|
PureBytes Links
Trading Reference Links
|
Hello,
Well, every data provider has problems (I have yet to see any data source that is perfect).
The presence of "fake" symbols in master table does not really affect
reliability. It is rather "cosmetic" thing (most people prefer not to have empty symbols).
I have always recommended QP2 because of their API (interface to 3rd party programs)
which is one of the quickest one out there.
This is very important if you are doing lots of backtests /explorations since
data source speed is actually limiting factor (accessing data often takes more time than
formula execution)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "emp62" <emp62@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, August 02, 2005 3:04 PM
Subject: Re: [amibroker] New Quotes Plus (QP2.DLL) plugin version 1.5.0
> hi,
>
> is QP2 still the best choice in your opinion (I am using it currently)? It
> sounds rather sloppy if they do not get rid of empty quote symbols. Makes me
> wonder if the data are reliable ...
>
> rgds, Ed
>
>
> ----- Original Message -----
> From: "Tomasz Janeczko" <amibroker@xxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, August 02, 2005 2:55 PM
> Subject: Re: [amibroker] New Quotes Plus (QP2.DLL) plugin version 1.5.0
>
>
>> Hello,
>>
>> My all day extensive tests have shown that there is NO RELIABLE WAY
>> to use QP2 master stock records to find out if given symbol is 'correct'.
>>
>> According to QP2 staff all symbols having issue_status field equal to '0'
>> should be correct ones. Gary wrote:
>> "0 = actively trading
>> Usually anything with a 0 is good.
>> Sometimes we get master records for symbols that we do not get data for.
>> I try to get rid of these about once a week. "
>>
>> Unfortunatelly this is not the case. I have counted more than 6000
>> data records in master table with issue_type equal to 0 (supposed to be
>> "actively trading")
>> having NO QUOTES at all.
>>
>> Since master table in QP2 proved to be so unreliable, I have no other way
>> than to add checking of quotation table for each symbol during symbol
>> retrieval process
>> to next version of the plugin.
>>
>> This will make retrieval slower but will guarantee that symbols without
>> quotes won't be retrieved.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "Bob Jagow" <bjagow@xxxxxxxxxxxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Tuesday, August 02, 2005 8:26 AM
>> Subject: RE: [amibroker] New Quotes Plus (QP2.DLL) plugin version 1.5.0
>>
>>
>>> Tomasz,
>>> This is a problem that I've commented on several times.
>>> Try to open your 4 symbols in QP3 and you'll 'see 2 things:
>>> -you'll always get 'Could not find symbol' popup
>>> -If you access them via 'Search for Name', the culprits invariably lack
>>> Sector and Industry assignment.
>>>
>>> Because of the inclusion of, for example,
>>> ABGZ15
>>> .
>>> .
>>> .
>>> ABGZ81, the # of symbols retrieved totaled 17,365.
>>>
>>> I noticed another error which I'd never seen with the previous DLL;
>>> selecting BF B from all gave 'Not enough data available' But F3 found it
>>> by
>>> adding the correct # of spaces.
>>> .
>>> Regards,
>>> Bob
>>>
>>>
>>> -----Original Message-----
>>> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
>>> Behalf
>>> Of Tomasz Janeczko
>>> Sent: Monday, August 01, 2005 9:24 PM
>>> To: amibroker@xxxxxxxxxxxxxxx
>>> Subject: Re: [amibroker] New Quotes Plus (QP2.DLL) plugin version 1.5.0
>>>
>>> Hello,
>>>
>>> New plugin uses issue_status field of QP2 master records to determine
>>> whenever
>>> given symbol is actively traded or not. Problem is that for some symbols
>>> the value of this field is apparently incorrect. Some of problematic
>>> symbols
>>> are:
>>> CATC
>>> CAUL
>>> CBAC
>>> CBAG
>>>
>>> I have notified QP2 staff about this problem.
>>> As soon as I get any reply I will rectify this.
