[amibroker] eSignal script to maintain stock database

["Paolo Cavatore" <pcavatore@xxxxxxxxx>]

I was wondering if anyone has developed a script or can point me to 
some hints to maintain a database of S&P500 stocks in AB with eSignal 
datafeed.

My starting point would be an excel file with all the necessary 
information (list of tickers, fullname, market, sectors, industries, 
currency, dividend ex-date, dividend amount, etc etc) that I can 
update periodically (for instance quarterly). The script should then 
be able to use that file to update AB database considering:
-new members of S&P500 to be added
-get rid of names which are no more members of S&P500
-update the sector classification or any other change to the security 
information like ticker change and so forth
-check for stock-split or any other corporate action and back-adjust 
the data accordingly
-adjust historical data for dividends (actually eSignal doesn't back-
adjust historical data for dividends which is required for proper 
backtesting)

I'm also curious to know how other people using eSignal datafeed have 
addressed such issues considering that without the necessary 
maintenance the database becomes quickly useless for proper 
backtesting.
The only "manual" way I have found out is to completely delete the 
database and create a new one from scratch periodically (for instance 
quarterly) but this is far from being a nice solution.

Regards,

paolo




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