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Jimmy,
I wasn't thinking about the issue in connection with GS :). This is to
do with UFDB (www.ufdb.com). By the way, the interface (beta version)
for anyone to retrieve data is done, but there isn't much (if any data)
data yet. You can see it here: http://www.ufdb.com/ufdbws/Ufdb.asmx. I'm
waiting on more storage before I load the data.
I'm thinking about handling symbol changes as I chose to handle splits,
which I do on the fly. This url (http://www.ufdb.com/GetStockData.aspx)
is an example form to retrieve either adjusted or unadjusted data in a
range. I couldn't find anyone else that does it this way, but it works
quite well.
I envisage a table of symbol changes that I'd parse to reprocess price
data before sending it to a request. This approach would allow for
backtesting pre Merger stocks and so on. Using historical data adjusted
as of today can be misleading as it doesn't really reflect history. Now
another challenge seems to be to find historical symbol change data!
Colin
-----Original Message-----
From: Jimmy Snowden [mailto:jhsnowden@xxxxxxx]
Sent: Wednesday, January 21, 2004 2:06 PM
To: cwest; Omega-list@xxxxxxxxxx
Subject: Re: symbol change history
Colin,
Switch the GS to offline then change the symbol in your GS the day
before it changes in the market. Many feeds will accept the change
and the new data comes in.
If you have DTN satellite then switch the GS to offline then change
the symbol to the new one and export all the data. Then delete the
symbol and add the new one. Then import the old data.
Did I understand the question?
Best regards,
Jimmy Snowden
mailto:jhsnowden@xxxxxxx
Wednesday, January 21, 2004, 2:55:55 PM, you wrote:
c> Does anyone know of a source of historical symbol changes? I've
c> discovered that probably all data vendors change the symbols (for
c> stocks) when the exchanges do, but what about the history! For
example
c> if I have downloaded 20 years of data for a given symbol, and it's
c> symbol subsequently changes I'm wondering how I'd reconcile the new
c> prices etc. to the old symbol.
c> Thanks in advance
c> Colin West
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