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Thanks for all the feedback. This is what I'll do, and if the load proves
too much then I'll explore some of the alternatives suggested.
UFDB will expose data in its raw format. By default the data will be
split-adjusted on the fly within a date range. For example, if you wanted
data for 2000-2002 it would be split adjusted to the end date, which
wouldn't include any splits after the end data. Data from 2000-today, would
be adjusted for all available splits. There'll also be an option to retrieve
data that isn't adjusted.
It's intended to make data available on-demand given that you have a driver
for your application to access the server. I'll provide some simple examples
of how to retrieve data. You'll also be able to use yahoo's specs to
retrieve data, which will be the first example as it's very easy to
implement. I'll also release an Excel macro (vbs) that'll load data into a
matrix of dates and symbols.
Thanks again for all the input.
Colin West
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