|
PureBytes Links
Trading Reference Links
|
Thanks Dave.
I put it in my bookmarks.
A very useful tip.
BrianB.
--- In amibroker@xxxxxxxxxxxxxxx, "MarketMonk777" <dlittner@xxx>
wrote:
>
> LOL,
>
> One trick is to use www.trimurl.com and copy and paste the link
into their
> window and you will get http://trimurl.com/6N6 which is a shorted
version
> and is especially great for any links that have spaces in them.
>
> Dave
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of brian.z123
> Sent: Sunday, July 16, 2006 8:10 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Historical Fundamental Data
>
> Third time lucky?
>
> http://finance.groups.yahoo.com/group/amibroker/files/Fundamental%
> 20Data/
>
group/amibroker/files/Fundamental%20Data
amibroker/files/Fundamental%20Data
files/Fundamental%20Data
> --- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@>
> wrote:
> >
> > Hello Joe,
> >
> > Thanks to you and also treliff for jumping in and putting some
weight
> > on the oars; we have moved a little further up the stream.
> >
> > I think there will be a lot more questions about the subject
when the
> > SQL plug-in comes out.
> > It is all new to me, as it will be to most others.
> > Prior to this I couldn't find a retail program that would allow
me to
> > use fdata inputs in formulas.
> > Of course, I haven't tried every single program e.g I bypassed
> > Tradestation as it is 'trading platform' based and since 9/11
USA
> > regulators have tightened up on foreign investors and TS no
longer
> > accepts accounts from US non-residents.
> > Prior to this I did my funda analysis by manually entering data
to
> > Xcel, and that was for the Aussie market only.
> >
> > So for the list of sites I have posted there are a lot of
> questions
> > to be answered and trefill's question is one of the more
important
> > ones.
> >
> > 'Will an AAII subscription truly enable me to pour all past data
into
> > a .csv file?'
> >
> > It is a question equally as relevant to all the sites.
> >
> > The reason I posted the list in the first place was because the
> > inititial reaction of many would be to go straight for the AAII
> > version or perhaps similar sources.
> > By questioning a little further perhaps we will find about the
> pros
> > and cons of each site in advance, and in some cases, save
> ourselves
> > some time and money.
> > There are also going to be additional problems with f databases
> > compared to price databases; price only comprises 6 fields
(OHLCVOI),
> > the fields/formats are standard across all providers, data is
> > precisely time dependent, data is continuous and histories are
> > complete and deep in most cases i.e apples = apples almost
> every
> > time.
> > The opposite applies to fdata in all five areas.
> >
> >
> > Re your comments.
> >
> > No it is not more than we need to know.
> > It is spot on.
> >
> > So far, as I understand it, AAII has 100-200 data fields
available
> > with varying number of years available for each.
> > The screening software will export in a suitable format for AB
but it
> > will not export the database in its entirety in one step.
> > AB users would need to export,say, 5-10 segments of the database
> > separately and then join them together if they wanted one
database.
> > Alternatively they could just keep them as,say, 10 separate SQL
bases.
> >
> > If this is correct, it leaves us with a big question mark over
the use
> > of the keys (what are they and what are they for) and also the
timing
> > of the updates (weekly/monthly are always lagging updates).
> > There is also a minor question of whether the database will
always be
> > 7yrs/8qtrs or is it growing each year?
> >
> > The files re this topic are at the Fundamental Data folder; menu
> at
> > the top left corner of this page>files?fundamental data.
> >
> > I think this will take users to it:
> >
> > http://groups.yahoo.com/group/fundamental data
> >
> > If you can post a .csv of one table downloaded for as many years
> as
> > you can get, with the relevant key, that would be great.
> > Even screenshots pasted into Word would do.
> > That would be service 'above and beyond the call of duty' and
> enough
> > for anyone contemplating fdata use and AAII in particular.
> >
> > From there interested users should move to their own trial via
the
> > money back guarentee.
> >
> > I have posted a text file there that I am using to keep track of
> all
> > fdata providers of any kind.
> >
> > Regards,
> >
> > BrianB2.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@> wrote:
> > >
> > > Brian - A few notes back someone mentioned that SI Pro had a
> > feature to
> > > export data. I fired up the dated
> > > version I have and found that the data is organized in 22
> > tables/files that
> > > can be exported one at a time. Also there are keys that get
> > > exported with each file. If any interest I
> can
> > store 2 or
> > > 3 of these keys in the files section of the fundamental forum
for
> > > folks to consider, if you'll clue
> me
> > into the
> > > link to that forum.
