusted for
the most recent split.
Does your program have a way to detect which stocks had
splits since the last update? And a way to readjust the
prior history of stocks with a split today?
b
Do you see the potential problem
--- uenal.mutlu@xxxxxxxxxxx wrote:
> 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)
>
>
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