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thanks Jose, I should have checked the file formats by opening first.
I have been using the ASX site for the ticker-industry list, but the
only lists I found were from the S&P site for the indices and it is
messy to download the ticker lists.
Thanks for providing the information and maintianing it up to date.
On Fri, 18 Feb 2005 08:43:40 -0000, Jose <josesilva22@xxxxxxxxx> wrote:
>
>
> Graham, how could you forget about my site... :)
>
> The internal format of the GICS/ASX *.dat files is actually text/csv.
> Unfortunately I can't change the file extensions because these files
> are needed with the *.dat ext by a few apps.
>
>
> jose '-)
> http://www.metastocktools.com
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > Thanks Jose, I had forgotten about your site.
> > I note you have the index lists in .dat (?) format within the zip
> > file. Is it possible for you to have that in csv/txt file.
> >
> >
> > On Fri, 18 Feb 2005 05:30:23 -0000, Jose <josesilva22@xxxx> wrote:
> >
> >
> > Yes, that's the theory...
> >
> > In practice, the ASX300 Group has been 10 stocks short for months,
> > and the All Ords (ASX500) is perennially missing 30 stocks.
> >
> > GICS from S&P is a similar story.
> >
> > The moral of the story is, don't count on expediency & accuracy from
> > Standard & Poor's.
> >
> >
> > jose '-)
> > http://www.metastocktools.com
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > > > The indices themselves are revosed regularly through the year
> > > >
> > > > http://www2.standardandpoors.com/spf/pdf/index/
> > > Methodology_Finalised_9July03.pdf
> > > > A guiding principle of Standard &Poor's index management is the
> > > > minimisationof turnover among indexconstituents. An index
> addition
> > > > generally will be made only if an index vacancyis created by an
> > > index
> > > > deletion.
> > > > The Index Committee determinesS&P/ASX index additions based
> > > onhistoric
> > > > analysis of a stock's market capitalisation, free float, and
> > > > liquidity.
> > > > Quarterly Rebalance
> > > > Constituents are rebalanced quarterly to ensure adequate market
> > > capitalisation
> > > > and liquidity. Both market capitalisation and liquidity are
> assessed
> > > > using the previous six months' worth of data. Quarterly
> rebalance
> > > > changes
> > > > take effect on the third Friday of December, March, June, and
> > > September.
> > > > The S&P/ASX 300, unlike the other indices, is rebalanced every
> six
> > > > months, with changes taking effect on the third Friday of March
> and
> > > > September.
> > > > Intra Quarter
> > > > The most common reason for deleting a stock from an S&P index
> intra
> > > > quarter is acquisition by another company.
> > > > Additionally, stocks may be deleted for the following reasons:
> > > > Voluntary Administration
> > > > A company is removed from the index immediately after filing for
> > > voluntary
> > > > administration.
> > > > Restructuring
> > > > Each company's restructuring plan is analysed in depth. The
> > > > restructured company and any spin-offs are reviewed for index
> > > > inclusion or exclusion.
> > > >
> > > >
> > > > On Thu, 17 Feb 2005 17:42:43 -0800 (PST), Steve Davo
> > > > <stevedavo42@xxxx> wrote:
> > > > >
> > > > > Graham,
> > > > > just checked S&P website and the dates
> > > > > on the indicies lists are 17th Feb, not sure how often
> > > > > they are updated.
> > > > > Thanks for your excellent work here and
> > > > > on Reefcap.
> > > > >
> > > > > Cheers,
> > > > > Steve
> > > > > --------------------------------------------------------------
> ----
> > > > > --- Graham <kavemanperth@xxxx> wrote:
> > > > >
> > > > > > How recent are the lists?
> > > > >
> > > > > __________________________________
> > > > > Do you Yahoo!?
> > > > > Yahoo! Mail - You care about security. So do we.
> > > > > http://promotions.yahoo.com/new_mail
> > > > >
> > > > >
> > > > > Check AmiBroker web page at:
> > > > > http://www.amibroker.com/
> > > > >
> > > > > Check group FAQ at: http://groups.yahoo.com/group/amibroker/
> files/
> > > groupfaq.html
> > > > > Yahoo! Groups Links
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > >
> > > >
> > > > --
> > > > Cheers
> > > > Graham
> > > > http://e-wire.net.au/~eb_kavan/
> > >
> > >
> > > Check AmiBroker web page at:
> > > http://www.amibroker.com/
> > >
> > > Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/
> groupfaq.html
> > > Yahoo! Groups Links
> >
> > --
> > Cheers
> > Graham
> > http://e-wire.net.au/~eb_kavan/
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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