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> The key to making this really interesting would be in one-click (or
> automatic) updating.
I don't really want to dampen the enthusiasm for MG's
proposed scheme but if I were you I would consider a few things.
* How many data series are you interested in? 3-5? Based on monthly
release schedules this is hardly an insurmountable data entry task.
As for getting the initial series into MS format that is incredibly
easy using the downloader and the convert function. Check it out.
* Prior period revisions are a common feature of economic releases.
Sometimes substantial parts or even the entire series is recalculated
based on new - but alas not always improved - methodologies. Given
this situation I would be very cheery of automatic `black
box' solutions.
* What is your specific interest in looking at this stuff? Are you
trying to find post release correlations with market action (which I
personally believe is pretty much a waste of time) or are you trying
to do LT TA/trend analysis? If it is the former, you may want
*incorrect* data.
--- In equismetastock@xxxxxxxxxxxxxxx, "Andrew Tomlinson"
<andrew_tomlinson@xxxx> wrote:
>
> MG
>
> The key to making this really interesting would be in one-click (or
> automatic) updating. Economagic has self-updating Excel files for
some
> series but you still have to go through linking that with
Metastock. The
> amazing thing to me is that data providers who already have the
data (e.g.
> Reuters) don't offer it as part of their retail packages. But then
this is
> the company that shut themselves out of the futures market by not
offering
> adjusted continuous contracts, so maybe not such a surprise.
>
> Andrew
>
> -----Original Message-----
> From: MG Ferreira [mailto:quant@x...]
> Sent: Monday, March 07, 2005 1:10 AM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] Re: Economic Data for Metastock
>
>
>
>
> Hi Andrew,
>
> We update our internal database on a weekly basis with this data
from the
> Fed. We have developed all manner of scripts to import the data
into our
> database, and use our own tools to view and manipulate it. But if
there is
> sufficient interest, we could also develop scripts to export this
Fred stuff
> to MS format, taking care of the quarterly problems etc, and upload
it to
> our website where you can access it. We also regularly import lots
of stuff
> from South African vendors, if there is any interest in that. We
are
> working on some java code that read/write stuff in MS format,
pretty similar
> I guess to mansoors' utilities, which we probably will use in the
interim.
>
> Regards
> MG Ferreira
> TsaTsa EOD Programmer and trading model builder
> http://tsatsaeod.ferra4models.com http://www.ferra4models.com
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "MS" <marketstudent@xxxx>
wrote:
> >
> >
> > > What is the most efficient way of getting economic data into
> > Metastock?
> >
> > The best site I have found for US economic data is the St. Louis
Fed
> > database, which also has a number of interesting market price
series
> > like various bond yields available for download in .csv format.
> >
> > Check them out here: http://research.stlouisfed.org/fred2/
> >
> > One problem, however, is that some of the more interesting series
> > like GDP are compiled on a quarterly basis which means you will
need
> > to do some creative spreadsheet work to get them into a monthly
MS
> > file format.
> >
> > If you want more history than the Fred database provides then the
> > Economagic site is also usually worth taking a look at:
> > http://www.economagic.com/
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "Andrew Tomlinson"
> > <andrew_tomlinson@xxxx> wrote:
> > >
> > > What is the most efficient way of getting economic data into
> > Metastock? I am
> > > thinking of the common US and global economic statistics that
move
> > markets,
> > > like the monthly non-farm payroll numbers, etc. Most of the
series
> > can be
> > > found in one form or another on the official websites (e.g. the
> > BLS) but the
> > > formats are not always friendly. I don't mind paying a small
> > monthly amount
> > > if I could get it cleanly and efficiently into Metastock format.
> > >
> > > Thanks for your thoughts
> > > Andrew
>
>
>
>
>
>
>
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