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Re: Stock exchange-related data

From "A.D. Fundum" <what.ever@neverm.ind>
Message-ID <o8uYFJ3iqTdG-pn2-YNdCrsd3UNBp@localhost> (permalink)
Newsgroups comp.os.os2.apps
Subject Re: Stock exchange-related data
References <o8uYFJ3iqTdG-pn2-YOPdE9dVdND4@localhost> <h2LIq.34024$8O1.10258@newsfe07.iad>
Organization Xennanews
Date 2011-12-23 04:01 +0100

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 >> Is there a demand for a generic stock exchange-related data 
format?

 > I've lately begun reviving a particular application I did several 
years back 
 > to track my own investments.  I'm slowly getting around to porting 
the GUI
 > to what should be cross-platform (qt-based).

Same here, sort of. A Rexx prototype most likely was a reply to an 
interesting idea or challenging question. If it was good enough, parts
may have been rewritten in C and HTML output often is the UI (in the 
WPS environment). 

Some of those apps can be used by other people, and some apps don't 
have to be embedded in a single app/environment at all. A lot of my 
apps produce data specific for a stock exchange or country, or produce
unique data, or verify data quality (today 2 verified errors in NYSE's
volume data, and yesterday 2 verified errors too).

 > Essentially, I use Yahoo for quotes and history to keep track of 
current value,
 > cost basis, etc.

I used to use Yahoo to complete missing data, but popular Google 
("NYSE:MMM") and Yahoo ("MMM") symbols are examples of data that can 
be shared. I may once need it to obtain the Yahoo yields you're using,
and if it ever changes to "3M" you may not have to find out the hard 
way what happened. And if those sites ever change their layout, other 
people already may have re-invented that wheel.

 > I never distributed the app - like you, I'm not big on playing help
desk
 > and dealing with potential SEC liabilities but it should be 
possible to
 > gather enough of a group to get a bunch of this stuff integrated 
into a
 > useful package.

Right, hence the original question. A shared data format isn't that 
hard. Volume remains volume. A shared data format can be just a few 
file format definitions or it can be hidden under the hood. A a matter
of fact, I already had a simple converter for Yahoo's data (FTTOMH it 
required changing the symbol, changing the order of downloaded lines, 
and the date had to be converted).

Even if I never use your apps, for whatever reason, I still don't mind
adding Yahoo's symbols to my stock definition file(s). The few 
American stocks in my list may even help you, if Boeing ever chanches 
its name, I may change the Yahoo symbol as well, and tell everybody 
what has happened, possibly with a DIFF file and links to 
resources/evidence. Or I could verify an investment strategy with data
you don't have. Besides the quotes, other "properties" are indeed 
Yahoo's symbols, or personal properties (country, preferred data 
quality, data sources, ...). 

 > I started on mine when I found essentially nothing out there for
 > retirement/estate planning when I entered into that phase of life. 
 > Lots of sales gimmicks but nothing even approaching
 > comprehessive data oriented capability.

Same with websites, AFAICT. Even Yahoo isn't as good as it was, e.g. 
no EPS estimates or dividend-related data w.r.t. Shell at its main 
market (RDSA.AS, but that's not that important now), at least not at 
the moment. Is "single trick pony" a right phrase? Or perhaps DIY? I 
don't use so-called technical analysis at all, but I cannot recall a 
single app or website telling you when all of the alarms bells are 
ringing. Apparently everybody is still looking at their own 
graph/spreadsheet, while a computer can be quite good in removing most
of the graphs you wouldn't care  about. And if there's some portfolio 
manager. It may not be good enough, and/or it uses its own data format
so you still cannot use your data.

I hestitate mentioning a "gap in the market", for one because there 
may not be a market. But it's quite clear there's a gap, and my own 
data format (mostly based on Metastock) is preventing me from sharing 
any app. I'm not dreaming about some Open Sourced Data Format as such,
the data really is the main problem. Not to mention ASCII data stored 
per year, so the files aren't becoming too large for e.g. Rexx or 
manual editing. But there aren't that many "properties" of 
data/companies/people.

One of your "properties" may be that you care about e.g. the Belgian 
or Canadian stock market, or at least a part of that market (yet 
another "property"). 

In a nutshell, for people not having written such apps: if you want to
use my statistically-best-part-of-a-day-to-buy-stocks-app with your 
Belgian stock exchange data of Yahoo, you'll now have to, AFAIK:

- convert it to my data layout (number of fields, order of fields)
- change the format of the date
- reverse the order of the data
- split the data in a file per year
- store the data in a specific directory
- add/rename 3 indexes to use my fixed index names

Albeit I'm not from Belgium, once I've gathered the data required:

- translate the output (optional)

Your milage will vary (different timezone), but it looks like it's a 
good idea to buy stocks tuesday afternoon and to sell 'em wednesday 
morning (open wednesday-close tuesday). There's no documentation and 
there are no clear definitions because I'm the only user, and there's 
no explaination of the results (most likely it's related to Wall 
Street and the USA). IIRC this was actually inspired by an internet 
what's-the-best-day-of-the-week-to-...-question. In order to use this 
silly app: write your own (DIY), or use a standard data format I'm 
using too. I hardly have to modify my app (hard-coded index names) in 
order to apply it to your local data. Main showstoppers if you want to
avoid DIY and re-inventing wheels: what's your data format, and what's
your local index. It may be nice-to-have, this pony (BEL20: main 
index, BELM: midcaps, BELS: smallcaps), so long as it isn't a 
stand-alone pony:


