That's what I was afraid of. Performance would probably stink since Underlying/Root Symbol, Expiration Date, Strike Price, and Call/Put Indicator aren't separately indexed fields. To grab *one* SPX option, for example SPX 2010-06-18 1090 Call, the index will only narrow it down to *all* SPX options...of which there are about 1,800 listed contracts trading as of today (and many times that when you load historical data)...all of which AB would have to parse to find the one I want...and I often want to find all of them in an expiration...so AB would have to parse 1,800*? records about 300 times every time I make that request.
Performance aside, has anybody imported options data? Or even used the APPENDNAME or APPENDTICKER commands in the ASCII importer? I've searched the archives of this group and not found a single mention of APPENDNAME or APPENDTICKER. On amibroker.com, the only two places these commands are mentioned are in the ASCII importer doc and on the version 3.30 release notes that said these commands were added to the product on 2000-06-29. The same is true of a Google search of the entire internet. Warm regards, David On Sun, May 23, 2010 at 10:27 AM, Prashanth <prash454...@gmail.com> wrote: > > > You have to concatenate the Ticker Series to include Strike and Expiry > > Example: Ticker Symbol: NIFTY-I-5000-CE > Represents Nifty Current Month (Series) 5000 Strike Call European. > > Once you have the ticker symbol in such a format, it can be easily > imported. > > Cheers > > Prashanth > > > ----- Original Message ----- > From: "davidmartin_94025" > <davidmar...@personalfreedom.com<DavidMartin%40PersonalFreedom.com> > > > To: <amibroker@yahoogroups.com <amibroker%40yahoogroups.com>> > Sent: Saturday, May 22, 2010 23:31 PM > Subject: [amibroker] How can I load historial options data? > > > Hello, everyone. I'm a new AmiBroker user so I hope this isn't a stupid > > question. I've searched the archives of this group and didn't find an > > answer. > > > > How can I load historical options data? > > > > I read the ASCII import doc http://www.amibroker.com/guide/d_ascii.html. > > > > It appears the ASCII import doesn't handle options data. In other words, > > the $FORMAT has only a single Name/Ticker argument instead of multiple > > arguments for Underlying/Root Symbol, Expiration Year, Expiration Month, > > Expiration Day, Call/Put Indicator, Strike Price. > > > > Am I missing something? Have any AmiBroker users loaded historical > > options data? > > > > > > > > ------------------------------------ > > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > > > > > > > >
