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I have been comparing Quotes Plus Data with Norgate's Premium Data and
have found the following:
> - Accuracy of the quote data
> - Quick resolution of inaccuracies
Both seem very good in this regard.
Norgate Premium Data covers OTC stocks - QP does not, which means
certain securities such as Foster Wheeler which was an OTC stock for a
couple of years before returning to a normal listing has limited history.
Also, the Premium Data coverage of index data is crazy... looks like
about 900 indexes covered, and they are also organized into about 40
groups so you can find what you want quickly.
> - Ease of use during initial database setup
Both work fine.
> - Ease of use during daily download
Easy on both sides.
> - Server reliability and responsiveness
No problems - QP seemed to take longer to process updates though but
this should not be an issue for end of day data.
> - Any periodic maintenance required
Premium Data requires you to run a script within AmiBroker
periodically to pick up new symbols/symbol changes. The QP plugin
requires you to periodically click Database settings - retrieve
symbols. However, QP doesn't remove the delisted/old symbols.
For example earlier this week New Generation Biofuels moved from AMEX
(GNB) to NASDAQ (NGBF) - the old entry for GNB still remains within AB
with QP, but is removed by Norgate when you run the maintenance script.
> - Ability to determine which stocks are optionable
Premium Data has a watchlist for those stocks which have options that
trade on CBOE.
I couldn't find any such feature on QP.
> - Adjustments for splits and dividends
Both adjust for splits. Neither adjust for dividends (which is what I
want)
> - Ability to determine the true historical price a stock actually
Norgate Premium Data holds the original closing price in the otherwise
unused Open Interest field.
For QP, you can only have either the adjusted closing price or the raw
price - you can't have them both simultaneously.
> - Availability of historical data for delisted stocks
Premium Data also covers delisted securities (for an additional fee)
which is great when doing backtesting. My short-side trading system
backtest results changed dramatically when I added delisted securities.
On the commodities side, Norgate's futures data is a lot better - well
organized within AB, you can chart the individual deliveries (with QP
you can only chart continuous charts) and they also populate the
fields for margin size, tick size, point value etc. which are required
for backtesting)
Both are great solutions but I think Premium Data is superior in
several important areas.
They both offer a trial - grab them both and see for yourself.
john
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