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Hello Tim,
I don't use ESignal but if it is any help:
- index data can be patchy (low payback for providers especially
outside of the US/Euro markets)
- sometimes I get around this by using the symbol of an ETF that
tracks the index
- you need to be careful about this to see now close the fund is to
the instrument you are trading
- it also depends on your system as to how accurate the data needs to
be relative to your traded instrument
Example:
- IShares MSCI Japan Index tracks the Nikkei
- symbol EWS on the US exchanges
- it trades intraday in Yahoo charts
- I don't know what the calc period is (not necessarily tick data)
- you can see the constituents/weighting at their site
- also view tracking error in a chart
- they say you can download data (I haven't tried)
http://www.ishares.com/home.htm
but the fund might not match a future if the future has carry costs
associated with it (you could calculate carry costs and make your own
pseudo ticker for the index)
- there are other things to look out for if you use a fund symbol
for example - how is the fund 'price' calculated:
(from the IShares site)
"The index levels for all iShares Fund benchmarks are total return,
except that of the Nasdaq Biotech Fund (IBB), which is price return,
and those of the MSCI series, which, as of January 1, 2001, are net
dividend returns. The benchmarks for the S&P GSTI? sector series
(IGN, IGW and IGV) display price return levels from index inception
through December 30, 2002 and, from December 31, 2002 onward, display
total return levels.
Total Return: Performance measurement includes both security price
movement and dividend payments, which are reinvested daily.
Price Return: Performance measured solely by security price movement,
excluding dividend payments.
Net Dividend Return: A variation on total return that assumes that a
portion of dividends paid is withheld at a standard tax-withholding
rate. The MSCI Net Dividend series assumes withholding based on
Luxembourg investors. Therefore, the dividend component of Net
Dividend Return approximates the actual after- tax dividends received
by international investors. Actual fund dividend withholdings may
differ."
There are other Nikkei Index/Fund combos out there.
I used to use eSignals symbol guide as a resource tool - it seems to
be getting hard to find it now.
I also use 'symbol lookup' at
http://au.finance.yahoo.com/investing
or ther ukYahoo site to help find indices/ETF's.
I sometimes go to the index providers/exchanges (e.g. S&P, CME) as
well (they often list the funds that correspond to their indexes).
On top of that, it depends where you live - I am in Australia so a
fund that trades on the US exchange is only good for backtesting or
trading if I use a US time broker.
On the other hand, I can trade the Nikkei or the StraitsTimes index
RT on my Aussie platform but I can't get an historical download from
there - I just have to play what is in front of me on the screen.
If I want to get a rough idea of what is happening in Asia, intraday,
gold old Yahoo has the Asian indexes on intraday delay.
FTR
You don't say whether you are EOD or RT, where you are based and what
eSignal have to say about it?
If you are in the US it is possible that some Asian indexes aren't RT
or synched to US time.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "thariman" <thariman@xxx> wrote:
>
> I do a search with esignal
>
> NS 8U-SGX for Nikkei Mini Future in ( Singapore Exchange )
> NI225_M U8-OSM for Nikkei Mini Future in Osaka
> NI225 U8-OSM for Nikkei Future in Osaka Securities Future
> NK U8 for Nikkei Future in CME
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tim" <raven4ns@> wrote:
> >
> > Hello,
> > I use Amibroker with Esignal data but can't find a symbol for the
> > Nikkei225 or the FTSE that will allow me to get charts. The symbol
> > guide is no help because it has 2 different symbols for the
Nikkei and
> > neither one work with Amibroker.
> > If anyone out there uses AB, please let me know what you are
using for
> > the symbols. Thank you.
> >
> > Tim
> >
>
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