> > >
> > > The Standard Table export consists of 6.8 MB in XLS format.
> > > There are 7968 issues back in 2004
> > > Formats available are XLS, Lotus, XBase(dbf), fixed length,
> > comma
> > > separated, or tab separated fields.
> > >
> > > I'm still working on it but what I see are 2 dimensional
> tables,
> > ticker
> > > rows by column data, as a sample
> > > of the Growth Rates keys table below shows. Looks like the
> > historical
> > > aspect is relative coarse grained
> > > going back 8 years on some fields, but that's expected since
the
> > statistics
> > > are reported quarterly.
> > > A stumper is how would you get a historical institutional
> > ownership unless
> > > you had collected the monthly CDs over
> > > 8 years. I could be off the mark here, and if so would
> appreciate
> > someone
> > > setting me straight.
> > >
> > > Probably more than you'd want to know. Looks to be a lot of
> work
> > to
> > > interface to SQL server, even with
> > > the SQL Server's data transformation tool.
> > >
> > > Best regards
> > > JOE
> > >
> > >
> > > short_name long_name
> > > COMPANY Company name
> > > TICKER Ticker
> > > EXCHG_DESC Exchange
> > > SMG_DESC Sector
> > > IMG_DESC Industry
> > > CFPS_G1T Cash Flow-Growth 12m
> > > SALES_G1T Sales-Growth 12m
> > > SALES_G1F Sales-Growth 1yr
> > > SALES_G3F Sales-Growth 3yr
> > > SALES_G5F Sales-Growth 5yr
> > > SALES_G7F Sales-Growth 7yr
> > > RSALES_G1T % Rank-Sales-Growth 12m
> > > RSALES_G1F % Rank-Sales-Growth 1yr
> > > RSALES_G3F % Rank-Sales-Growth 3yr
> > > RSALES_G5F % Rank-Sales-Growth 5yr
> > > RSALES_G7F % Rank-Sales-Growth 7yr
> > > SALES_G1Q5 Sales-Growth from Q5 to Q1
> > > SALES_G2Q6 Sales-Growth from Q6 to Q2
> > > SALES_G3Q7 Sales-Growth from Q7 to Q3
> > > SALES_G4Q8 Sales-Growth from Q8 to Q4
> > >
> > >
> > >
> > >
> > > ----- Original Message -----
> > > From: "brian.z123" <brian.z123@>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Saturday, July 15, 2006 9:18 PM
> > > Subject: [amibroker] Re: Historical Fundamental Data
> > >
> > >
> > > > Hello treliff,
> > > >
> > > > Agreed that all historical fundamental data is not created
> equal.
> > > >
> > > > I am looking out for peoples favourites or recommended sites.
> > > >
> > > > It is a fair question to ask of the sites that have
> screen>export
> > > > software if indeed all fields can be exported in one file and
> if
> > so
> > > > what is the depth (years)?
> > > >
> > > > Re your comment 'the habit of kicking out the previous value
> and
> > > > simply replacing it with the new one seems to be the norm in
> > > > fundaland'.
> > > > Do you mean that many of the historical sites I have listed
> are
> > in
> > > > fact only current data providers?
> > > > I am trying to understand what you pointed out to us there.
> > > >
> > > >
> > > > Minor comments.
> > > >
> > > > I have QP and IQ data as two providers who bundle current
> fdata
> > with
> > > > their price data.
> > > > There are probably others.
> > > > It used to be a very short list but new players pop up every
> day.
> > > >
> > > > http://www.qp2.com
> > > > http://www.iqfeed.net/
> > > >
> > > > I had Stockwiz in the short list for hist fdata but the site
> has
> > > > changed recently and I couldn't find any reference to it that
> the
> > > > public can access.
> > > > They do talk about fundas but no details are given and the
> link
> > to
> > > > the data site is know a log on restricted access site.
> > > >
> > > > I added tbsp to the histo list.
> > > >
> > > > http://www.tbsp.com/public/default.htm
> > > >
> > > > AAII Stock Investor Pro lists the financials that are
> available
> > for
> > > > 7yrs/8qtrs and has a 'money back period'.
