How many symbols are you downloading and how many days? What is your internet speed? What downloader are you using? Etc.
I download 2000 symbols in Metastock format using Yahoo's historical server with a relatively slow DSL connection, check for missing data during the past 40 days, check for dividends and splits, save the data in about 40 different folders, and have anti-virus and firewall running. Total time is 4-5 minutes. Bill ----- Original Message ----- From: l washington To: [email protected] Sent: January 12, 2010 8:47 PM Subject: Re: [amibroker] Re: Data Feed - What do you use? - Need a Data Vendor so my question is what did I do wrong, it takes about an hour to download "AMEX , NASDAQ,NYSE, OTC Indices NYSE ARCA my compute is: Windows Version XP Home Edition Service Pack Level Service Pack 2 Display Resolution 1280x960 CPU Type / Speed Intel Core(TM)2 CPU 6600 @ 2.40GHz / 2404MHz --- On Tue, 1/12/10, Richard Dale <[email protected]> wrote: From: Richard Dale <[email protected]> Subject: Re: [amibroker] Re: Data Feed - What do you use? - Need a Data Vendor To: [email protected] Date: Tuesday, January 12, 2010, 8:03 PM 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 <bobwai...@yahoo. com> To: amibro...@yahoogrou ps.com 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 <booker_1324@ yahoo.com> To: amibro...@yahoogrou ps.com 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, 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 > 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, "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. > > > > > > > > > >
