Title: Historical & EOD Data Provider & Vendors
Hc - January 23, 2005 11:40 PM (GMT)
Econ Management & Investments Pte Ltd
Tel: 6538 8913 Fax: 6538 6319
Call after 1 pm during working day. Or try reach the boss Mr Kelvin Tok at Pg 9505 1717 (long time no call, not sure still work).
Charges: S$20 per month for SGX, prepaid 6 months interval. Last time they have a starter package of $99. This give you all historical data, and 3 months of trial daily downloading. If you are satisfied with the service, then continue with $120 for next six month, if not, then you can have all the data and stop paying (and of course no more downloading of new data after 3 months as they terminate your account at their server end). Not sure if this started package still available, do call and check.
They use a propriety software to dial using modem to their server for downloading daily data every night, typically after 8 pm. If there is any split or stock adjustment, the s/w will automatically adjust all data on you PC. New counter will also automatically added. If you have problem in your PC later such as harddisk crash and lost all data, you can carry your PC to their office and they will pump all data back for you, free of charge. If you are unable to bring the PC for data pumping in, they can mail you a CD with data at a small fee.
Hc - January 23, 2005 11:42 PM (GMT)
For those who need free SGX EOD data, Cho Sing Kum have it here:
http://www.technical-analysis.com/prodSGX.html Remember to do some do some
charity if you find the data useful.
Updated on 2005-10-17 by HC:
The EOD data download has to go through their software from 2005-10-31. See:
http://www.technical-analysis.com/prodSGX.html
Hc - January 24, 2005 12:00 AM (GMT)
Downloadquotes.com
A cheaper source for data can be obtained from downloadquotes.com compared to Econ, is available at
http://www.downloadquotes.com/en/ .
They have many market, EOD and intraday data. I have not tried their SGX data, but I had tried their HK EOD data for 1 year plus and give up, as I am not very satisfied.
Pro:
1. Cheap
2. Can download many times
Con:
1. Data VERY dirty, at lease for HK data, even after complain and they claim that they have rectify but still the same. (Dirty data will affect the ability to display the chart correctly, candlestick formation, indicator calculation, Metastock's system testing, exploration, expert mode).
2. No auto split adjustment
3. Their uptime and and update time is 1 mark below satisfaction. There is a time when HK market is already in the afternoon session and their previous day data is till not up yet.
4. They cap the downloading in term of MB per day. So downloading of Historical data have to span across a few day (daily data has no problem downloading multiple times though).
Those are my experience 2 years ago and I am not sure if it is still the same. Anyone who has recent experience please provide update.
Hc - January 24, 2005 12:07 AM (GMT)
Hc - January 24, 2005 12:17 AM (GMT)
MLDownloader
I had been using a program called MLDownloader, which I paid for the downloading software one time, and it can pull almost all the stock exchange data from Yahoo, free of charge. I had been using this for US & HK data for quite 3 years, so far so good. The program has pre-selected counter list & symbols so that you can download both the historical and current data straight away. It convert into Metastock format with out user intervention too. Quit useful and user friendly. The software developer is also quite friendly and the response to bugs/problem is very fast, usually within 24 hours. 2 thumbs up to the developer.
The main trouble is, Yahoo's data is not very clean, it contain bad tick, zero open price etc. If you use it for charting, not much of a problem as the bad tick is often quite obvious. I often edit the tick or just discard it. But it cannot use for system testing, as those bad tick will throw your system testing report upside down.
Anther thing you should take note is: Yahoo site can be quite busy at times, so if you are downloading the whole exchange, it can take as long as 2 hours. So it is a concern if you are not on unlimited broadband plan.
The link is here, you can download a full version for trail for 14 days.:
http://www.trading-tools.com
danzer - January 29, 2005 09:41 PM (GMT)
Hi. I would like to know how to convert the SGX EDO historical data. They are in DOP and not txt format. So far, I able to convert the daily data in metastock.
hotmacca1975 - January 31, 2005 04:00 PM (GMT)
Hi HC,
From the Trading-tools.com site, can u recommend which is the best currently?
Btw, can the intra-day data be downloaded also?
Thanks for sharing! ;)
Btw, does anyone know abt a course " Financial Engineering" ? thinking of further my study by pursuing it....any comment? <I am really love trading & Technical Analysis>
Hc - January 31, 2005 04:22 PM (GMT)
hotmacca1975:
| QUOTE |
From the Trading-tools.com site, can u recommend which is the best currently? Btw, can the intra-day data be downloaded also?
|
I only use MLDownloader, so not sure about the other s/w listed thereon. I have not try intraday data, but I think MLDownloader is meant for EOD only. For intraday, you have to use some oither s/w (RTQDownloader?).
new2005 - February 20, 2005 07:48 AM (GMT)
Hi, I am new here, would you please teach me how to convert the "daily" SGX datas so that it can "joint" the "historical" datas (last date was 05-11-2004)? Thanks.
Hc - February 20, 2005 08:11 AM (GMT)
new2005 - February 20, 2005 02:33 PM (GMT)
Hello HC, Thanks for answered my post. I did read the PDF help file. But...
Let me explain in this way:
1) I created a folder "MetaStockData2". This is for me to extract Cho's Zip file(historical datas with last date: 05-11-2004). Done! No problem for my MS program to read it(open chart).
