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Thanks Rik,  I downloaded from

http://quotes.nasdaq.com/reference/comlookup.stm 

complete stock lists for AMEX, NYSE and NASDAQ.

I also found this from the AB user guide (thanks to trb0428 at 
amibroker-ts group):

http://finance.yahoo.com/indices?u

The Components have some of the index stock lists.

My way for filtering stocks is I think quite unique.  I first look 
for signals in the Index/Futures Stock Indices.  Then I narrow down 
to the stocks in the Index/Futures Stock Indices.  The only problem 
is, I don't have all the stocks in some of the Indices, in which 
case I buy the whole Index, i.e., all the stocks in the Index, i.e., 
no further research needed (thank goodness!)  Nevertheless, I found 
this to be the most reliable way to filter stocks, because when the 
Index or the Futures Indices makes a move, most of the stocks in the 
Index just follow the leader like sheep for the killing.  Ofcourse, 
this works only if one has a leading indicator system or if one is 
good at interpreting behind the economic indicators numbers...

rgds, Pal

--- In amibroker@xxxxxxxxxxxxxxx, "hrasmussen@xxxx" 
<hrasmussen@xxxx> wrote:
> On this web page you can download spreadsheet lists of the stocks 
on the
> major exchanges:
> 
> http://quotes.nasdaq.com/reference/comlookup.stm
> 
> Rik Rasmussen
> StockAnalyzer Yahoo Group Moderator
> http://groups.yahoo.com/group/stockanalyzer/
> 
> Original Message:
> -----------------
> From: Joe Landry jelandry@xxxx
> Date: Fri, 30 Jul 2004 08:10:31 -0500
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Index Stock lists
> 
> 
> Pal - Here's a ticker list of component stocks of NYSE. I noticed 
you typed
> NYFE, is that a typo or my ignorance.  
> 
>   The way I eventually got them was to screen my TC2000 database 
for NYSE
> only stocks and imported them into AB.  I think if you go to the 
NYSE site
> you  can cut and paste 3000+ stocks. I haven't found a way to get 
a XLS
> list or text list from that site
> 
> 
> Hope this helps
> JOE 
>   ----- Original Message ----- 
>   From: Pal Anand 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Friday, July 30, 2004 7:31 AM
>   Subject: [amibroker] Index Stock lists
> 
> 
>   Hi,
> 
>   I am trying to create WatchLists of indexes.  So far I have 
stock 
>   lists for Dow Jones Industrials, S&P400 MidCap, S&P500, 
Nasdaq100, 
>   Russel 2000, NK Nikkei 225, ZX FTSE 100, DX  DAX 100 and MV Mini-
>   Value Line.
> 
>   I need stock lists for YX NYFE (I only have the top 50 out of 
2044 
>   stocks listed in the New York Stock Exchange which I got from 
this 
>   exchange), so that I can create a WatchList for this Index.  
Oddly, 
>   this exchange doesn't seem to list all of the stocks composing 
the 
>   NYSE Composite Index.
> 
>   Is there files available somewhere for this Index stock lists?  
If 
>   so, can someone post this to the files section of this group?
> 
>   Thanks,
> 
>   rgds, Pal
> 
> 
> 
>   Check AmiBroker web page at:
>   http://www.amibroker.com/
> 
>   Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> 
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