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[amibroker] Re: EOD data



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Trading Reference Links

A cameo re-appearance on the stage after-all.

I now have to eat my words in point 2 from a prior post.

Previously I thought the auto-update mode was very robust but it 
ain't so.
I have found more than one easy way to mess up my data via Amiquote 
downloads.

Refer to the relevant points from the AQ read me file below.

Brian.

P.S

My address is a spam busting rotating address and will soon expire.
I will re-appear in a new life as brian.scrambled alpha numeric


Automatic update

The easiest method to work with AmiQuote and AmiBroker is to use the 
procedure given in Quick Start section of this document. Just run 
AmiBroker and AmiQuote and choose Tools->Auto-update AmiBroker 
database. This method updates historical quotes from the last date 
present in AmiBroker upto today. When performing automatic update, 
AmiQuote performs internally 4 steps a) retrieves the ticker list 
from AmiBroker (all stocks loaded currently in AmiBroker);
b) gets the last quotation date available in AmiBroker;
c) performs historical download from last date upto today;
d) instructs AmiBroker to import downloaded files.

WHAT'S NEW IN VERSION 1.66?

last update date for each ticker individually is retrieved only if 
database has less than 50 symbols. Otherwise the update date of the 
first ticker is taken for all.This speeds up ticker list retrieval 
in large databases.

WHAT'S NEW IN VERSION 1.64?

when doing "auto-update AmiBroker database" AmiQuote does NOT switch 
back to Yahoo Historical, hence allows you to set any source and 
still use Tools->Auto-update in AmiBroker.

WHAT'S NEW IN VERSION 1.60?

prepared for new GetTickers method in AmiBroker 4.51.0 that allows 
to get last update date on per-symbol basis leading to better work 
in "auto-update" mode. Also new AmiBroker 4.51.0 will skip 
composites so they are not added to download list. 








--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx> 
wrote:
>
> Allan,
> 
> I have very little experience of Yahoo/AmiQuote but from my 
initial 
> trials I have two areas of concern:
> 
> 1. From the help files V1.90 Beta June8, 2006
> 
> Yahoo uses server load-balancing so data are delivered by many 
> servers "appearing" under one URL. Problem is that some servers 
from 
> timem to time are not updated (offer only old data) while others 
are 
> up-to-date. This new setting allows to handle such cases by 
selecting 
> the server that is up-to-date. Default setting 
is "ichart.yahoo.com" 
> which works in usual load-balancing scheme (switched servers). But 
you 
> can also select Server B, C, D, and E. As of today (June 8th) 
servers 
> B and D offer up-to-date data, while server C and E offer old data 
> (only upto 4th and 3rd of June respectively). This may however 
change 
> at any time. Please note that selection of Servers C, D and E is 
> available only in registered version of AmiQuote. 
> 
> That is from the notes for an earlier version so I am not sure 
what 
> year that is relevant to, if it still applies and/or if it only 
> applies to historical data or to current and fdata downloads as 
well.
> 
> 2. My second concern was to find out if it is possible to create 
holes 
> in the data by mis-managing the download(s).
> 
> After a little playing around I am of the opinion that AQ works by 
> backfilling from the biggest 'hole' in the data to the present by 
> default except where the user asks for more data than the default 
date 
> via use of the 'download from' date.
> It appears that it is either not possible or difficult 
> to 'create'holes via AQ downloading but it is something to watch 
out 
> for.
> 
> Brian.
> 
> P.S 
> 
> A couple of minor points re the difficulty of managing symbol 
lists 
> with Yahoo:
> 
> I haven't found a way to get a complete list of all symbols that 
Yahoo 
> has data for and also while the consituent lists for indices can 
be 
> downloaded manually they can only be taken 50 at a time.
> For large indexes it is a bit cunmbersome and then the lists have 
to 
> be patched together.
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "matrix10014" <allansn@> wrote:
> >
> > Hi all,
> > Just setting up Ami,for the first time and was wondering if 
there 
> were 
> > any strong feelings regarding yahoo EOD vs Quotes plus??
> > 
> > Any major benefits or drawbacks??
> > 
> > Any insight appreciated
> > 
> > Allan
> >
>