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Richard,
Thanks for your answers (appreciated).
> One day we hope to either interface our databases >directly into
> AmiBroker through a data plug-in OR write into
> the native(proprietary,
> structure unknown) AmiBroker database.
Given that (IMO) the primary value of AB is the ability to customise,
and also provide users with choice, I go with point 2 "write into the
native proprietry AB database".
Pro-active providers, who 'support' AB, and want to take the business
risk, can offer us low maintenance enhanced 'data' products and 'do
it your-selfers' can also access it, from the top level.
I imagine that approach could also allow users to customise the
symbol tree, in the workspace view (folders could be hierarchical
database queries so that we have as many levels as we want, on an
individual user basis, and symbols/instruments/assets can belong to
more than one category).
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "Richard Dale" <richard@xxx> wrote:
>
> We use a proprietary number - actually an integer. We're
currently up to
> almost 400,000 unique securities in our database now and growing
each day.
>
> There is no such "universal number" unfortunately. The ISIN was
supposed to
> be that unique identifier but this can and does change (e.g. when a
company
> reorganises its capital structure, it often creates a new set of
ISINs, thus
> making it difficult to construct a continuous history for that
security).
> Also, many exchanges re-use ISIN codes too (which they're not
supposed to do
> under the guidelines - but they are only guidelines I guess).
>
> Every (decent) data vendor out there has such a unique identifier
(including
> us). This is rarely shown to the end user though. Unfortunately
there is
> no universal indicator that is 100% effective.
>
> Currently AmiBroker's (proprietary, structure unknown) database
appears to
> use the symbol as its primary means of identifying a security. Due
to
> symbol overlap/code re-use issues this is not ideal. However,
changing such
> a database structure is not a activity that should be considered
likely. It
> will probably require a reasonable amount of code to be rewritten
within
> AmiBroker. One day we hope to either interface our databases
directly into
> AmiBroker through a data plug-in OR write into the native
(proprietary,
> structure unknown) AmiBroker database.
>
> The Microsoft Access/ODBC method of databases becomes painfully
slow when
> you have databases in excess of a few hundred megabytes (such as
price
> databases). It's just not efficient for large databases.
>
> 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: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of brian_z111
> Sent: Thursday, 5 June 2008 9:06 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE
>
>
> Richard,
>
> Re: universal symbol identifiers
>
> > Further issues remain with respect to annotations on charts
within
> >AmiBroker
> > and symbol changes. This is due, in part, to the way that
> >AmiBroker uses
> > the traded code as the sole identifier for a security. Internally
> >we use a
> > unique numerical identifier which never changes even if a
security
> >changes
> > its code, exchange or listed status. It would be great to work
> >with Tomasz
> > to enhance the AmiBroker chart database structure to provide a
more
> >robust
> > method for matching securities on the basis of an identifier
rather
> >than the
> > code.
>
> What are you using for your identifier - are you using a proprietry
> number or a "universal number"?
>
> What changes do you see that would enhance AB's database
capabilities
> (briefly)?
>
> I started talking about this when I first purchased AB (2 yrs ago).
> It seemed to me that it was unusual that AB was originally designed
> with an enhanced database structure in mind but, at that time, it
was
> still limited to the inbuilt OHLCOI fields.
>
> Since then the ODBC plugin has been developed, as an AB database
> supplement, although I see recent comments from Chris dePuy, who
> appears to have done his homework on the subject, that it slows
down
> considerably as it grows.
>
> I had an interest in the subject from AB day1 because I wanted to
use
> a custom database to pull together info from different sources and
> tie it to a symbol, via a unique identifier (no real reason outside
> of curiousity/research). I had noticed in my travels, that say,
CSI,
> were using a proprietry ID and that some major players had made
> attempts to introduce universal identification (in their own format
> of course).
>
> It seems from the discussion on importing "extra" data to the
vacant
> OI field that there is still interest out there, on efficient ways
to
> mangage custom import, from some users.
>
> To get to the point:
>
> Do you favour any current universal identifier (there seems to be a
> power play between some of the different majors) - do we have an
> identifier that is globally accepted or that you believe should be
> globally accepted?
>
> If we had one, is AB's current database structure actually capable
of
> handling large, flexible, multi-field databases efficiently and
> taking advantage of it?
>
> brian_z
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Richard Dale" <richard@> wrote:
> >
> > Hi MM,
> >
> > For securities that are no longer trading we move them to
> a "holding area"
> > that is away from the normal securities database.
> >
> > For users that subscribe to our delisted historical data (which
> goes back to
> > 1950) we change the symbol of the delisted security to represent
its
> > delisting date (e.g. Enron eventually delisted as ENRNQ in
November
> 2004, so
> > its symbol is ENRNQ-200411). By changing the symbol we avoid
symbol
> > overlaps. Symbol overlaps are important with a delisted database ?
> For
> > example, the symbols AB, CDS, CSA, ENT and SEM have each been
used
> 6 times
> > since 1950.
> >
> > There were 48 securities delisted today on the US markets so this
> is quite a
> > common event. I'd say there are an average of 15 securities each
> day that
> > are delisted.
> >
> > Further issues remain with respect to annotations on charts
within
> AmiBroker
> > and symbol changes. This is due, in part, to the way that
> AmiBroker uses
> > the traded code as the sole identifier for a security. Internally
> we use a
> > unique numerical identifier which never changes even if a
security
> changes
> > its code, exchange or listed status. It would be great to work
> with Tomasz
> > to enhance the AmiBroker chart database structure to provide a
more
> robust
> > method for matching securities on the basis of an identifier
rather
> than the
> > code.
> >
> > 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: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of marketmonk777
> > Sent: Wednesday, 4 June 2008 11:09 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE
> >
> > Richard,
> >
> > How do you handle stocks that are no longer trading? I mean how do
> > you notify your customer base? Or do you just remove it from their
> > hard drives?
> >
> > As I mentioned earlier I use to use TC2005 (prior to finding
> > Amibroker) and was using the chart notes feature to "log" all of
my
> > trades. What I discovered was that the Wordens would automatically
> > remove dead symbols and therefore I would not be able to retrieve
> > those notes and charts. That got me a little tweaked.
> >
> > Regards,
> > MM
> >
>
------------------------------------
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