Hi,
For Quotes Plus users (like me) - there
are data issues. I learned this when I tried to plot the “!NYA”
(NYSE Composite) symbol. It was missing in AB! After
discussing this with Tomasz, it turns out that the “!NYA” IssueStatus
is not valid and is therefore being excluded from AB!
Below is a list of 47 QP3 Index symbols
that appear to be corrupt and cannot be loaded into AmiBroker.
These include major indices like the NYSE Composite (“!NYA”), many
iShares indices and several HOLDRS indices.
I strongly urge QuotesPlus data
users to audit AmiBroker versus QuotesPlus data to ensure that your data is
correct. There are multiple methods that can be used, but here’s
the method that I used:
1. Using Quotes
Plus SPP, retrieve and save all symbols listed as
“Indexes”.
2. Open an
Excel workbook and load the symbols. They should be in column “A”,
with the first symbol in Column A2.
3. Using AB, scan
for all symbols all symbols that were in the group “Index”. Here’s
the Exploration:
if(GroupID(1)==
"Index")
Buy = 1;
else
Buy = 0;
Filter=Buy;
SetOption("NoDefaultColumns", True
);
AddTextColumn(Name(), "Symbol");
AddTextColumn(FullName(), "Company");
4. Select and
copy the results of the scan.
5. Paste into symbols
into the open Excel workbook in Column “C” so that the first symbol
is in Column “C2”.
6. Paste this
formula in Column “B2” (between the two lists of symbols:
=IF(NOT(ISERROR(VLOOKUP(A2,$C$2:$C$228,1,FALSE))),
"", A2)”
Ensure that the lookup range (“$C$2:$C$228” in
the example) matches the entire range of AB symbols. For example, it you
have 240 symbols, the range would be something like “$C$2:$C$242”.
7. Copy the formula
from B2 to the bottom of range of symbols in column A. I.e., just
ensure that all of the QuotesPlus symbols are referenced.
8. What you
should end up with is a list of symbols in the “B” column which are
in SPP, but NOT in AB.
9. Copy the “B”
column and pasted the VALUES only (Edit à Paste
Special à Values) to a convenient blank
worksheet.
10. Sort this
list of symbols. This gives you a nice ordered list of symbols.
11. Select the
ordered list of symbols and paste transpose (Edit à Paste
Special à Transpose) the symbols so that they
are in a single row.
12. Assuming the
row of symbols starts in cell “A1”, type the formula
=A1
& " ,"
13. The result
is a comma-delimited row of symbols with suitable for adding to AB.
14. Copy the
cells containing the comma-delimited symbols.
15. In AB,
select Symbol à New.
16. In the text
box in the “Enter a new symbol name” paste your comma-delimited
list of symbols. Then click OK.
17. The symbols
have now been added to AB. However, they will NOT have a company
name. I.e., FullName() will return blank. (This is useful.)
18. Run the
following Exploration:
if(FullName()==
"")
Buy = 1;
else
Buy = 0;
IssueType = GetExtraData("IssueType");
IssueStatus = GetExtraData("IssueStatus");
Filter=Buy;
SetOption("NoDefaultColumns",
True );
AddTextColumn(Name(),
"Symbol");
AddTextColumn(FullName(),
"Company");
AddTextColumn(IssueType(),
"IssueType");
AddTextColumn(FullName(), "IssueStatus");
I found the data issues in Index symbols. There are
probably other bad symbols that we are not aware of. Send your list of bad symbols to QuotesPlus and copy
AmiBroker support. This should help get the
data cleaned up.
Regards,
Dan.
|
Symbol
|
Company
|
IssueType
|
IssueStatus
|
|
!AM-T
|
|
A
|
|
|
!AM-UV
|
|
A
|
|
|
!BUX
|
|
A
|
N
|
|
!EMX
|
|
A
|
N
|
|
!EUX
|
|
A
|
P
|
|
!FFX
|
|
A
|
C
|
|
!GLI
|
|
A
|
P
|
|
!IPH
|
|
A
|
P
|
|
!IXBT
|
|
A
|
C
|
|
!IZN
|
|
A
|
N
|
|
!KGI
|
|
A
|
N
|
|
!NAG
|
|
A
|
N
|
|
!NBF
|
|
A
|
N
|
|
!NHG
|
|
A
|
N
|
|
!NIJ
|
|
A
|
D
|
|
!NIR
|
|
A
|
N
|
|
!NJB
|
|
A
|
N
|
|
!NJG
|
|
A
|
N
|
|
!NJH
|
|
A
|
N
|
|
!NJM
|
|
A
|
N
|
|
!NJU
|
|
A
|
N
|
|
!NJW
|
|
A
|
N
|
|
!NJZ
|
|
A
|
N
|
|
!NLA
|
|
A
|
N
|
|
!NLB
|
|
A
|
N
|
|
!NLE
|
|
A
|
N
|
|
!NLF
|
|
A
|
N
|
|
!NLL
|
|
A
|
N
|
|
!NLR
|
|
A
|
N
|
|
!NLU
|
|
A
|
N
|
|
!NME
|
|
A
|
N
|
|
!NMJ
|
|
A
|
N
|
|
!NMV
|
|
A
|
N
|
|
!NNV
|
|
A
|
N
|
|
!NY-AV
|
|
A
|
C
|
|
!NY-DV
|
|
A
|
C
|
|
!NY-T
|
|
A
|
|
|
!NY-UV
|
|
A
|
|
|
!NYA
|
|
A
|
C
|
|
!TOP
|
|
A
|
N
|
|
!VIO
|
|
A
|
N
|
|
!XAH
|
|
A
|
N
|
|
!XEU
|
|
A
|
P
|
|
!XRH
|
|
A
|
P
|
|
!XSH
|
|
A
|
P
|
|
!XUH
|
|
A
|
P
|
|
!YIH
|
|
A
|
N
|