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PureBytes Links
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One approach you could take to missing data would be to dummy up something
for the missing day. In other words, open the data file using the
downloader and hand edit reasonable values for the missing data. For
example, you could insert values that are half way between the day before
and the day after the missing day. It is not an optimal solution, however,
if there are only a few missing days it should not affect your system tester
results too dramatically.
Alternately, you could try to find the missing data from a second source and
hand edit it in as described above. Bigcharts, for one, allows the lookup
of historical quotes for US issues. I am not familiar with the Athens
exchange or alternate data sources.
I do not know the answer to your second question concerning splits into
multiple trading vehicles.
Dan
>From: megabanca12 <no_reply@xxxxxxxxxxxxxxx>
>Reply-To: equismetastock@xxxxxxxxxxxxxxx
>To: equismetastock@xxxxxxxxxxxxxxx
>Subject: [EquisMetaStock Group] Simple question about data containing zero
>Date: Tue, 30 Sep 2003 20:27:52 -0000
>
>Hi guys, i ve been downloading the daily data of Athens Stock
>Exchange and i think there is a problem now. One security has no data
>for a day. There are only 0 s. When trying using a tester, it gives
>me the error message 'Unable to test because the price data contains
>zero or negative values'.
>
>So what should i do, in order to get the tester working?
>
>By the way, when a security changes its nominal(? ) value, lets say
>the company gives 3 new securities for one old, is there something i
>must change through downloader?
>
>Excuse me for the possibility in being wrong with the terminology, i
>am little new in that kind of stuff:))
>
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