> > > > Admittedly 'money backs' are not as user frienly as free
demo
> > > > versions.
> > > >
> > > > http://www.aaii.com/stockinvestor/intro/guarantee.cfm
> > > >
> >
http://www.aaii.com/stockinvestor/intro/overview/statementcomp.cfm
> > > >
> > > > Brian.
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@> wrote:
> > > >>
> > > >> Thanks to everyone sharing their insights on fundamental
data
> > > >> collection. A small contribution:
> > > >>
> > > >> Those interested only in:
> > > >>
> > > >> Shares out
> > > >> Float
> > > >> Short interest
> > > >> Insider ownership
> > > >> Institutional ownership
> > > >>
> > > >> may consider shortsqueeze.com. At $28 they allow access to
> their
> > > >> historical data (starting only mid 2004) in XL format.
> > > >>
> > > >> ... and a small request:
> > > >>
> > > >> In joining the search for historical funda's I found AAII
most
> > > > likely
> > > >> to indeed have this ability by their Data Exporting feature:
> > > >>
> > > >> " All of the fields found in Stock Investor Pro can be
> exported
> > in
> > > > a
> > > >> variety of formats, including Excel & Lotus spreadsheets,
> ASCII
> > > > tab-
> > > >> and comma-delimited formats, and dBase format. "
> > > >>
> > > >> But does this indeed include ALL historicals? Daily, weekly,
> > > > monthly,
> > > >> at whichever frequency each field was updated in the past?
> > > >>
> > > >> I'm very suspicious and they don't have a trial. Suspicious
> > > > because
> > > >> the habit of kicking out the previous value and simply
> replacing
> > > > it
> > > >> with the new one seems to be the norm in fundaland (QP,
tbsp,
> > > > zacks,
> > > >> reuters, stockwiz etc etc... and I'm afraid many of the
sites
> > > > Brian
> > > >> has listed).
> > > >>
> > > >> So can anyone confirm (Mike perhaps, who has a
subscription),
> > for
> > > >> example re. short interest (or any other fundamental
field):
> > will
> > > > an
> > > >> AAII subscription truly enable me to pour all past data into
> > > > a .csv
> > > >> file? No PowerTools or SuperScreens, just good'ol plain raw
> > data :)
> > > >>
> > > >> Stock XYZ short interest:
> > > >>
> > > >> Jan '05: ...
> > > >> Feb '05: ...
> > > >> .
> > > >> .
> > > >> Jun '06: ...
> > > >>
> > > >> Thanks for your advice!
> > > >>
> > > >> -treliff
> > > >>
> > > >> --- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@>
> > wrote:
> > > >> >
> > > >> > Now you see it, now you don't.
> > > >> >
> > > >> > Here it is!
> > > >> >
> > > >> > http://betterinvesting.stores.yahoo.net/23303.html
> > > >> > http://nt3.zacks.com/default.htm
> > > >> > http://online.barrons.com/public/main
> > > >> > http://sec.freeedgar.com/
> > > >> > http://today.reuters.com/news/home.aspx
> > > >> > http://www.aaii.com/stockinvestor/intro/
> > > >> >
http://www.angelfire.com/in/vestinukgrowthshares/cdrefs.html
> > > >> > http://www.aspecthuntley.com.au/af/home?xtm-
> > > > licensee=aspecthuntley
> > > >> > http://www.capitaliq.com/
> > > >> > http://www.cbs.curtin.edu.au/index.cfm?objectId=1B3273A3-
> 0C32-
> > > > 2E2E-
> > > >> > 4B5B799689FF74FC
> > > >> > http://www.crsp.chicagogsb.edu/ http://www.csidata.com/
> > > >> > http://www.exchange-
data.com/products/fundamental_data.aspx
> > > >> > http://www.fisonline.com/
> > > >> > http://www.fordequity.com/html/pr_data_usdaily.htm
> > > >> > http://www.globalfinancialdata.com/index.php3
> > > >> > http://www.hemscottdata.com/
> > > >> > http://www.investmenteasy.com/home.aspx
> > > >> > http://www.it is a capital mistake to theorize in advance
> of
> > the
> > > >> > facts.Sherlock Holmes
> > > >> > http://www.market-eye.co.uk/
> > > >> > http://www.marketdata.sungard.com/
> > > >> > http://www.msodata.com/
> > > >> > http://www.perfectinfo.com/product_detail.asp?productid=4
> > > >> > http://www.qaisoftware.com/index.html
> > > >> > http://www.rimes.com/index.xmp
> > > >> > http://www.securities.com/
> > > >> > http://www.thomson.com/index.jsp
http://www.trackdata.com/
> > > >> > http://www.tradetools.com/web/scripts/default.asp
> > > >> > http://www.valueline.com/
> > > >> > http://www.wvb.com/
> > > >> > http://www.zacks.com/
> > > >> > http://www2.standardandpoors.com/servlet/Satellite?
