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Hello,
1. Yes using IssueType
2. Issue type is string, not integer.
Mapping is (as provided by Gary from Quotes Plus):
"A" index
"0" common
"1" preferred
"F" ADR
"2" warrant or right
"7" mutual or investment trust fund
"G" convertible preferred
"%" ETF
"E" Unit - (UIT)
"8" certificate
"4" Unit
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "danclark_public" <dan_public@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 11, 2005 7:55 PM
Subject: [amibroker] Re: Report on Quotes Plus Data
Tomasz,
This helps. Two additional questions:
1) How are the symbols categorized into AB Groups such as ETFs,
ADRs, etc? Using the Issue Type?
2) It looks like IssueType is useful for me, but it is an integer.
Can you provide a mapping list of IssueType Integers to IssueType
Descriptions? Maybe a pointer to the AB or QP website that has this
mapping?
Thanks and regards,
Dan.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> 1. The reason for this is simple:
>
> when you check "stocks" box the plugin uses QP2 API
R2_QP_ReadMaster function that is supposed to iterate through STOCK
records.
> when you check "funds" box the plugin uses QP2 API
R2_QP_ReadFundMaster function that is supposed to iterate through
FUND records.
>
> For reason known only to QP2 people in master stock records there
are some symbols that have "IssueType" different than "1" (common
stock)
> or "2" (preferred stock). And this is why the appear in other
groups.
>
> (you can use GetExtraData("IssueType") to retrieve "IssueType"
field)
>
> 2. This is so because old plugin did NOT use "IssueType" field at
all. Instead it assummed that R2_QP_ReadMaster returns stocks only
> while R2_QP_ReadFundMaster returns funds only. This assumption
however was not true for all symbols.
>
> Please note that "IssueStatus" field is set in the QP2, and only
QP2 staff can change it.
>
> What I can do is to add switch to ignore "IssueStatus" field in
next version (so effectively this will return to previous plugin
version status quo),
> but be warned that this does not change the fact that groupings
generated that way are not entirely correct anyway.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Dan Clark
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, August 11, 2005 5:36 PM
> Subject: RE: [amibroker] Report on Quotes Plus Data
>
>
> Tomasz,
>
>
>
> I did not realize that the groupings changed because of the
plugin version. If these are standard grouping going forward, then
I'll change my code to match the new groupings. However.
>
>
>
> There are still two issues:
>
>
>
> 1. Part A - Even though "Mutual Funds" is NOT checked in
the "Quotes Plus plugin configuration" window, Mutual Fund symbols
are still retrieved. To ensure that the DB was clean, I deleted all
symbols from AB. Then I "Retrieve"d symbols, etc. from the "Quotes
Plus plugin configuration" window with "Mutual Funds" NOT checked.
I still got Mutual Funds symbols. Why are they retrieved?
Shouldn't they be excluded?
>
>
>
> Part B - In addition to Mutual Funds, other non-Stock/non-Index
items are retrieved - Preferred Stocks, ADRs, Warrant or right,
Convertible preferred, ETF, Certificate and Unit. ADRs and ETFs
may be considered stocks, but not the others (AFAIK).
>
>
>
> Which leads to issue 2.
>
>
>
> 2. With the old plugin, the AB Groups and "Quotes Plus
plugin configuration" categories roughly matched. With the new
plugin, the Groups and Categories no longer match. Shouldn't
the "Quotes Plus plugin configuration" categories be a closer match
to the AB Groups so that unwanted symbols can be excluded?
>
>
>
> Including symbols that we don't want increases database size,
scan time, and risk of composite errors (key for me). Please take a
look.
>
>
>
> Regards,
>
>
>
> Dan.
>
>
>
>
> -------------------------------------------------------------------
-----------
>
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
> Sent: Thursday, August 11, 2005 7:32 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Report on Quotes Plus Data
>
>
>
> Hello,
>
>
>
> New plugin uses new groupings, old plugin uses old groupings.
>
> If you like old one, use old plugin.
>
>
>
> Old plugin "stocks" group was not entirely correct as it
included not only stocks, but for example ADRs and ETFs as well.
>
> If you need old "stocks" category, you can try EXCLUDE "Indexes"
group instead.
>
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> ----- Original Message -----
>
> From: Dan Clark
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Thursday, August 11, 2005 4:11 PM
>
> Subject: RE: [amibroker] Report on Quotes Plus Data
>
>
>
> Steve,
>
>
>
> You're right. I'm still getting used to QP data. QP was set
up to download Mutual funds, but AB was not. I changed that. It
now pulls in 29,320 symbols. Hmmm. That's a lot.
>
>
>
> I also found something I didn't expect - the Groups have
changed massively. For example, "Stocks" are now "Common Stocks"
and "Preferred Stocks". And, some of my scan and explorations no
longer work! (Some were filtered by Group = "Stocks".) The
Database size has increased significantly. Now I have a mess!
What's worse.
>
>
>
> I'm tried to convert AB back to using the original QP
groupings and excluding Mutual Funds, but id doesn't work! I've
deleted the QP database, created a new one, and retrieved the QP
stocks, indices and industry/sector assignments. Even though I did
NOT retrieve Mutual Fund symbols, AB continues to use the OLD Groups
and it still has the Mutual Fund symbols!!!
