Rank: Advanced Member
Groups: Registered, Registered Users Joined: 3/30/2005(UTC) Posts: 53
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Reuters Datalink provides price data for Dow Jones sector indices back to 2/14/2000 (e.g. .DJUSEN).
What is the most efficient way to attach the historical data to the data files I have from Reuters datalink?
(alternatively, is there any chance that Reuters could just add the historical data to the existing series and save me a week of work? If the data is free to the public, I don't see why Reuters shouldn't be able just to provide it in their existing format..)
thanks
Andrew
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 9/8/2004(UTC) Posts: 2,266
Was thanked: 1 time(s) in 1 post(s)
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Hi Dillmun,
Sorry it took so long.
I barely figured out how these files work ...
You see all the files have the same data but each column represents a different index.
I will do the prep work on the files right now, and post them one at a time.
Thanks for your patience.
Patrick :mrgreen:
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 3/30/2005(UTC) Posts: 53
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This is great, Patrick.
What's the best way to combine these files with the existing (shorter) files from Reuters? I tried to use the Merge command in Downloader, but it will only accept a Metastock format file as the source. Do we need to convert these files from csv first, then use Merge?
This is going to be a lot of data, but a great resource and a good alternative to the S&P GICS series.
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Rank: Newbie
Groups: Registered, Registered Users Joined: 3/21/2005(UTC) Posts: 7
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instead of merge the security one by one, can we do it folder by folder ?
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 9/8/2004(UTC) Posts: 2,266
Was thanked: 1 time(s) in 1 post(s)
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To everyone interrested in the data ...
Here is what you should do :
Wait for me to upload all the files ...
Download the files into one folder and convert all the files at once into a folder and the update the folder using the Downloader ( Hopefully you are using reurters datalink, because I use their symbols. )
Now there is no merge or back adjust data involved, you create a new folder with historical data and the update the historical with the new data. And you get rid of the old stuff.
If you can tell me which symbols you are really waiting for, I can make sure to work on these first.
Patrick
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 9/8/2004(UTC) Posts: 2,266
Was thanked: 1 time(s) in 1 post(s)
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Updated --- DJ INDUSTRIES data from January 1992 to April 2005
Extract all the files into a folder then convert the folder.
Patrick
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 9/8/2004(UTC) Posts: 2,266
Was thanked: 1 time(s) in 1 post(s)
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 9/8/2004(UTC) Posts: 2,266
Was thanked: 1 time(s) in 1 post(s)
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Rank: Newbie
Groups: Registered, Registered Users Joined: 8/18/2005(UTC) Posts: 5
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Good evening,
I think I am in the right place for this query, so here goes:
Recently purchased London historical date from Paritech http://www.paritech.co.u...cts/data/uk/features.asp and subscribe to Reuters Datalink Europe exchange https://www.metastock.co...roduct.aspx?c=&p=3&i=58.
I have loaded up the historical data and downloaded the european symbol list in thread http://forum.equis.com/viewtopic.php?t=562. Everything fine until now.
Historical data are in folders A-Z and Reuters datalink download are in 1 folder. I have tried updating my historical data from paritech but it comes up with invalid symbol. How can I merge the historical data into the correct Reuters datalink download files?
Any advice would be appreciated.
Many thanks,
Samuel
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Rank: Newbie
Groups: Registered, Registered Users Joined: 8/18/2005(UTC) Posts: 5
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Is the only way to merge my historical data with the data from Reuters is to do it one by one?
I have tried this on a couple of stocks but there seems to be a difference with the volume, I think it has been mentioned here http://forum.equis.com/viewtopic.php?t=1107. How can I correct that when the data is merged?
Many thanks for your time,
Samuel
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