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Glad to see this come up. I've been out of touch for a bit, and lost track
of what's happening with the tools for using CSI data efficiently with
AmiBroker. My QuotesPlus subscription runs out March 1, so I need to figure
out pretty quickly if CSI is a viable alternative yet, and if not, if it's
close enough that I should do only a short-term QP renewal, anticipating
moving to CSI soon.
So b and anyone else who's involved, if you wouldn't mind going over the
current status of the connection from CSI to AB, and the benefits of using
CSI data vs QP I'd appreciate it.
As I recall, CSI had a plug-in, but it was "too" slow, and they were working
on speeding it up, with good success but it wasn't quite soup yet. Do I have
that right? You also mention an export directly to AB format, and a bug in
it. What's the nature of the bug, and how big a problem is it? What's the
nightly CSI/AB update process, given the current tools?
I think I remember that you've been very pleased with their data quality
relative to other providers, and that they're also one of the few providers
whose historical data includes delisted stocks. Is that right? Any other
benefits over QP?
Re pricing, it looks like it'd be $345/year for US stock, index and mutual
fund data, limited to 7,500 stocks, indices or funds per day and a rolling
last 10 years worth of history. Additional stocks, funds or indexes cost
$.10 each per month, and years of data cost $30 per historical year. Is that
right? (If it is, your 18,000 stocks with 13 years of data is looking pretty
pricey.) Do those delisted stocks count towards your monthly billing totals?
If you wanted to limit yourself to a smaller universe, how would you pick
the ones you wanted without having access to data on the rest? If you stop
your subscription, can you continue to use the data you have?
Thanks for your help,
Dave Merrill
> John was wondering about my strong preference for accessing
> data from AB's native format rather than through a plug-in.
>
>
> First an "executive summary" in a couple paragraphs.
>
> The key to understanding my preferences is to realize I am
> working with very large databases containing about 15,000 -
> 18,000 stocks many of which have 13 or more years of data
> history. To increase testing speed, I have a made a
> selected watchlist that "just" has 10,500 stocks. The
> bigger the database, the greater the speed benefit from
> having the data in AB's native format.
>
> Those working with smaller watchlists, may find the
> convenience of plugins is worth more than speed increases.
> The smaller the database (or watchlist), the more appealing
> plugins will be.
>
> Now for more detail on my experience.
>
> Please note that although I have tried out the TC2000 and
> QP2 databases and plugins, most of my plugin experience has
> been with the MetaStock plugin accessing a fairly large
> database of about 15,000 stocks distributed among about 66
> MetaStock folders (each holding the standard 250 stocks
> which was the MetaStock limit at one time - and maybe still
> is).
>
> I have CSI data available to AB in two formats. One is a
> csv import that gets stored in AB's native database. The
> other is the 66 folder MetaStock type of database which is
> accessed in AB via AB's MetaStock plugin.
>
> There are two factors that give the speed advantage to the
> native database over the plugin one. The first factor is
> the extra steps. To get data from its own database, AB just
> calls it. To get data from the MetaStock database, AB has
> to ask the MetaStock plug-in and then the MetaStock plug-in
> gets the data and then passes that data to AB. Then AB may
> also have to so some manipulation of the data to match up
> with its internal array structure.
>
> The second, and in my case, the more important factor is I
> can get the entire CSI database to fit within a RAM cache
> if that database is in AB's native format, but if it is in
> the MetaStock format, it will not all fit into the RAM
> cache. Thus when AB uses the MetaStock plugin it is always
> reading the data from the hard disk for each scan or
> optimization run.
>
> I hope this explains why I greatly prefer large databases
> being in AB's native format. Of course, if one is working
> with a smaller database, or a smaller watchlist within a
> database, one might get all the data into RAM cache while
> using a plug-in. If so, that would reduce (but not
> eliminate) the speed advantage of AB's native database over
> a plug-in database.
>
> On the other hand, plug-ins are often much more convenient
> to work with than to do massive importing of CSV data into
> AB. In the past, it could take the better part of 2.5 hours
> to get data out of UA, into CSI format, and finally
> imported into AB.
>
> What I like about the new UA export to AB is that the
> result puts the data into AB's native format in much less
> time (less than 5 minutes for regular updates) and without
> any additional steps on my part (except for making sure AB
> is open before doing my UA daily download).
>
> The CSI/UA export still seems to have a bug in my
> experience. So it is not perfect yet. That bug has been
> reported to CSI support others as well as myself. Hopefully
> the next UA upgrade (2.7.8) will fix the bugs. The upgrade
> may (or may not) be out by the end of the month.
>
> b
>
> --- john gibb <jgibb1@xxxxxxxxxxxxx> wrote:
> > Hi,
> >
> > I am using QuotesPlus data, want to make sure I am
> > getting the fastest
> > performance possible, and saw this comment from b519b in
> > another thread:
> >
> > "being able to work with CSI data in AB's native
> > format is super for
> > optimization runs"
> >
> > Does this imply that:
> >
> > a) CSI data is not accessed via a plug-in?
> > b) Since QuotesPlus data is accessed via a plugin, I
> > can't achieve
> > performance like that now possible with CSI?
> > c) I can't and shouldn't use the "Use only local
> > database for this
> > symbol" setting with my QP data?
> >
> > thanks
> >
> > -john
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