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RE: [amibroker] Fixed per share commission issue (was CommissionMode option)



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Dave,

I only have taken a very quick look at QP2 and that was a
couple years ago, so I can not compare QP2 to CSI. Also I
only use CSI's US stocks so no comments on their mutual
fund data.

As for prices, my current subscription cost me $210/year
(as of last August) - just for stocks. Earlier I had paid
$20/year for 3 years of extra stock data.  

You could go with CSI on a monthly basis a month or two to
try it out. That is what I did before buying extra years of
data and going to the annual subscription to get price
reduction.

I would prefer not to comment on the bug since it will
hopefully be fixed in a new update from CSI which some tell
me may be out in the next couple days.

b

--- Dave Merrill <dmerrill@xxxxxxx> wrote:
> 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?
> > >
> 
=== message truncated ===


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