September 6, 2007
There are few subjects, if any, that are discussed in the AmiBroker forums as often as data. “Which data to use?” and “Why choose one provider over any other?” are fundamental questions that all traders ask at some time.
Unfortunately the discussion is often speculative and devoid of facts, perhaps because the trading literature is strangely silent on specific techniques that can be used by traders to qualify data.
One of the strengths of AmiBroker is that it offers users a diverse range of providers and ways and means to access data. There are so many possibilities that the Help Manual can not do justice to them all.
This category establishes a place for users to document their data experiences for the benefit of others, or to ‘go into bat’ for their favorite provider, but it doesn’t stop there. In line with the author’s catch-cry of “Contemporary solutions to trading problems; for traders by traders!”, the opportunity, and challenge, is there for the AmiBroker community to take the subject where no trader has gone before!
When it comes to data, “To Yahoo, or not to Yahoo, is the burning question”. There is no more contentious subject in this area. Under the Yahoo sub-category the author explores a variety of ways to use Yahoo data, looks at some of the data tools currently available within AmiBroker and introduces readers to some rudimentary pretenders to the ‘data quality metric’ crown .
The Yahoo section is intended to act as a training ground for some of AmiBrokers core data management features, a factual presentation of the pros and cons of Yahoo data and as a benchmark to measure other data against. It is not complete by any means and other users are invited, even expected, to explore the topic further and extend the discussion to other providers.
The author has no particular expertise in computing, AmiBroker or data management. The only skills he brings to the tasks are an enquiring mind and a persistent and methodical approach.
The opening articles, in the Yahoo sub-category, were written for AmiBroker Standard edition (v4.90) with AmiQuote (v1.94 – registered). Features that are introduced in the major releases from v4.90 on, that impact on Yahoo data acquisition and management, will be included in any future articles that are written by the author.
The initial bias, of the Yahoo posts, is to EOD equity data but hopefully that will be rectified at a later date.
Once again, people with expertise in RT data, alternatives to Yahoo or who use data for instruments other than equities are implored to make a contribution or forever hold your peace.