BEL20 high-low monday     :   37.57
BEL20 high-low tuesday    :   36.97
BEL20 high-low wednesday  :   39.41
BEL20 high-low thursday   :   39.84
BEL20 high-low friday     :   37.84
BELM  high-low monday     :   34.12
BELM  high-low tuesday    :   35.72
BELM  high-low wednesday  :   32.01
BELM  high-low thursday   :   33.15
BELM  high-low friday     :   31.83
BELS  high-low monday     :   53.65
BELS  high-low tuesday    :   54.46
BELS  high-low wednesday  :   47.32
BELS  high-low thursday   :   47.69
BELS  high-low friday     :   50.10
BEL20 close-open monday   :   -6.47
BEL20 close-open tuesday  :    0.67
BEL20 close-open wednesday:   -0.79
BEL20 close-open thursday :   -3.39
BEL20 close-open friday   :   -1.84
BELM  close-open monday   :   -8.77
BELM  close-open tuesday  :    0.04
BELM  close-open wednesday:   -3.09
BELM  close-open thursday :   -8.35
BELM  close-open friday   :   -2.04
BELS  close-open monday   :  -14.72
BELS  close-open tuesday  :   -5.08
BELS  close-open wednesday:   -0.38
BELS  close-open thursday :  -11.88
BELS  close-open friday   :    2.72
BEL20 higher/lower/unchanged monday   : 25/26/0
BEL20 higher/lower/unchanged tuesday  : 25/27/0
BEL20 higher/lower/unchanged wednesday: 24/28/0
BEL20 higher/lower/unchanged thursday : 25/28/0
BEL20 higher/lower/unchanged friday   : 23/28/0
BELM  higher/lower/unchanged monday   : 22/29/0
BELM  higher/lower/unchanged tuesday  : 29/23/0
BELM  higher/lower/unchanged wednesday: 23/29/0
BELM  higher/lower/unchanged thursday : 20/33/0
BELM  higher/lower/unchanged friday   : 24/27/0
BELS  higher/lower/unchanged monday   : 22/29/0
BELS  higher/lower/unchanged tuesday  : 23/29/0
BELS  higher/lower/unchanged wednesday: 25/27/0
BELS  higher/lower/unchanged thursday : 22/31/0
BELS  higher/lower/unchanged friday   : 26/25/0
BEL20 open monday   -close friday   :     -4.49
BEL20 open tuesday  -close monday   :     -0.80
BEL20 open wednesday-close tuesday  :      3.02
BEL20 open thursday -close wednesday:      0.64
BEL20 open friday   -close thursday :      1.96
BELM  open monday   -close friday   :     -1.17
BELM  open tuesday  -close monday   :      0.99
BELM  open wednesday-close tuesday  :      4.37
BELM  open thursday -close wednesday:      1.87
BELM  open friday   -close thursday :      2.76
BELS  open monday   -close friday   :      0.95
BELS  open tuesday  -close monday   :      1.70
BELS  open wednesday-close tuesday  :      7.97
BELS  open thursday -close wednesday:      0.86
BELS  open friday   -close thursday :      0.41


--

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Thread

Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2011-12-22 18:16 +0100
  Re: Stock exchange-related data Will Honea <whonea@yahoo.com> - 2011-12-22 11:55 -0700
    Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2011-12-23 04:01 +0100
      Re: Stock exchange-related data Will Honea <whonea@yahoo.com> - 2011-12-22 22:50 -0700
        Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2011-12-24 03:20 +0100
          Re: Stock exchange-related data Will Honea <whonea@yahoo.com> - 2011-12-23 23:42 -0700
            Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2011-12-30 00:10 +0100
              Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2011-12-30 00:53 +0100
              Re: Stock exchange-related data Will Honea <whonea@yahoo.com> - 2011-12-29 23:55 -0700
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-01-04 01:35 +0100
                Re: Stock exchange-related data Will Honea <whonea@yahoo.com> - 2012-01-04 12:51 -0700
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-02-01 05:31 +0100
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-20 17:40 +0200
                Re: Stock exchange-related data Will Honea <whonea@yahoo.com> - 2012-04-20 15:11 -0600
                Re: Stock exchange-related data "Rich Walsh" <spamyourself@127.0.0.1> - 2012-04-21 02:16 +0000
                Re: Stock exchange-related data Will Honea <whonea@yahoo.com> - 2012-04-21 13:34 -0600
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-22 15:39 +0200
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-22 14:31 +0200
                Re: Stock exchange-related data Will Honea <whonea@yahoo.com> - 2012-04-22 12:41 -0600
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-23 16:10 +0200
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-25 17:21 +0200
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-25 18:44 +0200
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-25 19:20 +0200
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-26 00:31 +0200
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-26 10:06 +0200
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-26 15:59 +0200
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-26 15:59 +0200
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-26 15:59 +0200
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-22 14:50 +0200
                Re: Stock exchange-related data "A.D. Fundum" <what.ever@neverm.ind> - 2012-04-25 18:04 +0200

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