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On Sun, 27 Apr 2003, Cab Vinton wrote:
> > I have programs in unix that scan all amex, nyse, nasdaq symbols and filters
> > based on my/my group's criteria.
>
> Hi, Mike:
>
> I'm sure many folks would be interested in learning more details about your
> unix-based approach if you're willing to share them.
The EOD data is pulled from yahoo. Originally I had the programs in perl,
but recently have re-written them in java to be more compatible with some
other systems I have. I pulled a list of symbols from yahoo and excluded any
symbol that is not in AMEX, NASDAQ, or NYSE. Using that list I feed the
symbols one at a time to another program that queries yahoo for that stock's
fundamental data, then that stock's EOD data for several years. Taking that
data I insert it into a relational database on my server. As the program
is inserting the data into the database the program also calculates several
(so far experimental) values for insertion into the database. After each
stock is inserted to the database the program also generates a chart of
the EOD data and generated values (using gnuplot) to disk and also
creates a web (html) page for that stock.
Once all stocks have been pulled and loaded I then execute a query of the
database to rank all the stocks by one of the generated values. Using
that sorted list the program generates an index page of all the stocks
by their ranking, connecting the stock symbol on the index page to the
previously generated page for that individual stock.
Mike
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