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Re: EOD stock data made EZ



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The speed certainly looks good.
Personally I use http://www.trader-tools.com/ qNavigator
I just open the MetaStock files as '3rd party directory'
I bought it a while back and it's great to get years of historical data for
free.

Stock Quotes Express also allows intraday (1,5,10,20,30,60min)
I've this one just 1 day so I can't really comment on it.
But it looks a nice tool to fill some gaps in your data.



On Fri, 14 May 2004 10:59:07 -0500, you wrote:

>This might be of interest to anyone looking for EOD stock data on a large
>number of symbols and struggling with HyperTrader's yahoo downloader or
>something else. HT's downloader is _slow_. period. A far more effective way
>is to get a data file and put that in GS. eoddata.com let's you do the
>getting data part, and I have a perl script that let's you do the rest.
>
>if you signup with eoddata.com (free), you can download the day's and some
>of the previous day's data in a nice little file for most every exchanges.
>Download them.. time spent 1-2 minutes. Then run the following perl script,
>which would take the data files, clean it up, call HyperTools and produce
>the .xpo (< 5 min). All this for 7000+ symbols. Just import the .xpo in GS
>and you are all set to run your analysis.
>
>I am sharing this in the hope it would be useful to some folks in the list.
>I am willing to answer questions about the script, but can't help anyone
>setting up or running perl etc. Hope you understand. If you find this to be
>very useful for you but need some handholding with the technical parts, I
>can work with you if you are willing to compensate me for the time spent.
>
>You can download perl from http://www.activestate.com/Products/ASPN_Perl/.
>Just download and install it. Then open a command prompt in a directory, say
>C:\eoddata. Save the script in that directory, say makexpo.pl. Before you
>run the script, download the files from eoddata.com to the same directory.
>Then run the script like this
>
>perl makexpo.pl -d 20040511
>
>"eodstockD" referenced at the end of the script is a HyperTools conversion
>set that you have to setup. It's just a one time setup.
>
>Thanks,
>
>Abhijit
>
>
>###########################################################
># Download eod stock data from eoddata.com for AMEX, NASDAQ & NYSE
># Process stock data and prepare to import it to GS
>#
># input : -d yyyymmdd
>###########################################################
>
>use Getopt::Long;
>
># defaults
>$inputdir = '.';
>$outputdir = '.';
>$thisdate = 0;
>
># external programs
>$htoolsexe = "\"C:\\Program
>Files\\HyperTools\\2.0\\XPO\\hstools.exe\" -close ";
>
># get commandline options
>GetOptions('d=i' => \$thisdate);
>die "*** - FATAL - Please input date" unless $thisdate != 0;
>
>opendir(DIRIN, '.') or die "*** - FATAL - Cant open $!";
>my @infiles = grep !/^\.\.?/ && /AMEX|NASDAQ|NYSE/ && /$thisdate/ && /txt$/,
>readdir DIRIN;
>
>$outfile = "tmpoutcombined.txt";
>if (-e $outfile)
>{
>    unlink($outfile) or die "*** - FATAL - Can't delete $outfile!";
>}
>
>$outfilexpo = "xpooutcombined.xpo";
>if (-e $outfilexpo)
>{
>    unlink($outfilexpo) or die "*** - FATAL - Can't delete $outfilexpo!";
>}
>
>open(ProcessedFileHandle, ">>$outfile");
>
>foreach $infile (@infiles) {
>    open(QuoteFileHandle, $infile);
>    print "Processing $infile\n";
>    @lines = <QuoteFileHandle>;       # read all lines into an array
>    close(QuoteFileHandle);
>
>    foreach $line (@lines) {
>        @fields = split(/,/, $line);
>        if($fields[0] !~ /[-.<]/) {
>            $line =~ s/,D//;
>            print ProcessedFileHandle $line;
>        }
>    }
>}
>
>close(ProcessedFileHandle);
>
># make xpo
>print "Making xpo file... please wait... ";
>system($htoolsexe."\"eodstockD\"");
>print "done\n";
>






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