I was wondering if anyone has developed a script or can point me to some hints to maintain a database of S&P500 stocks in AB with eSignal datafeed.
My starting point would be an excel file with all the necessary information (list of tickers, fullname, market, sectors, industries, currency, dividend ex-date, dividend amount, etc etc) that I can update periodically (for instance quarterly). The script should then be able to use that file to update AB database considering: -new members of S&P500 to be added -get rid of names which are no more members of S&P500 -update the sector classification or any other change to the security information like ticker change and so forth -check for stock-split or any other corporate action and back-adjust the data accordingly -adjust historical data for dividends (actually eSignal doesn't back- adjust historical data for dividends which is required for proper backtesting) I'm also curious to know how other people using eSignal datafeed have addressed such issues considering that without the necessary maintenance the database becomes quickly useless for proper backtesting. The only "manual" way I have found out is to completely delete the database and create a new one from scratch periodically (for instance quarterly) but this is far from being a nice solution. Regards, paolo
