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> Does anyone know of a free utility to cleanup EOD data
files that> will get rid of all securities with more than 3 letters? This
is for> the ASX.
Not quite the freeware
solution you were looking for, but the ASX data in Premium Data is
organised into separate sub-folders. <FONT face=Arial
color=#000000 size=2>Rather than organising on the basis of the number letters
in a security code, we've taken the approach of organising the data by security
types:
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size=2>
Equities (1878
securities)
Exchange Traded
Options (just over 9700 ETOs are currently listed on the
ASX)
Warrants (1100
warrants)
Indices (22
indices)
Interest bearing (98
securities)
<FONT face=Arial color=#000000
size=2>
Only currently listed
securities are contained within each folder, so you don't have to wade through
non-tradeable delisted data.
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size=2>
In your case above, it
sounds like you'd like to run your explorations against ASX equities
only.
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size=2>
> I am aware of (and currently use) Jose Silva’s file
cleanup utility> on my files prior to import into the Downloader. Though
the utility> is great (thanks Jose if you are reading this) it still
keeps> deferred delivery codes in the files. I don’t trade these at all.
The> end result is a 10,227-security ASX
database.
With proper database
maintenance, the deferred settlement securities needs to be merged in with the
normal security otherwise you're missing out on a few weeks of valid
data. In most cases anyway (there are exceptions with some deferred
settlement securities that trade in parallel with the normal underlying
security).
<FONT face=Arial color=#000000
size=2>
Yoiu need to assess
what type of data you really need for your
trading/investing:
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size=2>
<FONT face=Arial color=#000000
size=2>1. Raw ascii data (you must perform all data
conversions then, if you want to have an accurate database, find a source for
all corporate actions, splits, consolidatiosn, merges of deferred settlement
securities, renames etc. and perform this yourself.) Effort
required: several hours per month.
2.
Raw data with integrated downloading - some data providers give you a simple
tool to update your data. But you still need to do all the corporate
actions yourself.
3.
Data with some automated corporate actions - some data providers provide a
little more capability to handle corporate actions. However, there's a big
variety of quality in this area.
4.
Fully automated data supply, organised into logical groups all corporate
actions completed, delisted stocks removed to a holding area (this is good for
backtesting), extra enhancement such as being able to provide index
constituents, sectors, industry groups, equity types etc.
Some people are
quite happy with #1. Others need #4 for their trading. The cost
for #2 through #4 usually adds up to the equivalent of about two trades'
brokerage per month. Good data providers are happy to provide free
trials.
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size=2>
Lastly, if something
goes wrong with the data, or you have questions regarding unexpected events, you
usually get support with a data subscription. We get questions every day
regarding "strange" events (eg. the recent ANZ 2 for 11 rights issue) which we
are happy to answer.
<FONT face=Arial color=#000000
size=2>
Cheers,Richard.Norgate Investor Services-
Premium Quality Stock and Futures Data for Australian, Asian, European
& US Markets -<A
href="">www.premiumdata.net
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