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Canadian stocks for Amibroker
Read this from the Amibroker forum, just in case someone might be interested.
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The best source for Canadian stocks:
http://old.stockwatch.com/
You will get all 4000 or so symbols, including CNQ exchange, IPOs
automatically updated every day, all warrants, trust units,
debentures, rights, etc. in the form of the daily ASCii file for
download. And you can also plot #trades in "open interest" field in
AB. All this for C$5.30/month (Starter Plan).
You will have to learn how to set up AB importer files:
http://www.amibroker.com/guide/
then click on Reference Guide - ASCII Importer Reference.
All importer files are in AmiBroker\Formats\ folder.
Here is an example of the code you need to put into your new import
definition file (let's say you name it "cdasw10.format"):
# Format definition for CanadaStockwatch.com 10 field files
# Exchange code is not appended to the ticker
$FORMAT Ticker,Date_YMD,Skip,Open,High,Low,Close,Skip,Volume,OpenInt
$SEPARATOR ,
$SKIPLINES 1
$AUTOADD 1
$CONT 1
$OVERWRITE 1
$DEBUG 1
Then you will need to enter the code referencing this import
definition file into Import.types file:
CdaSW-10f new symbols-Yes (*.txt)|*.txt|cdasw10.format
You can open all these files in a Notepad for editing.
Then you can get all info about splits and symbol changes here:
http://old.stockwatch.com/ (click on Bulletins)
http://www.cdnx.com/LCDB/Notices.asp?PG_MODE=latest
http://www.cnq.ca/
http://www.tse.com/en/mediaCentre/news/tse/current/index.html
Of all US data providers CSI has probably good Canadian eod data but
how complete it is is anybody's guess.
To use your eod data with an RT feed (eSignal, Qoute.com, MyTrack)
you can have an alias attached to each symbol, you can even include
"alias" into you eod import definition file.
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楼主
发表于 2005-3-20 00:11
