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Recommended way to remove delisted stocks from database?
Rank: Member
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Joined: 10/27/2007(UTC)
Posts: 11
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I keep a database of the stocks traded on the TSX Venture exchange and I update this daily. Stocks come and go on this exchange and I was wondering if there was a trick to removing the delisted stocks from the database I created?
To create the database, in Downloader I update the symbol database. Then I go
File - New - Security - Lookup and I select all the stocks from Type: Stocks - Canadian and Group: Canadian Venture Exchange.
So far, in order to purge this database I have been deleting it completely and recreating it from scratch downloading the entire history in the process each time. Is there a better way?
Thanks
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Hi RobW, Many traders don't like to remove instruments that haven't traded for a while (for whatever reason) from their database as this can skew results of backtesting; dealing with survivorship bias is difficult at the best of times! Most people I know choose to exclude instruments that haven't traded recently from explorations, which can be easily achieved using an free add-in from Richard Dale which can be downloaded from http://www.tradernexus.com/nexusdate/
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Recommended way to remove delisted stocks from database?
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