>
>
>
> How do I revert to the old groupings and get rid of the Mutual
Fund symbols?
>
>
>
> Regards,
>
>
>
> Dan.
>
>
>
>
> -------------------------------------------------------------------
---------
>
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Steve Dugas
> Sent: Wednesday, August 10, 2005 10:21 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Report on Quotes Plus Data
>
>
>
> OK thanks Dan - I guess you are not downloading funds...
>
>
>
> Steve
>
> ----- Original Message -----
>
> From: Dan Clark
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Thursday, August 11, 2005 12:06 AM
>
> Subject: RE: [amibroker] Report on Quotes Plus Data
>
>
>
> Steve,
>
>
>
> I did a scan of all symbols and got 9,308 symbols including
QP's indexes and my composite indexes. Regards,
>
>
>
> Dan.
>
>
>
>
>
>
>
>
> -------------------------------------------------------------------
-------
>
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Steve Dugas
> Sent: Wednesday, August 10, 2005 12:15 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Report on Quotes Plus Data
>
>
>
> Hi Dan ! Just curious - would you mind telling me how many
tickers you have in your AB Quotes Plus database? Thanks !
>
>
>
> Steve
>
> ----- Original Message -----
>
> From: Dan Clark
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Tuesday, August 09, 2005 12:06 PM
>
> Subject: [amibroker] Report on Quotes Plus Data
>
>
>
> Hi,
>
>
>
> Over the last several weeks, I've posted questions about
Quotes Plus data. This a quick report on what's happened so far.
>
>
>
> When I started using AB again in April, I used TeleChart
as my data source. As a source and as a charting package,
TeleChart had some advantages. The TC charting had a few, minor
advantages over AB. And, the data had some good features when
compared to Quotes Plus - Media General Industry Group and Sector
Indexes, intraday data updates, and clean data (minimal dead
tickers).
>
>
>
> However, on the downside, the TC UI had loads of
idiosyncrasies and is not even in the same league with AB for
scanning and back testing. And, as I became more familiar with QP3
data, TC data advantages started to disappear:
>
>
>
> · While TC intraday data updates are still an
advantage, I can work around it with intraday updates from my
broker - Interactive Brokers.
>
>
>
> · With the new QP plugin, the QP data appears to
be much cleaner; dead tickers are excluded.
>
>
>
> · It turns out that TC's implemention of
Hemscott's Media General industry/sector hierarchy doesn't work well
for me. TC stripped off the Hemscott macroeconomic Sector Level (8
Sectors) of the hierarchy and uses the bottom two levels of the
Hemscott hierarchy - Business Segment and Industry Group.
Unfortunately, TC refers to the "Business Segment" level as
the "Sector" level. IMO, the 31 TC "Sectors" provide too much
granularity and are not useful as macroeconomic indicators.
>
>
>
> Quotes Plus apparently uses the Reuters Industry and
Sector hierarchy which I now find more useful.
>
>
>
> · Now that I've gone through the process of
creating my own indexes, I find that it's an advantage.
Using "AddToComposite" I can create custom indexes that meet my
needs and do not have to depend on the TC definition.
>
>
>
> · While I don't invest in Mutual Funds, I do like
to use them sometimes as economic indicators. With TC, they are an
added cost item. With Quotes Plus, they come as part of the
standard package.
>
>
>
> · Except for Money Stream and BOP, TC provides
little additional data to AB other than price and volume. Quotes
Plus has a wide variety of fundamental data and "other" data. For
example, it provides market cap data and the percent shares held by
institutions - which I use in my system.
>
>
>
> · My scans run much faster with QP data.
Accessing TC's data from AB is slower than accessing QP data. I
haven't quantified how fast the scans run, but scans running against
QP data appear to run 50 to 100% faster.
>
>
>
> One final issue with TC is more emotional in nature...
>
>
>
> TC is a VERY marketing oriented company. Although TC's
trainers seem like pretty good folks, asking a basic question to TC
management get a marketing hype response. In some cases, the
answers are quite insulting. At one point, I posted a question on
forum about the Worden Studio product (a web-based product) and how
it related to Telechart. Instead of a clear answer, I got
marketing hype. When I complained that I couldn't see any value
with Worden Studio, they condescendingly stated that I just didn't
know how to use it!
>
>
>
> I'm a Data Warehouse Architect by profession (fancy name
for database developer) and have developed analytical software for
34 years. I don't claim perfection, but I do understand a fair
amount about analytical systems. For TC management to try to
explain away their products' deficiencies by telling me that I just
don't know how to use it is extremely insulting! What's worse is
that it displays a lack of sensitivity for customer needs and
requirements.
>
>
>
> OK, flame off!
>
>
>
> Because I'm cautious, I'll keep the TC subscription for
another month or so to ensure that I haven't missed anything. From
this point forward, Quotes Plus is my primary EOD data source.
>
>
>
> I hope you've found this report useful.
>
>
>
> Best Regards,
>
>
>
> Dan.
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
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