Australian (ASX) Stock Market Forum

Best Data for me?

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nomore4s said:
...but if you mean not paying for the ASX data from IB unfortunately you will have to pay for that as well. You will have to pay for both, this is a cost of business.
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There is no need to pay for IB data as well. I have no data subscription with IB at all. I get my data elsewhere. Each time I submit an order, IB comes up with a warning message stating that I do not have data for that market, and asks if I wish to continue. I simply click "Yes".
 
Richard Dale and others

I am using Amibroker 5.3.

1. I am curious as to the correct treatment of dividends in a historical price and volume data set for the purposes of technical analysis. Should historical data be adjusted (ie increased) when stocks go ex-dividend? If so, does that mean that the entire historical data set needs to be reloaded every time a stock goes ex-dividend? How does Premium Data handle dividends? If PD doesnt do anything special with dividends, does Amibroker make internal dividend adjustments?

2. I am also curious as to the correct treatment of data on non trading weekdays (ie if monday is a public holiday or if a particularly illiquid stock does not trade on a particular day). At the moment, my data set is carrying over the last traded close, open, high and low price, and records volume of zero on non trading days. Is this correct, or should non trading days be removed entirely from the data set that is loaded into Amibroker?

kind regards
valueinsights
 
I'm looking for a new EOD data service, because EODdata (.com) is absolute trash. It's a shame because the functionality they provide is fantastic, but the quality of the data sucks balls.

What I'm after:

1) EOD data (O/H/L/C/V)
2) Data for multiple exchanges (ASX,NYSE,LSE)
3) Historical (5+yrs) and "real time" (update after close of trading)
4) preferably no proprietary software involved - prefer open protocol like ftp etc, and ascii format.

The usual .com.au suspects don't fit the bill: Premium data doesn't have the exchange coverage.

With JustData, there seem to be a few complaints about updates/speed. Also, their historical data solution is to mail a CD, which seems a bit clunky, and I'm not really into the sound of their database software.

DataHQ doesn't have exchange coverage.

I would write a scraper for IB, but their data isn't that accurate (e.g. for LSE), and they only have a year.

Any magic bullets out there??
 
JustData seems like the best of the Aussie lot for my needs, but their software only works on Windows, which is a non starter for me...
 
mr. jeff said:
Possibly Reuters Datalink
May fit the bill.
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Unfortunately looks like you need a windoze license to access DataLink, as you have to use either MetaStock or their Downloader software. What a ball ache - I can't believe how hard it is to find a reliable, accurate provider that is independent of platform. I thought I had found it in EODdata, but their data is so bad that it might as well be considered junk.
 
I spoke with JustData on the phone, and they are going to send me historical EOD data in ascii format, which is good of them. Not an option for their BodhiGold service though.

Haven't managed to find a high quality subscription service for EOD data that works with non-Windoze, so looks like I might have to resort to a dual boot solution, with Windoze used solely for updating EOD data.

I've got to say I'm pretty surprised - in this day and age, I thought you could really get away with linux/unix for everything
 
Punta,

The problem is that data needs to be adjusted for corporate actions such as stock splits, code changes, delistings, special dividends etc.

Unless a data vendor has complete control over the database via their own data updater, then there's no way that they can perform this.

The compromise solution is data vendors that don't provide any such maintenance and a file each day - and leave the maintenance up to you.

Many such users resort to a Virtual Machine that is started and paused (to release resources) when necessary. Alternatively, professional traders that need professional database solutions pay the dollars to have such solutions.
 
Hey everyone,

Was hoping I could get a little direction please.

I am looking at purchasing Amibroker so I can learn to use it and also test any theories that I come along so see the results. Obviously to do this you need data, so question is: If I buy the historical EOD data pack from prediumdata without also purchasing the daily EOD data. If I later upgrade to also receiving EOD data daily (which I will eventually) how do I fill the gap in between?

Sorry the question is long!

Thanks
 
In general: Subscribers to daily updates to a market can download a fresh set of previously purchase historical data to that market at any time that their daily subscription is active.

To fill in the gap either:
1. If the time since you purchased the history isn't too long (say 1-2 months), then after you subscribe to daily updates, just click the Update button in our updating program.
2. Otherwise, download a fresh history
 
Richard Dale said:
In general: Subscribers to daily updates to a market can download a fresh set of previously purchase historical data to that market at any time that their daily subscription is active.

To fill in the gap either:
1. If the time since you purchased the history isn't too long (say 1-2 months), then after you subscribe to daily updates, just click the Update button in our updating program.
2. Otherwise, download a fresh history
Click to expand...

Thanks for the info Richard, just to clarify if you are an EOD daily subscriber and have previously purchased historical data you can download it again free of charge to fill the missing gaps?

Wilkens
 
WilkensOne said:
Thanks for the info Richard, just to clarify if you are an EOD daily subscriber and have previously purchased historical data you can download it again free of charge to fill the missing gaps?
Click to expand...

Yes - as long as it's for that market.

eg. if you buy both US and ASX stocks historical data and subsequently subscribe to ASX updates, you won't be able to download a fresh US history until you subscribe to US updates.
 
Well done Wilkens, on your recent purchases...looking forward to seeing some test results soon...have fun mate, its a blast.:xyxthumbs

CanOz
 
CanOz said:
Well done Wilkens, on your recent purchases...looking forward to seeing some test results soon...have fun mate, its a blast.:xyxthumbs

CanOz
Click to expand...

Thanks CanOz!

I appreciate the encouragement, I am in the process of selling off my current holding that I watched exponentially grow and kept watching them fall... Like an idiot so I am cutting the trade before all my profit is gone and I have a better understanding of what I am doing and my system!

Once that is done I will be learning amibroker, setting up an IB account and as usual more reading :p

Have to say.. Pretty excited!
 
Just subscribed to eSignal Real time data and charting ($180). Also Amibroker.

I've just noticed that eSignal limits be to 200 symbols. I plan on using Amibroker for scanning the ASX (from the eSignal RT feed) but 200 symbols is poor really considering it represents less than 10% of the ASX.

Any idea of any cheaper/better real time data providers as I think eSignal charge a lot more for the other 2000.

I will trade with IB but am aware their data subscription doesn't provide full market depth which eSignal does.

Thanks
 
Hey All,

Just wondering if someone can please advise me if I want Real Time Data to be integrated into Amibroker which provider can do this?, I am looking at having live data to all the the 2000+ stocks on the ASX.
 

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