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Stocks Data base
Updated: Views / Replies:12,840 / 23
Created: by Amiuser Attachments:0

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Stocks Data base

  #11 (permalink)
Trading Apprentice
New York NY
 
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Platform: Amibroker
Favorite Futures: Futures
 
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timmymagic07 View Post
Cheers Amiuser, that's useful.

Are these generally kept up to date by users on the yahoo group at all?

You can keep those lists up to date very easily by yourself as you mentioned that you were a programmer.
Here is an example Amibroker - import Finviz stock lists of how it could be done via AFL and using finviz Free Stock Screener
The new app looks like this with one added option
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Urlget can be downloaded from AB website http://www.amibroker.com/bin/URLGet.zip Location of the extracted zip files is Amibroker directory.
The AFL's first red button downloads the raw list(s) from finviz.
This is one raw list from there (Click pic to enlarge)
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Then the AFL removes the quotations (button 2 of my AFL).

Before creating a data base containing symbols with sector and industry info you would need to create one custom broker.sectors and one custom broker.industries files according to Finviz' Morningstar Industry Classification (backup the old broker files before).

The content of the finviz broker.sectors file looks like this (Undefined Sectors is an addition by me for symbols that have no sector/industry assignment (that was a tip by Market Monk, thanks btw) ):

Undefined Sector
Basic Materials
Conglomerates
Consumer Goods
Financial
Healthcare
Industrial Goods
Services
Technology
Utilities

the same one as a picture and with additional info
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So this is pretty short and simple

The broker.industries file is larger. One click of the third button of my AFL and it gets formated using the finviz raw file seen above.

The formated broker.industries file looks as follows (needs to be in place before new database creation) :
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This is a snippet of the formated symbols list (button 4 of my AFL)
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The last thing you need is the format file to import the symbols of the symbols list (format file saved as i.e. finviz_NYSE.format or just finviz.format to the Formats folder of AB. Format is the file extension):
 
Code
$FORMAT TICKER,FULLNAME,Skip,INDUSTRY,Skip,Skip,Skip 
$SKIPLINES 1 
$BREAKONERR 1 
$AUTOADD 1 
$NOQUOTES 1 
$MARKET 0 
$OVERWRITE 1 
$SEPARATOR |
the same one as picture
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the same AFL (of the video) can be used for any provided symbols list like the ones downloaded from here
NYSE Companies - NASDAQ.com

If you don't need sectors and industries assignments at all then it's even much more simpler to import own/external lists of symbols


Last edited by Amiuser; April 10th, 2012 at 01:07 PM.
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  #12 (permalink)
Trading Apprentice
London, United Kingdom
 
Futures Experience: None
Platform: AmiBroker?
Favorite Futures: Stocks
 
Posts: 10 since Apr 2012
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Thanks Amiuser - that is really very useful.

With a little modification, could this also be used for the FTSE350, for example, and other nations/indices? I assume so and see no reason why not?

Am I right in saying AmiBroker's language is essentially C/C++?

Also - how accurate is the Google finance/Yahoo finance data? I would be relying on it to make decisions, I just wonder whether it would be more worthwhile investing in a paid for provider? I would only be using EOD data mind, not intra-day, would Google/Yahoo be sufficient for my needs? If so, I see no reason not to go for AmiBroker..

Just out of interest, how far back can you get data from Google/Yahoo? Do they put a limit on how much you can download? I would be interested in as much back data as possible for the S&P500, for example...

Thank you for your help Amiuser, it has been most useful!

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  #13 (permalink)
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Futures Experience: Advanced
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Posts: 21 since Mar 2012
Thanks: 3 given, 10 received


You can get a list of symbols from here Symbols lists Unfortunately it's just symbols without names, sectors and industries information. For FTSE350 scroll down on the left side. Copy and paste that list and save it as .tls file and import it via Amiquote.

I'm not into stocks (or EOD) that much as mentioned but Google and Yahoo are free sources. And because they are American sources American stocks are treated better than foreign stocks there. The data for S&P500 goes back to the '50s, AFAIK.

If you want reliable data then you should use the real-time plugins of AB.

