Hi,
One of the issues that we deal with is bad data from vendors. I use QP3. I like it and think that they provide a good product for the price. However, some of their data is not as clean as I'd like.
To resolve this, I took Tomasz's "Cleanup.js" Jscript and expanded it. It does a fair amount (see below) and improves the quality of my data. Although I use QP3 for data, the script is NOT specific to a particular data source. Since it operates only on the AB database, it should work with any data source or vendor.
This script is NOT and
will NOT be for sale, but I'm willing to share it with this group IF three people will step forward and be willing to test it. (Since it deletes symbols, it has to be clean.) Note that I do NOT want you to test it on a live AB database, only a test AB database.
Any takers?
Regards,
Dan.
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What it does:
- Deletes Groups of symbols for GroupIDs that you specify (e.g., Preferred Stocks", Mutual Funds, etc.)
- Deletes symbols with no quotes or stale (never changing) quotes.
- Deletes specific symbols (from an "AlwaysDelete" text file list) that you know are bad or do not want. This is an override list.
- Never deletes specific symbols (from a "AlwaysKeep" text file list) that you always want to keep - EVEN IF they have no quotes or are in a
"Delete" group. I.e., this is an override list.
- Keeps logs of the overall runs, deleted symbols, deleted no-quotes symbols, etc.
In my case, I don't want a lot of unused or bad symbols clutering up my database. I am not interested in the thousands of Mutual Funds, Preferred Stocks, Unit, and some other non-stock symbols. But, I am interested in a handful of Mutual fund symbols (about 30-40), stocks, ETFs and some Indexes.
My script deletes all symbols which meet certain criteria, including certain groups. So all Mutual Fund (a Group) symbols are deleted UNLESS they are in the "Always Keep" list. OTOH, QP contains some old, unused symbols like the "LE**" symbols which are NOT in a "Delete" Group but I still want to delete them. These are listed in the "Always Delete" list.
Before testing it this
morning, I downloaded 29,000 symbols from QP into an AB test database. This included Stocks, Indexes, Sector/Industry assignments and Mutual Funds. After running the script, 21,000 were deleted.