>>>
>>> Best regards,
>>> Tomasz Janeczko
>>> amibroker.com
>>> ----- Original Message -----
>>> From: "Tomasz Janeczko" <amibroker@xxxxxx>
>>> To: <amibroker@xxxxxxxxxxxxxxx>
>>> Sent: Monday, August 01, 2005 7:44 PM
>>> Subject: [amibroker] New Quotes Plus (QP2.DLL) plugin version 1.5.0
>>>
>>>
>>>> Hello,
>>>>
>>>> A new version of Quotes Plus plugin (v1.5.0) has been just released.
>>>> It is available for download from:
>>>> http://www.amibroker.com/bin/QP2.dll (20KB)
>>>>
>>>> After downloading you should copy it to "Plugins" subfolder of AmiBroker
>>> directory.
>>>> Make sure that only one copy of QP2.dll is present in that directory,
>>>> otherwise it won't work (just in case as Windows tends to create "Copy
>>> of..." files)
>>>>
>>>> CHANGES COMPARED TO 1.4.3
>>>>
>>>> + Added "Retrieve actively traded symbols only" to the "Configure"
>>>> dialog
>>>>
>>>> when checked (by default) then retrieve gets only issues with
>>> issue_status = '0' (actively traded). All other issues are
>>>> skipped.
>>>> when unchecked all symbols in QP2 database are retrieved (even
>>> invalid/test ones)
>>>>
>>>>
>>>> + GetExtraData now supports two new historical fundamental data fields
>>> "Sales" and "EPS"
>>>>
>>>> Sales and EPS historical figures are provided by QP2 on quarterly
>>> basis.
>>>> Since QP2 reports dates for this data only in YYYYMM format (without
>>> day),
>>>> to ensure no future is referenced, AmiBroker returns data for given
>>> fiscal quarter starting from the first
>>>> day of NEXT month occurring after Sales/EPS date provided by QP2.
>>>>
>>>> Example:
>>>> Plot(GetExtraData("Sales"), "Sales", colorRed );
>>>> Plot(GetExtraData("EPS"), "EPS", colorGreen );
>>>>
>>>> + "Retrieve" generates more detailed groupings now:
>>>>
>>>> index, common stocks, preferred stocks, ADR, warrant or right, mutual
>>>> or
>>> investment trust fund,
>>>> convertible preferred, ETF, Unit - (UIT), certificate, Unit
>>>>
>>>>
>>>> + Undefined industry now appears under Undefined sector instead of
>>> "Internet"
>>>>
>>>>
>>>> Best regards,
>>>> Tomasz Janeczko
>>>> amibroker.com
>>>>
>>>>
>>>>
>>>>
>>>> Please note that this group is for discussion between users only.
>>>>
>>>> To get support from AmiBroker please send an e-mail directly to
>>>> SUPPORT {at} amibroker.com
>>>>
>>>> For other support material please check also:
>>>> http://www.amibroker.com/support.html
>>>>
>>>>
>>>> Yahoo! Groups Links
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>
>>>
>>>
>>>
>>> Please note that this group is for discussion between users only.
>>>
>>> To get support from AmiBroker please send an e-mail directly to
>>> SUPPORT {at} amibroker.com
>>>
>>> For other support material please check also:
>>> http://www.amibroker.com/support.html
>>>
>>>
>>> Yahoo! Groups Links
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>> Please note that this group is for discussion between users only.
>>>
>>> To get support from AmiBroker please send an e-mail directly to
>>> SUPPORT {at} amibroker.com
>>>
>>> For other support material please check also:
>>> http://www.amibroker.com/support.html
>>>
>>>
>>> Yahoo! Groups Links
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>
>>
>>
>>
>> Please note that this group is for discussion between users only.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>>
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
<font face=arial size=-1><a href="http://us.ard.yahoo.com/SIG=12h9359gs/M=362343.6886682.7839641.1493532/D=groups/S=1705632198:TM/Y=YAHOO/EXP=1122995457/A=2894350/R=0/SIG=10tj5mr8v/*http://www.globalgiving.com";>Make a difference. Find and fund world-changing projects at GlobalGiving</a>.</font>
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|