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(BETA) Market Close Data Download (BETA)     

Karl(MoneyAM) - 19 Aug 2004 17:27

Dear all,

We are currently developing a new Data Download tool and are looking for testers. On release, this will be for 'Active' and above subscription levels.

If you are interested please click here.

Your comments and suggestions are welcome.

Karl.

BrianTrayda - 19 Aug 2004 21:46 - 4 of 218

Karl, done the biz, and, err, not good I'm afraid. The benchmark has to be the LSE official figures, then there's no disagreement on comparisons between sites. Although other sites have it penny and share perfect.
The problem is widespread, but LOG is representative.


Open High Low Close Volume

LSE 169.75 169.75 165.00 167.00 7,089,537
FT 169.75 169.75 165.00 167.00 6,686,821
REUT 169.75 169.75 165.00 167.00 7,090,000 (they round)
.
MAM 167.50 167.50 159.50 165.75 5,172.144


BrianTrayda - 19 Aug 2004 21:58 - 5 of 218

Forgot to mention . I downloaded the complete list. Even got Chinese indices in it. But not Euro or USA :(

qwento - 19 Aug 2004 22:18 - 6 of 218

Interesting to note that if you do a 'Quote' for LOG the figures are spot on - identical to the LSE benchmark.

IanT(MoneyAM) - 20 Aug 2004 07:09 - 7 of 218

Guys,

I will pass your feedback onto Karl.

Ian

Karl(MoneyAM) - 20 Aug 2004 10:18 - 8 of 218

Thanks for the feedback ... I'll look into why the data is wierd.

BrianTrayda - Chinese indicies? What list did you choose to get those ?

BrianTrayda - 20 Aug 2004 10:21 - 9 of 218

Part of the FTSE Indices list (ie: from the "Both"option). Not really raw Chinese. :-)

Ftse/xinhua China A 600 Resources
Ftse/xinhua China A 600 Mining
Ftse/xinhua China A 600 Oil & Gas
Ftse/xinhua China A 600 Basic Industries
Ftse/xinhua China A 600 Chemicals
Ftse/xinhua China A 600 Construction & Building Materials
Ftse/xinhua China A 600 Forestry & Paper
Ftse/xinhua China A 600 Steel & Other Metals
Ftse/xinhua China A 600 General Industries
Ftse/xinhua China A 600 Aerospace & Defence
Ftse/xinhua China A 600 Diversified Industrials
Ftse/xinhua China A 600 Electronic & Electrical Equipment
Ftse/xinhua China A 600 Engineering & Machinery
Ftse/xinhua China A 600 Cyclical Consumer Goods
Ftse/xinhua China A 600 Automobiles
Ftse/xinhua China A 600 Household Goods & Textiles
Ftse/xinhua China A 600 Non-cyclical Consumer Goods
Ftse/xinhua China A 600 Beverages
Ftse/xinhua China A 600 Food Producers & Processors
Ftse/xinhua China A 600 Health
Ftse/xinhua China A 600 Personal Care & Household Products
Ftse/xinhua China A 600 Pharmaceuticals
Ftse/xinhua China A 600 Cyclical Services
Ftse/xinhua China A 600 General Retailers
Ftse/xinhua China A 600 Leisure Entertainment & Hotels
Ftse/xinhua China A 600 Media & Photography
Ftse/xinhua China A 600 Support Services
Ftse/xinhua China A 600 Transport
Ftse/xinhua China A 600 Non-cyclical Services
Ftse/xinhua China A 600 Food & Drug Retailers
Ftse/xinhua China A 600 Telecommunication Services
Ftse/xinhua China A 600 Utilities
Ftse/xinhua China A 600 Electricity
Ftse/xinhua A 600 Utilities Other
Ftse/xinhua China A 600 Financials
Ftse/xinhua China A 600 Banks
Ftse/xinhua China A 600 Investment Companies
Ftse/xinhua China A600 Real Estate
Ftse/xinhua China A 600 Specialty & Other Finance
Ftse/xinhua China A 600 Information Technology
Ftse/xinhua China A 600 Information Technology Hardware
Ftse/xinhua China A 600 Software & Computer Services

Karl(MoneyAM) - 20 Aug 2004 10:32 - 10 of 218

Ok ... think we have sorted the problem ...

