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I have been working to create an organized collection of ticker
symbols. I have thus far used the Yahoo setup and EOD daily data.
Recently, I subscribed 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 have smaller collections derived from
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/qcharts.cfg/php.exe/enduser/std_adp.php?
p_sid=SxhXoJGg&p_lva=&p_refno=020814-
000003&p_created=1029351038&p_sp=cF9ncmlkc29ydD0mcF9yb3dfY250PTImcF9zZ
WFyY2hfdGV4dD1icmVhZHRoYWxpemVyJnBfcHJvZF9sdmwxPTEwNyZwX3BhZ2U9MQ**&p_
li=
Futures:
http://help.lycos.com/scripts/qcharts.cfg/php.exe/enduser/std_adp.php?
p_sid=rg1MoJGg&p_lva=&p_refno=020814-
000004&p_created=1029351980&p_sp=cF9ncmlkc29ydD0mcF9yb3dfY250PTQzJnBfc
2VhcmNoX3RleHQ9ZnV0dXJlIHN5bWJvbHMmcF9wcm9kX2x2bDE9MTA3JnBfcGFnZT0x&p_
li=
Indicies:
http://help.lycos.com/scripts/qcharts.cfg/php.exe/enduser/std_adp.php?
p_sid=3ahSoJGg&p_lva=&p_refno=020814-
000002&p_created=1029349542&p_sp=cF9ncmlkc29ydD0mcF9yb3dfY250PTQzJnBfc
2VhcmNoX3RleHQ9aW5kZXggc3ltYm9scyZwX3Byb2RfbHZsMT0xMDcmcF9wYWdlPTE*&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.
Due to the many different formats of the sources for tickers I have
found the organization of the tickers is very difficult.
Additionally, I have reviewed the material in the help files about
setting up ticker lists for import but am still confused how to
format the files so as to assign markets/groups pre-import. I think
though this is not the optimal way to import the lists. This is
because the different market/groups lists will need to be updated at
different intervals so I am guessing that having seperate files would
be better. (eg: Futures.tls, Nasdq100.tls, etc.)
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