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Graham,
> The stocks in question have been trading for a number of years.
They may be trading but do you have quotes in YOUR database for that symbols?
> The explore picks up most, but misses some. 
Which one, how many? 
>The filter setting is Filter=1;
I meant FILTER dialog box (Apply to: Filter)
Please understand that your reports sound like this
"sometimes something is not working correctly"
Best regards,
Tomasz Janeczko
amibroker.com
 
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