Re[2]: symbol change history

[Jimmy Snowden <jhsnowden@xxxxxxx>]

Colin,

Oh I get it.  Yes I agree with you 100% on testing pre adjusted for
split.

Best regards,
  Jimmy Snowden
mailto:jhsnowden@xxxxxxx


Wednesday, January 21, 2004, 3:28:27 PM, you wrote:

c> Jimmy,

c> I wasn't thinking about the issue in connection with GS :). This is to
c> do with UFDB (www.ufdb.com). By the way, the interface (beta  version)
c> for anyone to retrieve data is done, but there isn't much (if any data)
c> data yet. You can see it here: http://www.ufdb.com/ufdbws/Ufdb.asmx. I'm
c> waiting on more storage before I load the data.

c> I'm thinking about handling symbol changes as I chose to handle splits,
c> which I do on the fly. This url (http://www.ufdb.com/GetStockData.aspx)
c> is an example form to retrieve either adjusted or unadjusted data in a
c> range. I couldn't find anyone else that does it this way, but it works
c> quite well.

c> I envisage a table of symbol changes that I'd parse to reprocess price
c> data before sending it to a request. This approach would allow for
c> backtesting pre Merger stocks and so on. Using historical data adjusted
c> as of today can be misleading as it doesn't really reflect history. Now
c> another challenge seems to be to find historical symbol change data!

c> Colin

c> -----Original Message-----
c> From: Jimmy Snowden [mailto:jhsnowden@xxxxxxx] 
c> Sent: Wednesday, January 21, 2004 2:06 PM
c> To: cwest; Omega-list@xxxxxxxxxx
c> Subject: Re: symbol change history

c> Colin,

c> Switch the GS to offline then change the symbol in your GS the day
c> before it changes in the market.  Many feeds will accept the change
c> and the new data comes in.

c> If you have DTN satellite then switch the GS to offline then change
c> the symbol to the new one and export all the data.  Then delete the
c> symbol and add the new one.  Then import the old data.

c> Did I understand the question?

c> Best regards,
c>   Jimmy Snowden
c> mailto:jhsnowden@xxxxxxx


c> 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
c> 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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