The Update doesn't happen at 7pm as previously thought, it happens around 11pm. We will look into changing this for to an earlier time if possible or create some workaround.

As for the prices themself ... they are all ok ... The prices were different to the benchmark as they were the prices for the 18/08/2004. The Data for the 19/08/2004 is all correct.

ie.
Date Close High Low Open Vol
18/08/2004 165.75 167.50 159.50 167.50 5,172,144
19/08/2004 167.00 169.75 165.00 169.75 7,089,537

The Date shown by the "Easy Download" will change once the process for collecting the end of day prices has finished.


Karl(MoneyAM) - 20 Aug 2004 10:36 - 11 of 218

BrianTrayda ... They are all FTSE indices so are available in the download.

I'll have a look at our data and see if we can add some other foriegn indices :)

BrianTrayda - 20 Aug 2004 11:49 - 12 of 218

Karl - glad you spotted it.
I've no idea how the creation time is managed, but 6pm would be great. Fits in with others.
If you managed to include the USA numbers that'll be good, but I guess that would create the problem of having to include them after 9pm. What about a separate download file?

IanT(MoneyAM) - 20 Aug 2004 13:23 - 13 of 218

BT,

Will pass your comments onto Karl.

Ian

qwento - 20 Aug 2004 23:39 - 14 of 218

I would agree with BT, 6pm would be ideal !

I have taken a look at tonight's data.

Although the 'Easy Downloads' hints at data being in the format 'OHLCV' (which if I am not mistaken is pretty much a standard format for EOD downloads) the Easy Download files actually contain data in the format HLOCV.

There appears to be a problem with stocks that have not traded/moved during the day.

Take ASF as just one example - the High and Low are given as zero.

BrianTrayda - 22 Aug 2004 09:29 - 15 of 218

Seems to be 3 points then:
1) 6pm data preparation. (most people will do "homework" before 11pm, not after).
2) Column order to be "as on the tin"
3) Non-traded stocks to have the Open price as the High/Low. I even saw some with a volume but no H/L, so I guess it's better to check for zero in the H/L and substitute the Open price.

IanT(MoneyAM) - 23 Aug 2004 07:27 - 16 of 218

BT,

Thanks for the feedback,

Ian

Karl(MoneyAM) - 23 Aug 2004 09:31 - 17 of 218

Righty-o

1) We are still trying to sort getting the close data a little earlier for you all. But hope to get something sorted quite soon.

2) I'll change the Column order. Would there be any need to be able to choose which order the columns come in or would OHLCV be ok?

3) I'll change "High" and "Low" both to be set to "Open" if they are zero. That ok?

4) As mentioned in the Investors room, I'll add a sort by option.

K.

Karl(MoneyAM) - 23 Aug 2004 09:55 - 18 of 218

I've checked the data and if the High and Low are blank:

a) Set the "High" to either "Open" or "Close" depending on which is higher
b) Set the "Low" to either "Open" or "Close" depending on which is lower.

K.

BrianTrayda - 23 Aug 2004 10:00 - 19 of 218

Karl,

Can't see any reason to allow options for column incl/excl/order, as if the "standard" is used then it loads into everything as expected and can be processed as each person desires.

The Column Sort option should default to EPIC with everything else being the options imo. Reason being that almost evey cross-reference or search will be on the Epic.

Karl(MoneyAM) - 23 Aug 2004 16:12 - 20 of 218

The High,Low problem has been fixed.

The default order has been changed to OHLCV.

The sort option has now been added, with Epic being the default.

We have also managed to change the close time to 7pm.

K.

Karl(MoneyAM) - 25 Aug 2004 14:09 - 21 of 218

Quick update ...

The update time has to be moved back to 11pm for the moment. We tried it at 7pm yesterday but this caused problems in the portfolio. We are trying to find another way to get the data for you at an earlier time.

K

hilary - 14 Sep 2004 13:21 - 22 of 218

TTT.

I'd like some help on this please. The data all seems to be enclosed within speech marks ("). How can I save this as a csv file without all the speech marks?

IanT(MoneyAM) - 14 Sep 2004 13:23 - 23 of 218

Hil,

I will get Karl to post here in a few moments.

Ian
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