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RE: [amibroker] Premiumdata alternative to CSI for delisted stocks



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Hi b

 

The data is directly accessible via the MetaStock plugin.  We already have
this operational for listed securities and requires no maintenance from your
side (apart from the occasional click of one menu item).  Also, we fully
classify all of the listed companies into meaningful
markets/groups/sectors/watchlists (see
http://www.premiumdata.net/support/amibroker.php#securitylayout for a
screenshot of the layout).

 

The way our database maintenance works, you don't have to worry about "junk"
building up.  We remove codes that have changed due to code changes or
delistings (there are a several hundred code changes each year on the US
markets).  

 

In terms of AmiBroker integration, I think we'll have three different
AmiBroker databases that are fully maintained:

1.       Currently listed stocks

2.       All delisted stocks

3.       All listed and delisted stocks

 

One thing that really needs careful attention with a delisted security
database is the issue of code reuse/overlaps since AmiBroker can only accept
one instance of any given code.  We'll be getting around the code
reuse/overlap issue (ie where codes are used multiple times throughout
history by different companies) by using a numbering scheme at the end of
the codes (eg. ABC1, ABC2, ABC3 for companies that three delisted under the
code ABC).

 

Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
  markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net 

From: b519b [mailto:b519b@xxxxxxxxx] 
Sent: Friday, 16 February 2007 9:26 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Premiumdata alternative to CSI for delisted stocks

Richard:

This is very good news. 

How does one import the data into Amibroker? Is it by importing csv
files, or is there a direct route? 

Getting delisted stocks for research made it worth the hassle to get
CSI data into AB. After working through lots of problems, I finally
settled into a two database solution. Once a month or so I would do a
full history export from CSI into a virgin Amibroker database. That
database was just used for research. It was never updated. The second
Amibroker database of CSI data was just for the past year and it was
updated regularly. Over time "junk" would build up in this database
due to ticker changes etc. About once a month, I would delete the
daily database, create a new one, and start fresh. 

A nicer solution would be most desirable.

b

_ 


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