March 27, 2008
Jim, who is a long term AmiBroker user, regularly provides an updated template that automatically sets up a database of all US stocks available from Yahoo!Finance.
The stocks are initially categorized by Market and then as Stocks, Indexes or Funds at the Group level. They are also organized into Sectors, using the Hemscott classification system.
A link to the latest message from Jim is available at AmiBrokerYahooGroup message # 119057 – "AmiBroker/Yahoo Database File": http://finance.groups.yahoo.com/group/amibroker/message/119057
Or link directly to the site to obtain the download:
Go to Links >> AmiBroker at that site (instructions are available at the download page).
After the database is setup, use AmiQuote to download data from the Yahoo Historical server (allow approximately 1/2 – 1 hour download time, using a mid speed broadband connection, per year of history).
The length of back history available varies with each symbol (the author has downloaded up to 10 years history using this template).
Typically the ticker list, as setup, will contain a couple of hundred redundant symbols (symbols that return an error message when attempting to download historical data for them). Most of the redundant symbols are .OB (over the counter stock) and are not relevant to the majority of traders. Users can elect to delete them from the database or go to the Yahoo site, or other sites, to find the cause of the ‘download error’ e.g. the stock may have been de-listed or undergone a name change .
Instructions on how to find and delete the redundant (NoQuotes) symbols can be found in the UKB post >> Setup A Custom Database – Nasdaq
Information, or discussion, on the pros and cons of using Yahoo data is included in articles in the Yahoo sub-category at the Users’ Knowledge Base:
Further information, about using the US-Stocks database, can be obtained by searching the AmiBrokerYahooGroup message board (use an Advanced Search and enter Subject contains "US-Stocks" OR "AmiBroker/Yahoo Database" as the search criteria .
Version 2 – Feb 02/2008 – by Brian_z – written using Windows Live Writer – updated links to current message and new download site