|
Your idea to get the expected result for the
remaining stocks based on Price (and volume) seems good to me
The trial based on formula give a good
result
I will think about adding some VBA
Thank you very much !
Raymond
----- Original Message -----
Sent: Wednesday, June 01, 2005 8:14
AM
Subject: [EquisMetaStock Group] Re:
Reuters Datafeed for European market ?
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
Yahoo! Groups Links
|