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rlb21079

I have been working to create an organized collection of ticker symbols for AmiBroker. I have thus far used the Yahoo setup and EOD daily data. Recently, I begun subscribing to Lycos LiveCharts and so can now get intraday quotes in as little as a one-minute increment. I have done extensive research on the web and found a good deal of information, but am now posed with pulling everything together - a daunting proposition if it needs to be done manually. Before I undergo this effort I feel it may be of some use to put my plan here in the hope of getting some suggestions.

Here is what I'd like to have:

3 Database. (1) Daily Data, (2) 5 or 10 Min Data?, (3) 1 Min Data

Database One will have the most comprehensive listing composed of stocks, indices, futures, ETF's, breath indicators (adv/dec issues etc., provided by Lycos), select economic data (eg 30-day interest rates). I am not concerned with options.

Databases two and three will smaller collections limited to tickers found in database one.

Important factors:
(1) Organization:
(Markets should reflect what is traded with no undefined tickers)NYSE/NASDAQ/etc. NOT Amex Stocks, but Eminis yes

(Sectors and Industries are less important - Yahoo's denominations would be fine but I do not care)

(Groups)
Stocks/Indicies/Futures,ETF's/Breadthalizers/EconData/
Miscellaneous/S&P500/S&P100/NDX100/DJIA/DJUA/DJTA

(2) Aliases: eg: MSFT + "Microsoft Corporation"

(3) Ability to update: Futures dates will change, S&P500 etc. components will change, ... Need an organized approach that can be performed monthly/semi-monthly

I have found at various sites: A nasdaq market , an NYSE market listing, S&P500 listing, S&P500, NDX100, and SSF/ETF (Amex) listings. However, I am not sure if these listings all coincide with Lycos. Additionally, I will want to gather a daily history on as much as I can from Yahoo.

The following is available at Lycos:

"Breadthalizers:"
http://help.lycos.com/scripts/qchar...HRoYWxpemVyJnBfcHJvZF9sdmwxPTEwNyZwX3BhZ2U9MQ**&p_li=

Futures:
http://help.lycos.com/scripts/qchar...WJvbHMmcF9wcm9kX2x2bDE9MTA3JnBfcGFnZT0x&p_li=

Indicies:
http://help.lycos.com/scripts/qchar...ggc3ltYm9scyZwX3Byb2RfbHZsMT0xMDcmcF9wYWdlPTE*&p_li=

I have Macro Express 3 which will be of use automating some of the processes. So, labor is fine so long as it can be automated for the purpose of updating.
Like I said, daunting. Any suggestions? Anyone whose already done this and wants to share their work?:)
 
Additionally,

I have downloaded and configured QuoteTracker (the free version running off my IB account). Could this be of use/replace Lycos? I know Ami connects to QuoteTracker and have read threads here discussing some limitations - ie: can't update at day's end - but do not have a firm grasp on the interaction b/w QT, IB, & AB.
 
LongShot,

I am asking for any suggestions on the best way to create and maintain a ticker list file(s) for AmiBroker based on the above criteria. I suspect only current or former AmiBroker user will be able to offer any assistance. I need to standardize the format, and procedure for creating this format, of the data gathered from whatever source I eventually use.

One very specific question - How do I assign market/group info to each stock before importing them to AmiBroker? I know it's possible but have had difficulty interpreting the Ami help files for the specific method. I have considered creating seperate files before input and assigning categories post-import to avoid this problem.

-rlb
 
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