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Re: [amibroker] Re: best feed for ASX?



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regards
Paul
 
----- Original Message -----
From: brian_z111
Sent: Monday, January 28, 2008 4:05 PM
Subject: [amibroker] Re: best feed for ASX?

Barnabas,

I will be filing more detail at the UKB over the next week or two.
A quick summary for now:

For EOD (including historical) we have good old Yahoo (although it has
question marks over its error rate cf Yahoo US data), Norgate Investor
Services (well integrated with AB + ICB classifications), Just Data
(accurate div adjusted data + historical CD or Paritech (includes
historical CD).

For RT - depending on whether you want to backtest using historical
data (there are issues over backfilling and/or saving backfilled
historical data locally). We have a choice between companies like
Paritech, with only DDE at the moment, (no historical backfill?). Cost
is $AUD158 month and it is untried as yet.

Compared to ESignal - cost from USD$125 plus exchange fees (USSD$35
month for non-pros for the ASX). ESignal is well known and used by
quite a few (not all are happy campers but no RT providers seem to get
a good report from all users). History is from 10 days tick and 60 days
intraday depending on your subscription and who you are talking to.

ESignal has Aus in the Asian Pacific module - go to

http://www.esignal.com/esignal/default.asp

then Support >> KnowledgeBase then seelct from the KB index at the left
>> SymbolGuide >> Stocks >> Article #2737 Asia/Pacific Stock Symbols
for a complete list of Aussie stocks.

By comparison Reuters QuoteCenter has 30 days tick history and 250 days
Intraday history (you might need to ask AmiBroker support how to get RT
access to that).

Personally I don't want to play the 'backfill' game and I am hunting
for historical intraday data (download or CD) for the ASX and US
equities (mainly). I am also trying to track down cheaper RT feeds for
the ASX that don't have any historical backfill(I intend backtesting
historical data separately and then only scanning/watching current day
for entries and exists).

There will definitely be more detail coming up on those subjects at the
UKB.

brian_z

--- In amibroker@xxxxxxxxxps.com, "Barnabás Debreczeni" <keo@xxx> wrote:
>
> Hi there everyone,
> I am new here. I'd like to ask, what are your experiences with ASX
feeds?
> Which provider would you recommend?
>
> I'd need realtime quotes, maybe backfill EOD data, but that's not a
must.
> Intraday for recent days and realtime quotes would suffice.
>
> Thank you very much for your help!
>
>
> B.
>

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