Data - Where from and how much?

[CanOz]

I would like to use Amibroker for Futures only at this stage, i've got enough charting capability with my broker at the moment for stocks.

So for futures, which do you think is the best value for quality EOD data and history that is the easiest to setup with Amibroker? (i have Amiquote)

I want to keep this simple, like my head when i comes to software and PC stuff.

Cheers,

 

[CanOz]

Re: Data

I also use PremiumData for AmiBroker. Very happy.... it's a no brainer, all you do is hit the update button within the PremiumData software and it takes care of everything for you...... It works.... Ties in nicely with AmiBroker.

Peakey

Premiumdata sounds good for stocks, so now what about futures? So i'll have to wait for delivery of the CD? Hmmm...i suppose historical data is too much for a download is it?

Other providers the same in this respect? Or can you purchase and download historical data?

Cheers,

 

[CanOz]

Just thought i'd bump this up again. I'm looking for the best data for commodity futures.....as stated above.

Anyone?

 

[CanOz]

Aaaaaarrrrggg! I've downloaded thier trial data but i can't get it to run the integration script within Amibroker....

 

[wabbit]

Aaaaaarrrrggg! I've downloaded thier trial data but i can't get it to run the integration script within Amibroker....

Who is the 'they' in "their trial data (sic)"?

With PremiumData, they create high quality historical data files weekly, which you can download, then run their data tools to update the last few days since the last date of historical data. This data is stored in MS data format in whichever directory you have configured and should be available to AmiBroker (or whatever charting package you are using).

Exactly what are you trying to do, where are you failing and what information are you being given by what applications?


wabbit

 

[CanOz]

Who is the 'they' in "their trial data (sic)"?

With PremiumData, they create high quality historical data files weekly, which you can download, then run their data tools to update the last few days since the last date of historical data. This data is stored in MS data format in whichever directory you have configured and should be available to AmiBroker (or whatever charting package you are using).

Exactly what are you trying to do, where are you failing and what information are you being given by what applications?


wabbit

I'm trying to setup PremiumData's trial data. I've got all the script files dowloaded, the tools, and the history, but when i go to open the database through AB it just has the directories, nothing in them, it keep giving me errors, i'll post one.

Cheers,

 

[CanOz]

This is where the data is supposed to be stored.

 

[bowser]

Have you imported the data into Amibroker CanOz? Via the file -> import Metastock data menu.

Just a guess but it looks as if you have only setup the database. Now you need to import the data from the 'master' file in the folders shown in the screen dump.

 

[CanOz]

Have you imported the data into Amibroker CanOz? Via the file -> import Metastock data menu.

Just a guess but it looks as if you have only setup the database. Now you need to import the data from the 'master' file in the folders shown in the screen dump.

No, it said to go through the Amibroker database open, then select Premium data, this is after following the other steps to download the data into the files, i even ran an update, the data is there i just can't see it!

 

[CanOz]

No, it said to go through the Amibroker database open, then select Premium data, this is after following the other steps to download the data into the files, i even ran an update, the data is there i just can't see it!

The data is there, I tried what you said and found it, so its in MS format. How did i do that? Its suppoed to be in a format that AB can use.

 

[CanOz]

The only problem i have now is that i have to open each Master file individually, is there a way i can open them all at once?

Thanks Bowser.

 

[bowser]

Yes, open premium data and un-select the box to separate data into groups. I can't remember the exact tab, but its near 'custom folders'. You'll know the correct screen because it warns that some charting apps cannot handle more than 255 different files in a folder.

Once you have de-selected the box, premium data will run a quick change, and then you can open all the equities from the one master file... instead of having to do it for A, B, C....etc

 

[nizar]

Ok in premium data under Stocks --> US.
Theres several folders:
1.AMEX
2.NASDAQ
3.NYSE
4.OTC

What does OTC mean?

Using brokers like IB, you can buy stocks on all these exchanges?

THanks.

 

[Richard Dale]

CanOz - you need to run Tools -> Futures-PremiumData. This will figure out all of your data paths automatically and install into AmiBroker.

 

[Richard Dale]

Ok in premium data under Stocks --> US.
Theres several folders:
1.AMEX
2.NASDAQ
3.NYSE
4.OTC

What does OTC mean?

Using brokers like IB, you can buy stocks on all these exchanges?

THanks.

Hi Nizar,

OTC represents securities in the following areas:
OTCBB stocks - i.e. stocks quoted on the OTC BB market.
Pink Sheet stocks
Other OTC - stocks not quoted on either of the above.

OTC securities are those public companies that have not decided to get a listing on AMEX, NASDAQ or NYSE exchanges but there is still an active market for the trading of their shares. Some companies fail listing rules on the three major exchanges, become an OTC security for a while, then get their act together and relist again.

Some people consider OTC securities to be "penny dreadfuls" but you can make up your own mind. The liquidity is certainly worse than the major exchanges.

Cheers,
Richard.

 

[SevenFX]

Hi Richard.

Is there some way to use the Commsec Protader2 data feed to show live prices into Amibroker.. (some sorta api interface I'm guessing)

Thanks
SevenFX

 

[nizar]

Hi Nizar,

OTC represents securities in the following areas:
OTCBB stocks - i.e. stocks quoted on the OTC BB market.
Pink Sheet stocks
Other OTC - stocks not quoted on either of the above.

OTC securities are those public companies that have not decided to get a listing on AMEX, NASDAQ or NYSE exchanges but there is still an active market for the trading of their shares. Some companies fail listing rules on the three major exchanges, become an OTC security for a while, then get their act together and relist again.

Some people consider OTC securities to be "penny dreadfuls" but you can make up your own mind. The liquidity is certainly worse than the major exchanges.

Cheers,
Richard.

Many thanks Richard for that explanation.

 

[nizar]

Also Richard, there seems to be some indices in the "stocks" folder in some of those US exchanges??

Is this correct (or of any value in backtesting) as obviously you cant buy units in these securities??
Or can you??

For example, there are several listings for "Vanguard".

 

[Richard Dale]

Tekkman - Sorry don't know how to interface CommSec Protrader to AmIBroker. It was originally developed by Paritech - perhaps they might be able to help?

 

[Richard Dale]

Nizar - with regards to the Vanguard securities, I think you'll find they are actually ETFs (Exchange Traded Funds). You can buy and sell these just like normal shares.

They're a neat way of getting exposure to a particular index/sector etc. without having to purchase the individual securities.

See https://flagship.vanguard.com/VGApp/hnw/funds/etf for more information about Vanguard's ETFs.

Cheers,
Richard.