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Hi Herman,
I had a similar question and solved it in steps.
I had several databases and wanted to collect a number of tickers out of these databases into a new database only containing the tickers needed.
Your second step would be to disregard a number of bars out of the history of each of these tickers.
As input I use a txt file containing the names of the databases and the requested tickers there in. For me this is a portfolio related setup.
You could write a number of routines in JScript:
PrepareDestDatabase: clean it up by deleting all current symbols.
FillDestDatabase: add the tickers to the now empty destination database.
No data in there yet. Close dest database.
CopyQuotes: simply copy the files from the source databases of which you have the name and the ticker name itself into the correct subdirectory of your dest database. Open the dest database.
GetRidOfHistory: Your next step would be get rid of a number of quotes for each symbol.
After having dealt with the system traded you just go back to the beginning and take the next entry from your system setup file.
The whole process will be steered from a JScript script.
So I'm certain it can be done automatically.
Franz
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