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  #14 (permalink)
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Thanks Amiuser, I will give that a go.

Would you suggest Yahoo and Google are not sufficient end of day data providers, in terms of quality/accuracy? I am looking to keep costs down as much as possible, but don't want to rely on inaccurate data.

Think I will buy Amibroker at the weekend and quickly become an active member of the yahoo group I expect!

Many thanks

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  #15 (permalink)
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Asheville, North Carolina
 
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Platform: AmiBroker, Dynamic Trader, Metastock, FreeStockCharts, TradingView
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timmymagic07 View Post
Thanks Amiuser, I will give that a go.

Would you suggest Yahoo and Google are not sufficient end of day data providers, in terms of quality/accuracy? I am looking to keep costs down as much as possible, but don't want to rely on inaccurate data.

Think I will buy Amibroker at the weekend and quickly become an active member of the yahoo group I expect!

Many thanks

Yahoo and Google are not data suppliers. They simply post what is sent by their data sources which include all of the standard names such as CSI. Any errors should be reported to them or the data suppliers.

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  #16 (permalink)
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Hi Colion,

So the data Yahoo/Google provide should be of good quality?

Cheers,

Tim

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  #17 (permalink)
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timmymagic07
Thanks Amiuser, I will give that a go. Would you suggest Yahoo and Google are not sufficient end of day data providers, in terms of quality/accuracy? I am looking to keep costs down as much as possible, but don't want to rely on inaccurate data. Think I will buy Amibroker at the weekend and quickly become an active member of the yahoo group I expect! Many thanks

They provide good quality but Yahoo is quite a bit slow when it comes to stock splits of foreign stocks other than American stocks. It's is not a fact but I've got the feeling that Google seems to be the more reliable one of those two free sources. Long story short you should treat them as what they are ... free sources. But you can choose other sources (free or commercial) with AB too. YHOO and GOOG are just two free options. Pretty much every software offers them. As for AB itself ... you won't regret using it. No frustrations because of slowness and software hanging up, i.e. Ninjatrader or Multicharts. It's a (very) fast, flexible, powerful beast. It's an addicting piece of software and pretty easy to use once you have dug up the rabbits hole, IMO.

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  #18 (permalink)
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timmymagic07 View Post
Hi Colion,

So the data Yahoo/Google provide should be of good quality?

Cheers,

Tim

As good as their data supplier. Yahoo and Google do not change what they receive from their data suppliers so check them out if you like.

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  #19 (permalink)
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London, United Kingdom
 
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Favorite Futures: Stocks
 
Posts: 10 since Apr 2012
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Amiuser,

First of all - thank you for all your help on the forum, I have now purchased AmiBroker!

I wanted to ask whether there were some good guides for getting started with the AmiBroker code? Or perhaps some code samples for simple trading system design?

Also - did you create the Finviz stock download/import yourself? I am interested in doing something similar, for EOD data from Google/Yahoo and then ensuring the S&P500 (for example) is kept up to date.

I have been trying to read the Yahoo Group, is there a reader or mail application you can use that you know of? The web interface is really annoying imo.

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  #20 (permalink)
Trading Apprentice
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Futures Experience: Advanced
Platform: Amibroker
Favorite Futures: Futures
 
Posts: 21 since Mar 2012
Thanks: 3 given, 10 received



timmymagic07 View Post
I wanted to ask whether there were some good guides for getting started with the AmiBroker code? Or perhaps some code samples for simple trading system design?

The AB manual, the AFL library at amibroker.com, wisestocktrader.com, Howard Bandy books, ... You could ask here in the AB section.


timmymagic07 View Post
Also - did you create the Finviz stock download/import yourself? I am interested in doing something similar, for EOD data from Google/Yahoo and then ensuring the S&P500 (for example) is kept up to date.

Yes, I did. It uses some code snippets of different sources that I've changed to fit my needs but 70% of that AFL program has been made by me.


timmymagic07 View Post
I have been trying to read the Yahoo Group, is there a reader or mail application you can use that you know of? The web interface is really annoying imo.

You could use Thunderbird with gmail
Thunderbird 3.0 - Gmail Help
Enabling IMAP - Gmail Help

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