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[EquisMetaStock Group] Re: Reuters Datafeed for European market ?



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On second thought......

Maybe you should not rank on correlation to get potential fits.  You
can do something like sum the absolute difference between them, e.g.

  =ABS(A1-B1)
  =C1+ABS(A2-B2)
  =C2+ABS(A3-B3)
...

Here in A1 you have one series and in B1 a potential other series,
both by different providers.  Now you calculate a cumulative total of
the absolute difference between the two prices and if it is small
(hopefully zero) then you can assume B1 with provider X is equal to A1
of provider Y.

Yes, this is manually tedious, but if you can somehow do this with
spreadsheet formulae you can let the cpu do all the work.

Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com 


--- In equismetastock@xxxxxxxxxxxxxxx, mgf_za_1999 <no_reply@xxxx> wrote:
> I understand your problem!  A suggestion is to match on price in stead
> of on name.   This will seriously test the reliability of the two data
> vendors!  Go as far as you can with the Excel vlookup and then, for
> those that remain, do a price lookup.  If you have the right software
> or can do wonders in Excel, you can also calculate the correlation
> between series and use that to rank potential fits.
> 
> Regards
> MG Ferreira
> TsaTsa EOD Programmer and trading model builder
> http://www.ferra4models.com
> http://fun.ferra4models.com 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "RH510482"
> <Hebrard.Raymond@xxxx> wrote:
> > Hello from France,
> > As a Reuters data feed subscriber for European Market, Reuters 
> > provide the associated SYM file
> > The Paris StockExchange.Sym file is composed as every one knows by
> > Equity name
> > Equity Reuters Symbol and 
> > Exchange place
> > 
> > Any trading in France with a French bank or broker is based on the 
> > new ISIN Code in usage by Euronext
> > Euronext is a place covering Amsterdam, Brussels, Paris and Lisbon
> > www.Euronext.com
> > 
> > Euronext file provide
> > Equity name close but not equal to Reuters name 
> > Symbol or Mnemonic 99.9% similar to Yahoo Symbol
> > ISIN Code as a unique identifier
> > 
> > How to match Reuters name and symbol with Euronext ISIN code ?
> > 
> > Equis support has no solution and recommend to use the name for 
> > cross referencing . They have some humor
> > Excel requires and exact matching for Vlokkup otherwise the result 
> > is not reliable.
> > Of course Excel and a lot of manual work for double (or more)
> > checking can help to have a good result. But a perfect result is 
> > needed
> > Can you imagine to trade the wrong stock ?
> > 
> > As any one an idea where to find a cross reference between those 
> > different symbols and codes. (Euronext, Yahoo, MSN Bloomberg Reuters)
> > I am interested only by Reuters Symbol and ISIN code for Paris.
> > Some one has may be done the initial work and be ready to share the 
> > result.
> > 
> > Any suggestion will be very much appreciated
> > 
> > Raymond




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