A typical day's download for US markets takes around 7minutes with the
Premium Data service on a typical 2 year old PC with 7200RPM hard
drive. Note that we also cover OTCBB and Pink Sheet securities (several
thousand stocks) so our coverage is significantly more extensive than
those data vendors that do not provide them - and this adds to the
download and processing time.
The main limitation with the MetaStock file format is that there is one
file per security. There is a MASSIVE overhead in this method due to
Windows having to open and close each individual file. Things start to
slow down at around 1000 files and become exponentially worse as that
number is increased. The US market comprises of around 12000 securities
including indices.
In our new download system (currently under development) we are looking
at a download and processing time of around 30 seconds per day for the
entire market! Today's update, for example, took 18 seconds. It also
updates automatically in the background too.
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: Re: [amibroker] Re: Data Feed - What do you use? - Need a Data
Vendor
From: Bob Waits <[email protected]>
To: [email protected]
Date: Tue, 12 Jan 2010 16:27:21 -0800 (pst)
I use MS data format and use filters to import it in AB. The MS data
format for technical reasons prohibit fast download -- takes me 40-45
minutes daily. From what I remember, Premiumdata provides data in MS
format only and hence it probably takes as much time to download using
their service. So, this is something to consider.
------------------------------------------------------------------------
*From:* booker_1324 <[email protected]>
*To:* [email protected]
*Sent:* Mon, January 11, 2010 10:19:59 PM
*Subject:* [amibroker] Re: Data Feed - What do you use? - Need a Data
Vendor
Hi Bob,
It takes maybe 2 minutes to update my data in Telechart.
--- In amibro...@yahoogrou ps.com
<mailto:amibroker%40yahoogroups.com>, Bob Waits <bobwai...@. ..> wrote:
>
> How much time does it take daily to update price data on TC2007?
>
>
>
>
>
>
> ____________ _________ _________ __
> From: booker_1324 <booker_1324@ ...>
> To: amibro...@yahoogrou ps.com <mailto:amibroker%40yahoogroups.com>
> Sent: Mon, January 11, 2010 4:24:38 PM
> Subject: [amibroker] Re: Data Feed - What do you use? - Need a Data
Vendor
>
>
>
> droskill,
>
> I wish to address your statement on Telechart about "Major problem -
the API to access the data via AB doesn't adjust for splits or
dividends. This basically, from my point of view, makes it useless for
backtesting. "
>
> Telechart already has all of it's data adjusted so there is no need
for AB to adjust for splits or dividends.
>
> For example, take symbol DUG which is an ultra-short oil & gas fund.
During Q4 of 2008 this fund had a remarkable net income result due to
investments internal to the fund. On Dec 22 it was trading about $35,
but after a $6 dividend payout the next day it opened around $29, a
massive change. You can verify this by looking at historical charts at
your favorite internet stock quote site, many of which show unadjusted
data. But Telechart data has been backwards adjusted for this change,
so the data is smooth all the way back in time, and you won't see a
big price change when a big payout occurs. It may take a week or so
for your fund data to be adjusted following a payout, but they will
get it done. Take a look at DUG in TeleChart at the end of December
08, and you'll see no $6 gap down.
>
> On the contrary, I find Telechart data excellent and have used it
for daily backtesting for several years along with DTN IQfeed as a
complement for intraday data.
>
> --- In amibro...@yahoogrou ps.com <http://ps.com>, "droskill"
<droskill@ .> wrote:
> >
> > I've been spending a bit more time with Quotes Plus - pretty good
data feed, but there are issues:
> >
> > - No lists of the stocks making up S&P500 or other key indices
(they do have Nasdaq and NYSE). This means if you use the S&P, for
instance, for looking % of stocks above a moving average, you're going
to have to manage the lists yourself.
> > - Has fundamentals - this is useful, and the data feed can be used
with more fundamentally- oriented scanning software such as HGSI.
> > - Has a ton of indices - gold/silver/ oil, etc as well as put/call
indices, etc. Premium may have the put/call as well - I'd have to take
a look.
> >
> > On Premium Data:
> > - Fantastic folder breakdown of industries and indices. So,
running a scan over the stocks in the S&P 500 or the S&P 1500 is
simple, and will not require maintenance from you.
> > - Lacks some basic useful indices out of the box - like those
mentioned above (oil/gold/etc) .
> > - No fundamental data.
> > - Great ETF breakdowns into different categories.
> >
> > Telechart:
> > - Includes access to their online stock tool freestockcharts. com
> > - Includes fundamentals
> > - Lots of indices and special, TC-only indices like T2106 etc.
> > - Major problem - the API to access the data via AB doesn't adjust
for splits or dividends. This basically, from my point of view, makes
it useless for backtesting.
> >
> > That's what I've got right now - to me it's a toss up between
Quotes Plus and Premium.
> >
> > --- In amibro...@yahoogrou ps.com, "droskill" <droskill@> wrote:
> > >
> > > I think the only other vendor worth looking at is Quotes Plus -
just my opinion. Anybody have a comparison of the two that has
experience with both? From my limited experience, QuotesPlus has a bit
more extensive indices, but Premium has it on organization.
> > >
> > > --- In amibro...@yahoogrou ps.com, "louies88" <Louies88@> wrote:
> > > >
> > > >
> > > >
> > > > --- In amibro...@yahoogrou ps.com, "patsgreatdeals"
<patsgreatdeals@ > wrote:
> > > > >
> > > > > Is there a plugin for AMIBroker? for premiumdata. net?
> > > > >
> > > > They don't have a plugin in the truest sense, but they have a
little program that you must install. It has all the necessary
structure and very well integrated to Amibroker. Everyday you just
update the data via this little program and...voila. ..they're updated
in your AB database.
> > > >
> > > > Premiumdata. net is very extensive and very good, especially
in the sector indices. If you're a top-down analyst, you'll like their
sector index break down. It's very comprehensive. The update, by the
way, is very very quick compared w/ Amiquote or any other service that
relies on Yahoo data.
> > > >
> > >
> >
>
