|
PureBytes Links
Trading Reference Links
|
What I do is use an Excel web query to pull all the NYSE/Nasdaq data
from here every night:
http://finance.yahoo.com/advances
...then use a macro to store/manipulate it from there, and import it
into AB whenever. I'm not aware that Yahoo! breaks out the different
breadth components using symbols. Would be handier if they did, of
course.:)
Luck,
Sebastian
--- In amibroker@xxxxxxxxxxxxxxx, "Ed Hoopes" <reefbreak_sd@xxx> wrote:
>
> Thanks all for the replies.
>
> Sebastian, what are the symbols you use for Yahoo! Up Vol and Dn Vol?
>
> Run, - I didn't know about the different volume data. Guess I'll have
> to explore that when I get things working.
>
> Tomasz - Thank You (as usual) for the tip.
>
> Ed Hoopes
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia"
> sebastiandanconia@ wrote:
> >
> > Ed, I ran into this problem with .csv import, too. I just divide
the
> > volume by 1,000 before I import it.
> >
> > My .csv file breaks out up volume from down volume, but if all you
want
> > is total volume you can import it along with ^NYA historical data
> > directly from Yahoo!, without the intermediate step of a .csv file.
> > ^NYA, ^GSPC, ^DJI, ^DJT, and ^DJU all have the same volume(s).
Here's
> > Tomasz's post related to Yahoo! volume importing, hope it helps.
> >
> > S.
> >
> >
> >
> >
> > SOLUTION TO NEGATIVE VOLUME REPORTED IN INDICES
> >
> > Yes it is possible to do that automatically.
> > Open aqh.format (inside Formats directory) file with NOTEPAD
> > and add the following line
> >
> > $VOLFACTOR 0.001
> >
> > And re-import all downloaded data. The volume will be now reported
in
> > thousands
> > of shares
> >
> > (alternatively you can use $VOLFACTOR 0.01 and then it will report
> > volume in
> > hundreds)
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Ed Hoopes" <reefbreak_sd@> wrote:
> > >
> > > I'm trying to import Yahoo! data for the symbol ^NYA - the NYSE
> > > composite index.
> > >
> > > The *.csv Volume field has NYSE total volume that currently is
running
> > > around 2 billion shares/day. When I examine the *.csv file in
Excel,
> > > the volume is different from day-to-day as expected. BUT when it
is
> > > imported into AmiBroker, most of the volume numbers are all the
same
> > > - around 2.147. . . billion.
> > >
> > > My suspicion is that this is a 32 bit signed INTEGER data type.
2^32
> > > / 2. Is this correct?
> > >
> > > My goal is to use the volume to construct an A/D line for the
NYSE.
> > > A/D involves adding/subtracting - but if I'm up against an
internal
> > > limit of AB maybe that is not possible.
> > >
> > > Any suggestions??
> > >
> > > Ed Hoopes
> > > AKA ReefBreak
> > >
> >
>
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.15.24/592 - Release Date: 12/18/2006 1:45 PM
|