Terry,
About two posts back, Tomasz responded
with comments on this. In general, I agree with him (and you,
below). Web Scraping from HTML pages can be done, but you really
don’t want to depend on it. In general, if you can get the information
from a data provider, you will be far better off. However…
Even data providers aren’t perfect.
Some examples:
·
eSignal
provides intraday and EOD data. But, AFAIK, they don’t
provide much in the way of fundamental data or mapping to Sectors and
Industries. That’s based on a discussion that I had last week
with their sales rep. (eSignal users, please correct me if
necessary.)
·
TC2000 has
both intraday and EOD price data, Sector and Industry mapping, and some
fundamentals data. But, and it’s a big but, their intraday price
data and fundamentals data is NOT exposed in their API. So AB can’t
use it. And their Sector mapping is “odd”. They
have 33 sectors, each of which has industries. But the Sectors are not
useful and don’t map very well to more established sectoring methods.
For example, they have a “Tobacco” Sector! (I had
TC2000 for a while and dropped it.)
·
Quotes
Plus (QP3) is one of the best EOD vendors (IMO). They provide good Sector
and Industry mapping, and they expose a fairly large variety of fundamentals
data to their API.
However,
Quotes-Plus gets their data from another provider and repackages it for our
use. They are dependent on that vendor. This has downsides.
For example, the “Briefing” field used to contain both a short business
summary (business description) and a financial summary (a paragraph or two of
key financial results in the last several years). Recently their
provider split this data into to parts and the “Briefing” field now
contains only a financial summary. They have no estimate on when
this will be fixed.
Another
issue with the QP3 data is that the Earnings Date is not really usable.
It is updated only monthly. For me, that’s an issue.
I use QP3 and like the data, but nothing’s
perfect. I’m working on a solution to pull some peripheral data
off of the web and store it for use in AB. I’d rather not do this,
but the data’s not available otherwise. I don’t recommend
this for most people unless you’re a geek (like me). I’m
a programmer by profession, but it’s still a hassle. And,
as Tomasz has said, it has to be maintained. I’m only doing
this as a last resort.
I hope this helps.
Regards,
Dan.
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Terry
Sent: Monday, November 21, 2005
4:42 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Basic
Fundamental Data
Dan,
Cool.
As you said, "I think the issue is related to the database. I
don’t think there is any place to put the data and unfortunately database
modifications can be a big effort."
Seems easier to just get QP3 and let
them do all the work for a pretty reasonable fee.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Dan Clark
Sent: Sunday, November 20, 2005
23:08
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Basic
Fundamental Data
Terry,
There’s a lot more
data available. Check this out: http://www.gummy-stuff.org/Yahoo-data.htm.
Also, you can get the estimated earnings date here: http://biz.yahoo.com/research/earncal/20051111.html.
Changing the date string (last 8 characters) let’s you get to
different dates.
Regards,
Dan.
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Terry
Sent: Sunday, November 20, 2005
9:45 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Basic
Fundamental Data
As
far as I can see, Yahoo maintains historical data in .csv format for downloading
and the available columns are O-H-L-C-adj.Close-Volume.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Dan Clark
Sent: Sunday, November 20, 2005
21:57
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Basic
Fundamental Data
I think
the issue is related to the database. I don’t think there is
any place to put the data and unfortunately database modifications can be a big
effort.
Currently,
I’m working on a solution that downloads fundamental and other data from
the web to text files. Then AB reads and uses the data in the text
files. This isn’t for sale, but I’d be willing to share the
code.
Regards,
Dan.
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of tipequity
Sent: Sunday, November 20, 2005
8:48 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Basic
Fundamental Data
TJ
Why is it that you have not included yahoo
fundamental data to AB
downloader? you already provide ability to
download download pricing
data?
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
SPONSORED LINKS
YAHOO! GROUPS LINKS