> > > >> > pagename=sp/Page/HomePg&r=1&l=EN&b=10
> > > >> >
> > > >> > Some offer full financials, some are summarised (financial
> or
> > > > key
> > > >> > statistics/ratios) and the third possiblity also applies.
> > > >> >
> > > >> > Brian.
> > > >> >
> > > >> >
> > > >> >
> > > >> >
> > > >> >
> > > >> >
> > > >> >
> > > >> >
> > > >> >
> > > >> > --- In amibroker@xxxxxxxxxxxxxxx, "brian.z123"
<brian.z123@>
> > > >> > wrote:
> > > >> > >
> > > >> > > Historical fundamental data providers.
> > > >> > >
> > > >> > >
> > > >> > >
> > > >> > > Here is a list of links to sites that provide historical
> > fdata
> > > >> > that
> > > >> > > may be of interest to AB users when the SQL plug-in is
> > > > released.
> > > >> > >
> > > >> > > Some of them were reviewed by forum members at the 'New
> > > >> > Fundamental
> > > >> > > Data' and 'Institutional Ownership' topics.
> > > >> > >
> > > >> > > Most are USA market biased with some global providers
and
> a
> > > >> couple
> > > >> > > for specific markets (UK and Aus - sorry I don't have
any
> > for
> > > >> > other
> > > >> > > individual markets).
> > > >> > > They include retail investor providers, investment club
> > > >> providers,
> > > >> > > academic providers (free to accredited people???) and
> > > >> > institutional
> > > >> > > level data (some institutional providers package parts
of
> > > > their
> > > >> > > systems for individual users).
> > > >> > >
> > > >> > > The links don't necessarily lead straight to the data;
> some
> > > >> > snooping
> > > >> > > around is required in some cases.
> > > >> > > It might also contain errors or dead leads.
> > > >> > >
> > > >> > > It is not a complete list by any means but includes most
> of
> > > > the
> > > >> > main
> > > >> > > suspects.
> > > >> > > Any further leads would be welcomed, including non-
English
> > > >> > speaking
> > > >> > > sites/markets (as long as the post is in English).
> > > >> > > The criteria for the list is that the database must
> include
> > > > some
> > > >> > > industry standard fundamental data and be exportable in
a
> > > > format
> > > >> > > that can be used by AB or other similar programs (for
> those
> > > > who
> > > >> > own
> > > >> > > more than one software package).
> > > >> > > For anyone who has info readily available; providers
home
> > > >> country,
> > > >> > > site URL, market, cost, instruments covered, database
> > length,
> > > > EOD
> > > >> > or
> > > >> > > weekly data etc, download/update method and frequency,
> data
> > > >> > fields,
> > > >> > > CD available, download or intermediatry software needed
> and
> > > >> > download
> > > >> > > formats available is the type of stuff that provides
> useful
> > > >> > guidance
> > > >> > > for forum members.
> > > >> > >
> > > >> > > I might make a comparison table, and file it at this
> site,
> > at
> > > > a
> > > >> > > later date.
> > > >> > >
> > > >> > > Brian.
> > > >> > >
> > > >> >
> > > >>
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > 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
> > > >
> > > >
> > > > Yahoo! Groups Links
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
> >
>
>
>
>
>
>
> ------------------------ Yahoo! Groups Sponsor --------------------
~-->
> Yahoo! Groups gets a make over. See the new email design.
> http://us.click.yahoo.com/XISQkA/lOaOAA/yQLSAA/GHeqlB/TM
> -------------------------------------------------------------------
-~->
>
> 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
>
>
> Yahoo! Groups Links
>
|