Hello Richard: How much time does it take to typically download daily data for all the exchanges in the U.S.?
Thanks. ________________________________ From: "[email protected]" <[email protected]> To: [email protected] Sent: Sun, January 10, 2010 1:44:26 PM Subject: [amibroker] Re: PremiumData Question - One or two more questions Hi Richard, Your data package seems to have a lot of interesting features. I have two questions for you: A) Does your package provide the GICS code for each individual stock? B) I have notice that you are not covering the Toronto Stock Exchange in Canada: any plan to cover it in the near future? Thank you Philippe --- In amibro...@yahoogrou ps.com, Richard Dale <rich...@... > wrote: > > I'll try and explain how this works. It's all a bit complicated. > > There's three "databases" at work: > 1. Premium Data's MetaStock format database > 2. AmiBroker's native price database > 3. AmiBroker's security details database > > There are two settings available: > Use Local Data Storage - either Enabled or Disabled > Data Source - either MetaStock Plug-in or Local Database. > > The default setting is when you set "Use Local data storage" to false > and Data source: MetaStock Plugin. This uses databases 1 and 3. > Database 1 is updated using the Premium Data program. Database 3 is > maintained using the Tools->US-PremiumDa ta command. Normally Database 2 > isn't used, except for composite symbols you might create. > > Why would we want to change this? > > Some people have commented that accessing AmiBroker's native price > database is quicker for large backtests. So how do we copy data from > database1 into database 2? Set "Local data storage" to Enable and Data > source - MetaStock Plugin, then any time you access a security in > database 1, a COPY of the data is placed into database 2. Some people > run a scan across all data to popuulate this (eg. with an entry > condition that is always true). > > How do we then use that copied data? Set ""Local data storage" to > Enabled and Data source to Local Database. Note that any updates to > database 1 will no longer be reflected in database 2. > > Now, should there be any maintenance required, you should either change > back to the default setting or to the second setting. Ensure you run > Tools->US-PremiumDa ta in this mode too. > > If you decide that maintaining a duplicate of the price data in > Amibroker's natvie price database is too cumbersome, then return the > settings to default as described above. Then shut down AmiBroker. > Make a backup of the entire C:\Program files\Amibroker\ US-PremiumData > folder. Delete the A-Z folders inside the folder C:\Program > Files\AmiBroker\ US-PremiumData folder. Start AmiBroker. Click > Tools->US-PremiumDa ta. > > _What we are doing to improve this_ > We are developing a native plugin to AmiBroker and also getting rid of > the MetaStock file format. This should provide significant performance > increases (so there is no need to utilise a native price database), > automatically the database on-the-fly as code/symbol changes occur (i.e. > no need to run Tools-US-PremiumDat a) plus also give us extra flexibility > to offer new features (such as historical index constituents - eg. you > will be able to specify in your entry conditions during backtesting "S&P > 500 constituent" = true and this will use the historical set of S&P500 > constituents on each relevant day to determine whether the entry > condition is true. This is the ultimate survivorship- bias-free form of > testing. > > > Best regards, > Richard Dale. > Norgate Investor Services > - Premium quality Stock, Futures and Foreign Exchange Data for > markets in Australia, Asia, Canada, Europe, UK& USA - > www.premiumdata. net > > > > -------- Original Message -------- > Subject: [amibroker] PremiumData Question > From: patsgreatdeals <patsgreatdeals@ ...> > To: amibro...@yahoogrou ps.com > Date: Sun, 10 Jan 2010 05:14:24 -0000 > > > > I was wondering when using PremiumData. net feed and switching checking > > "Use Local Data" so that AMIBroker will run faster with the data in > > the AMIBroker Database.... > > > > what happens when the PremiumData downloader renames symbols? I saw a > > bunch being renamed, will the AMIBroker DB then have two symbols one > > with the old name, and one with the renamed symbol? > > > > >
