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 |