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Have you considered Worden Bros EOD service for your ETF needs. Cheaper
data and Amibroker can access the data.
Millowena
----- Original Message -----
From: "Tim" <raven4ns@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 06, 2008 11:56 AM
Subject: [amibroker] Re: SYMBOLS
Thanks everyone for your help. I have decided to use a proxy such as
the single-country etfs that are available. I looked up my account at
Esignal and it seems you have to pay for each index you wish to
access. Since I use them only to let me know what is happening in a
general area of the world it's not worth it to me. Once again, thank
you very much for your help, it is certainly appreciated.
Warmest regards,
Tim
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Tim,
>
> Sorry if I took you too far off topic (I am interested because I
> might subscribe to eSignal myself, in the near future, and I do
> follow Asia a little bit).
>
> I found the eSignal symbol list (it wasn't so hard afterall), and the
> symbols you mentioned, except for NS 8U-SGX
>
> I didn't see NS as a symbol on the SGX Futures exchange (NK is there).
>
> Anyway, provided you are subscribed to the exchange and accessing
> data during exchange hours I can't see a problem.
>
> Surely it is just a matter of asking eSignal support?
>
> brian_z
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@>
> wrote:
> >
> > 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 GSTIT 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@> 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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