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Re: [amibroker] Re: PremiumData Question - One or two more questions


  • Date: Sun, 10 Jan 2010 11:54:35 -0800 (PST)
  • From: Bob Waits <bobwaits2@xxxxxxxxx>
  • Subject: Re: [amibroker] Re: PremiumData Question - One or two more questions

PureBytes Links

Trading Reference Links



Hello Richard:

How much time does it take to typically download daily data for all the exchanges in the U.S.?

Thanks.


From: "p_heroux@xxxxxxxxxx" <p_heroux@xxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sun, January 10, 2010 1:44:26 PM
Subject: [amibroker] Re: PremiumData Question - One or two more questions

 

Hi Richard,
Your data package seems to have a lot of interesting features. I have two questions for you:
A) Does your package provide the GICS code for each individual stock?
B) I have notice that you are not covering the Toronto Stock Exchange in Canada: any plan to cover it in the near future?

Thank you

Philippe
--- In amibroker@xxxxxxxxx ps.com, Richard Dale <richard@xxx > wrote:
>
> I'll try and explain how this works. It's all a bit complicated.
>
> There's three "databases" at work:
> 1. Premium Data's MetaStock format database
> 2. AmiBroker's native price database
> 3. AmiBroker's security details database
>
> There are two settings available:
> Use Local Data Storage - either Enabled or Disabled
> Data Source - either MetaStock Plug-in or Local Database.
>
> The default setting is when you set "Use Local data storage" to false
> and Data source: MetaStock Plugin. This uses databases 1 and 3.
> Database 1 is updated using the Premium Data program. Database 3 is
> maintained using the Tools->US-PremiumDa ta command. Normally Database 2
> isn't used, except for composite symbols you might create.
>
> Why would we want to change this?
>
> Some people have commented that accessing AmiBroker's native price
> database is quicker for large backtests. So how do we copy data from
> database1 into database 2? Set "Local data storage" to Enable and Data
> source - MetaStock Plugin, then any time you access a security in
> database 1, a COPY of the data is placed into database 2. Some people
> run a scan across all data to popuulate this (eg. with an entry
> condition that is always true).
>
> How do we then use that copied data? Set ""Local data storage" to
> Enabled and Data source to Local Database. Note that any updates to
> database 1 will no longer be reflected in database 2.
>
> Now, should there be any maintenance required, you should either change
> back to the default setting or to the second setting. Ensure you run
> Tools->US-PremiumDa ta in this mode too.
>
> If you decide that maintaining a duplicate of the price data in
> Amibroker's natvie price database is too cumbersome, then return the
> settings to default as described above. Then shut down AmiBroker.
> Make a backup of the entire C:\Program files\Amibroker\ US-PremiumData
> folder. Delete the A-Z folders inside the folder C:\Program
> Files\AmiBroker\ US-PremiumData folder. Start AmiBroker. Click
> Tools->US-PremiumDa ta.
>
> _What we are doing to improve this_
> We are developing a native plugin to AmiBroker and also getting rid of
> the MetaStock file format. This should provide significant performance
> increases (so there is no need to utilise a native price database),
> automatically the database on-the-fly as code/symbol changes occur (i.e.
> no need to run Tools-US-PremiumDat a) plus also give us extra flexibility
> to offer new features (such as historical index constituents - eg. you
> will be able to specify in your entry conditions during backtesting "S&P
> 500 constituent" = true and this will use the historical set of S&P500
> constituents on each relevant day to determine whether the entry
> condition is true. This is the ultimate survivorship- bias-free form of
> testing.
>
>
> Best regards,
> Richard Dale.
> Norgate Investor Services
> - Premium quality Stock, Futures and Foreign Exchange Data for
> markets in Australia, Asia, Canada, Europe, UK& USA -
> www.premiumdata. net
>
>
>
> -------- Original Message --------
> Subject: [amibroker] PremiumData Question
> From: patsgreatdeals <patsgreatdeals@ ...>
> To: amibroker@xxxxxxxxx ps.com
> Date: Sun, 10 Jan 2010 05:14:24 -0000
> >
> > I was wondering when using PremiumData. net feed and switching checking
> > "Use Local Data" so that AMIBroker will run faster with the data in
> > the AMIBroker Database....
> >
> > what happens when the PremiumData downloader renames symbols? I saw a
> > bunch being renamed, will the AMIBroker DB then have two symbols one
> > with the old name, and one with the renamed symbol?
> >
> >
>




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