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RE: [amibroker] Re: OT: Yahoo data downloads



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Brian, Ronald, et al:
 
I don't think this particular problem is a good one for scripting. The reasons for saying that are:
 
1. In writing some scripting, I found that the data supplied by Yahoo is very "dirty". By that I mean that there are a number of tickers that they list on the industry, etc. pages  that are either out of date or just plain wrong.  I had to develop a routine to gather all of the tickers and then submit them to another part of Yahoo just to see if they were valid.  In doing so I would get messages that some of them had been changed to something else or they didn't exist.  I ran it last nite and got a new oddball situation: for one ticker it said that it had been changed but the new ticker it gave was the exact same as the old one and I hadn't programmed for that so I got into an infinite loop in that routine.  Its been fixed now but you see the problem.
 
2. You'll also get a lot of chaff - tickers for the pink sheets, etc. Some people may want them others not - so you've got to provide a way for them to cherry pick the ones they want. Doing a GUI in script will add a higher level of complexity to the project.
 
3. After all of the tickers have been verified you can still have tickers that Yahoo says are "OK" but when you do to download the quotes they may not have any.  So, you've got to figure out which one's they are. AQ doesn't tell you - you have to look at all of the files that are downloaded and detect the missing ones.
 
4. Then there's the ongoing maintenance problems - new tickers, deleted tickers, changed tickers, etc.
 
All, in all - for a scripting project (beginning or otherwise) this one is very complicated and I think you should learn to crawl first. 
 
d


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Ronald Davis
Sent: Thursday, May 24, 2007 1:25 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: OT: Yahoo data downloads

 
 
This is just the kind of project I have been hoping to find.
 
I have no scripting experience at all, but next week, I am starting a home study of scripting.  The links below came up instantly on a google search, so I am sure that I will have no problem finding enough study material.
 
If this yahoo data project involves a huge amount of repetitive typing of symbols, then I would like to join in on developing the thousands of sub routines that are probably, required.  I learn best when I am working on a project that will benefit me. I am willing to devote a substantial time to this project.
 
I know that the time of experienced scripters  is valuable, so would ask a question only when I can't find the answer in a google search. 
 
Maybe there are others wanting to learn at least a little about scripting, and would be willing to dovote a substantial amount of time to helping.  Ron D
 
 
 
 
===============================================================
 
brian_z321 <brian_z321@xxxxxxxxx> wrote:
--- In amibroker@xxxxxxxxxps.com, "dingo" <dingo@xxx> wrote:
>
> Check your mail.
>
> d

Why did your name spring to mind when I said *kind hearted
scripters*? ;-)

I'll look into it.

Thanks,

Brian.

> > -----Original Message-----
> > From: amibroker@xxxxxxxxxps.com
> > [mailto:amibroker@xxxxxxxxxps.com] On Behalf Of brian_z321
> > Sent: Wednesday, May 23, 2007 10:23 PM
> > To: amibroker@xxxxxxxxxps.com
> > Subject: [amibroker] Re: OT: Yahoo data downloads
> >
> > If any one is interested let's make the first target an easy one.
> > Ee could start with something simple like a script to download
all of
> > the a* or a-aa listings for the NYSE.
> >
> > >From there we could progress to getting all of the b* listings
and
> > then try another market for the a*'s.
> >
> > Possibly target2 could be to get sectors/inustries for all of the
> > NYSE a* listings.
> >
> > With that info I am sure people could work their way up the
ladder.
> >
> > No need for anything fancy to start.
> > Just get an example list and export it to a .CSV file with a
script.
> >
> > Any kind hearted scripters out there?
> >
> > Brian.
> >
> > --- In amibroker@xxxxxxxxxps.com, "brian_z321" <brian_z321@>
wrote:
> > >
> > > At the time of writing Yahoo!Finance lists 37,696 tickers from
> > approx
> > > 523 exchanges world wide.
> > >
> > > They even list the NZ exchange when nobody, except those from
Rugby
> > > Union playing nations, even know that the country exits.
> > >
> > > My programming expertise doesn't extend past what I have learnt
> > from
> > > AmiBroker in one single year but I am seriously thinking that I
> > could
> > > manage to learn how to scrape that list for my own use.
> > >
> > > Instead of depending on others why not do it for ourselves?
> > >
> > > How about a public project, right on this site, where a
community
> > > effort lays out the script, or an example of it, so that we can
all
> > > learn how to do it and manage our own updates and script tuning
in
> > > future.
> > >
> > > Pie in the sky?
> > >
> > >
> > > Positions vacant:
> > >
> > > Project leader, programmers, secretary and working bees.
> > >
> > >
> > > Put up now or for ever hold your peace.
> > >
> > >
> > > http://biz.yahoo.com/i/
> > >
> > > http://finance.yahoo.com/exchanges
> > >
> > > Brian.
> > >
> > > P.S. in the unlikely event that we actually do something I will
be
> > > watching from the bleaches; sorry I'm too bsuy elsewhere and
lack
> > the
> > > skill-set for a public effort.
> > >
> >
> >
> >
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>



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