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Nice work MarketMonk,
> Should I want to share this with others - how do I extract the price
> data for these industry symbols only?
You can use CategoryAddSymbol( "", categoryIndex);
to add them from a WatchList to the Index folder and then filter OR
use IsIndex() in code to identify them.
OR is IsIndex() to sort the 'normal' indexes from the industry
indexes by StrFind i.e. if you don't mark them as an Index then you
can identify index(NOT) AND StrFind(^)
The following filters out all Yahoo indexes in a database and adds
the close (to get all datapoints add OHLC columns and use all quotes
in the exploration).
Filter = StrFind( Name(), "^" ) ==1;
AddColumn(C,"C",1,1);
There is some script around for writing the data to text files so
that would also work with a similar 'filter' added to the code.
> I have begun testing Batman as a way to automate the download
>process,
> are there other ways to make sure this happens?
Registered AQ has OLE automation interface since version 1.7 - it is
over my head but I belive it can do the job?
> Occasionally I get bad data (large bars due to an out of range low
>or
> high tick value). How should I fix this? Just use with a random
> number in the range of the previous days bars? Is there any other
>way
> to cross check these bad bars?
Not a practical idea - for academic interest only - the current bar
is the 'sum' of Yahoo RT (theoretically speaking) - perhaps they
filter 'bad ticks' at that level - if collected in a small enough
timeframe then they would approximate the 4pm current bar quite
closely - either without bad ticks OR you could filter bad ticks
yourself (as I said, from a practical point of view it would use up a
lot of juice).
Worth a try?
For a manageable quick fix (approximation) - use a long term SD of
the bar range and if individual bar range > 4 StDevs do something
about it (use SD3 as the max allowable high/low) - that would cut all
badtick errors but also throw out an occasssional true SD4.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "marketmonk777" <RedEyes777@xxx>
wrote:
>
> Last December I took the time to add to Jim's US Stock Database from
> Yahoo the Industry Symbols (ie ^YH0h914 Water Utilities). I believe
> there are over 200 such symbols. Even though I did not use the
> Hemscott Industry data that was available to me back when I
subscribed
> to the Worden TC2005 service, I felt that I may one day want to. It
> was not an easy task to locate all of these symbols and add them to
my
> database.
>
> This group of symbols are only available from the "current" servers
> and do not have historical data. So I have had to make sure that I
> download each evening or I will end up with a hole in my database.
>
> Is anyone else doing this?
>
> Should I want to share this with others - how do I extract the price
> data for these industry symbols only?
>
> I have begun testing Batman as a way to automate the download
process,
> are there other ways to make sure this happens?
>
> Occasionally I get bad data (large bars due to an out of range low
>or
> high tick value). How should I fix this? Just use with a random
> number in the range of the previous days bars? Is there any other
way
> to cross check these bad bars?
>
> FWIW, this data is somewhat aligned with TC2005. There are a few
> differences 1) TC2005 has a main Sector which is a composite (ATC)
of
> the various industries. Yahoo does not offer the same. 2) There is
no
> volume data, I believe TC2005 industries do contain volume data
(been
> a while since I subscribed so I could be mistaken). 3) Their is
> historical data available 4) Data is maintained for anything that
> would affect the historical price series.
>
> In spite of the challenges above, I am willing to continue with the
> downloading of this data.
>
> Regards,
> MarketMonk
>
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