Last December I took the time to add to Jim's US Stock Database from Yahoo the Industry Symbols (ie ^YH0h914 Water Utilities). I believe there are over 200 such symbols. Even though I did not use the Hemscott Industry data that was available to me back when I subscribed to the Worden TC2005 service, I felt that I may one day want to. It was not an easy task to locate all of these symbols and add them to my database.
This group of symbols are only available from the "current" servers and do not have historical data. So I have had to make sure that I download each evening or I will end up with a hole in my database. Is anyone else doing this? Should I want to share this with others - how do I extract the price data for these industry symbols only? I have begun testing Batman as a way to automate the download process, are there other ways to make sure this happens? Occasionally I get bad data (large bars due to an out of range low or high tick value). How should I fix this? Just use with a random number in the range of the previous days bars? Is there any other way to cross check these bad bars? FWIW, this data is somewhat aligned with TC2005. There are a few differences 1) TC2005 has a main Sector which is a composite (ATC) of the various industries. Yahoo does not offer the same. 2) There is no volume data, I believe TC2005 industries do contain volume data (been a while since I subscribed so I could be mistaken). 3) Their is historical data available 4) Data is maintained for anything that would affect the historical price series. In spite of the challenges above, I am willing to continue with the downloading of this data. Regards, MarketMonk
