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Title: MetaStock : How do you get your data?


hanhao - February 20, 2006 04:18 PM (GMT)
How do you get your data to feeed into metastock?
do you have a reuter's data link?

Hc - February 20, 2006 09:56 PM (GMT)
hanhao:

If you are talking about EOD data, look at this thread, starting from the first post:

http://s7.invisionfree.com/ChartistsUnited...ndpost&p=264398

I am not sure about realtime data.

hanhao - February 21, 2006 03:48 AM (GMT)
i suppose Technical Analysis & Research's Data analyst software at $88 SG is the best?
it grabs data from SGX and convert into metastock format?
http://www.technical-analysis.com/

Lion - February 21, 2006 06:08 AM (GMT)
QUOTE (hanhao @ Feb 21 2006, 11:48 AM)
i suppose Technical Analysis & Research's Data analyst software at $88 SG is the best?
it grabs data from SGX and convert into metastock format?
http://www.technical-analysis.com/

Is that a Question or an Answer?

Anyway, Data Analyst s/w is one of the best EOD data downloader for SG stocks which I've came across so far.

To simplify:
1. it auto-convert free daily data from SGX into metastock format
2. it would adjust for bonus/splits/rights/dividends issue in accordance
3. it provides major world indices data too
4. it removes expired warrants/rights issue etc

More features is in progress according to CSK..


Rdgs.. Lion

hanhao - February 21, 2006 01:41 PM (GMT)
QUOTE (Lion @ Feb 21 2006, 02:08 PM)
QUOTE (hanhao @ Feb 21 2006, 11:48 AM)
i suppose  Technical Analysis & Research's Data analyst software at $88 SG  is the best?
it grabs data from SGX and convert into metastock format?
http://www.technical-analysis.com/

Is that a Question or an Answer?

Anyway, Data Analyst s/w is one of the best EOD data downloader for SG stocks which I've came across so far.

To simplify:
1. it auto-convert free daily data from SGX into metastock format
2. it would adjust for bonus/splits/rights/dividends issue in accordance
3. it provides major world indices data too
4. it removes expired warrants/rights issue etc

More features is in progress according to CSK..


Rdgs.. Lion

i m currently using MLdownloader and wonder if i should switch

heard many comments on how bad yahoo's data is
but currently, the only problem i have with Mldownloader yahoo's data is that the current day 's(today) last done and volume is not reflected on the chart, which makes my EOD analysis lag 1 day

does Data Analyst s/w have this problem?


another question,
i suppose what the software does is directly access SGX's website and rip the prices out. so the software is actually relying on another website for data.
what if SGX change their format? wont the data analyst software need to change their algorithm to be able to download the data? and the software becomes useless

Lion - February 21, 2006 01:55 PM (GMT)
QUOTE (hanhao @ Feb 21 2006, 09:41 PM)
heard many comments on how bad yahoo's data is
but currently, the only problem i have with Mldownloader yahoo's data is that the current day 's(today) last done and volume is not reflected on the chart, which makes my EOD analysis lag 1 day

does Data Analyst s/w have this problem?


another question,
i suppose what the software does is directly access SGX's website and rip the prices out. so the software is actually relying on another website for data.
what if SGX change their format? wont the data analyst software need to change their algorithm to be able to download the data? and the software becomes useless

Hmm.. this is something worth ponder. I believe CSK will be watching this thread too. I think he can answer your query better since he is the developer.

We'll wait for his reply...

csk - February 21, 2006 04:02 PM (GMT)

Need to tackle this one first as it implied the Analyst's DataServer violating SGX Terms of Use of their website:

"i suppose what the software does is directly access SGX's website and rip the prices out. so the software is actually relying on another website for data."

The software does not rip prices out of SGX website. This will be against SGX Terms of Use of their website. Yes, it rely on the data provided by the SGX and it does this legally. I communicated with SGX and they know what the software does. The links in the software to their website are also approved by them.

"what if SGX change their format? wont the data analyst software need to change their algorithm to be able to download the data? and the software becomes useless"

The program will of course have to be changed to work. In 2001, SGX changed the format of their file. Version 1 of the Analyst's DataServer was changed to work with the format. It still works today.


"currently, the only problem i have with ... yahoo's data is that the current day 's(today) last done and volume is not reflected on the chart, which makes my EOD analysis lag 1 day

does Data Analyst s/w have this problem?"


No. The SGX is very puncture and the source is direct. Download/update can be done usually by 6:30pm, sometimes as early as 5:45pm. You have the earliest possible time to do your analysis.

Are you sure this is the only problem you have with Yahoo! data? You don't have problem when all their SGX prices are in 2 decimal place when a lot of stock trade in min tick of S$0.005?

Also, I will just name a few stocks and see if you have other problems with Yahoo! data:

Raffles Hldg
HUPSteel
Hyflux
Semb Kimstran
NOL


hanhao - February 21, 2006 05:24 PM (GMT)
thnx for the review spidy!
so what other problems are there with MLDownloader besides the ones discussed?

csk - February 22, 2006 01:50 AM (GMT)

"so what other problems are there with MLDownloader besides the ones discussed?"

The problem is not with MLDownloader. Notice I snipped out the reference to it in the previous post re data problem. The problem is Yahoo!, the source of the data.

You may want to note that most, if not all, Yahoo! US stock prices start from near zero if their history is long enough. Anyone who use Yahoo! data for system testing will therefore have unreliable results.

I won't be able to tell you all the problem because I don't use them. I only use their indices and some US interest rates data.


Hc - February 22, 2006 04:54 AM (GMT)
hanhao:

Please reread my comment on Yahoo' data in EOD data vendor thread when I talked bout MLDownloader.


hanhao - February 22, 2006 05:43 AM (GMT)
thank u all for your comments :D




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