2) In order to get up-to-date datas(from 05-11-2004), then I downloaded Cho's "Daily" file. In this step, I have to use MS Downloader to convert 1 file(1 day's file) at a time. I have converted the "Daily" data to my "MetaStockData2" folder too.
The problem: I thought that the historical data is updated. When I am trying to open a chart, I found that "historical data" is not updated with new data. The "Daily" datas can't merge with historical datas.
To clarify, the historical datas are seperated with many folders, A to Z.
The main Question: Which folder should I convert the "Daily" data to? (Because in this single "Daily" data file contained A-Z market's datas).
Hope HC or other can help! Thanks. :(
Hc - February 20, 2005 03:21 PM (GMT)
new2005:
Check your conversion options: Tools/Convert/Options/Destination tag, make sure you have the [Traverse destination folders] ticked when you are doing both the historical and daily data convertion (or both unticked).
Lion - February 20, 2005 03:53 PM (GMT)
| QUOTE (new2005 @ Feb 20 2005, 03:48 PM) |
| Hi, I am new here, would you please teach me how to convert the "daily" SGX datas so that it can "joint" the "historical" datas (last date was 05-11-2004)? Thanks. |
Hi new2005,
Refer the attached word document for steps of conversion which I've previously send to those interested in my email contact list.
Rdgs,
Lion
new2005 - February 23, 2005 12:01 PM (GMT)
Thanks to HC and Lion. Sorry for late reply. I still can't combine both historical and daily datas.. as what Lion mentioned we need some other steps to do it. I will only use Daily dowload datas(from 01-11-2004 to study markets). :(
csk - February 24, 2005 01:12 PM (GMT)
Hi new2005,
After you unzip the historical data, make a check on the actual FULL directory path up to but EXCLUDING the sub-directories of "0", "5", "6", "A", "B", "C" .... "Z".
Since your main folder is C:\MetaStockData2, into which folder was the history unzipped to? Is it "C:\MetaStockData2" or is it "C:\MetaStockData2\SES"?
Since you can read the history but not the daily updates after that, it seems you are not updatng the daily files into their correct location.
Assuming that "C:\MetaStockData2\SES" is the directory where the history is unzipped into then this is the directory you have to input as the destination directory.
Making a guess I think your SIA history is in "C:\MetaStockData2\SES\S" whereas SIA after 5Nov2004 is in your C:\MetaStockData2\S". Is my guess correct?
new2005 - February 24, 2005 01:38 PM (GMT)
Hi CSK,
[Assuming that "C:\MetaStockData2\SES" is the directory where the history is unzipped into then this is the directory you have to input as the destination directory.]
I did as what you mentioned above.
[Since you can read the history but not the daily updates after that, it seems you are not updatng the daily files into their correct location.]
I can read both History and Daily Update datas BUT seperately. Means, Historical datas end at 05-11-2004; Daily data start from 08-11-2004. Both are in the same directory(SES).
[Making a guess I think your SIA history is in "C:\MetaStockData2\SES\S" whereas SIA after 5Nov2004 is in your C:\MetaStockData2\S". Is my guess correct?]
The Daily Update datas are converted as "Fxx" dat files.
Do I provided enough informations to help my convertion problem?
Thanks.
csk - February 24, 2005 02:04 PM (GMT)
Hi new2005,
I do understand you can read both history and the daily updates but since you are reading them as two separate files then they both cannot be in the same sub-directory. Otherwise they would have merge into the respective same files. This is how the downloader conversion works.
Do a test:
Which directory are you reading SIA history from and which directory are you reading SIA daily updates (8Nov2004 and later) from? Load both charts in MetaStock and pay attention to file browser control to detemine which SUB-directory you load the history from and which SUB-directory you load the daily updates from... RIGHT DOWN TO THE VERY LAST "S" sub-directory (for SIA).
From what you describe, I am very sure they are not in the same sub-directory, meaning you did not append the daily updates to the history.
I hope the MetaStock Downloader's documentation was more clear but unfortunately it is not. This is why you notice in the website I do not want to answer this type of questions. Answering all the downloder emails I received would take up too much time when it should rightly be Equis' job.
csk - February 25, 2005 07:24 AM (GMT)
Hi HC,
Thanks for the links.
So once again the issue of bonus do not benefit the shareholders. They were suppose to gain $0.17 in the whole process but the market took it away from them yet again. Back to square one. We will see a price gap on this chart too.
Listed companies should really forget about bonus issues whether it be of shares or warrants. The shareholders never gain from it!!!
csk - February 25, 2005 07:31 AM (GMT)
Hi new2005,
This is a screen shot of my Windows Explorer showing the actual destination and
sub folders where all the data are.
In my case the Destination Folder is "C:\TAR-Data\SES". This is the path I put in
the Downloader's Destination Folder input box. Since I set traverse destination
folders, the data automatically go into the sub-folders "0", "5", "6", "A", "B", "C"
etc etc. which are one level below "C:\TAR-Data\SES".
Hope this is clear.
csk - February 25, 2005 09:04 AM (GMT)
Oops!
My post earlier at 3:24 pm local time (2 posts before this) should not be in this thread. It should have been in the
New Wave Share Conso, Be careful with pre-opening prices thread since this is what it is about.
I have reposted it there. Sorry.
new2005 - February 25, 2005 12:09 PM (GMT)
Hi CSK, Good News.. I solved the problem, after 'study' your 3.31pm post. Yes, I did converted the Daily datas to wrong directory. Actually, there is another 'Ses' folder inside 'SES' folder! :(
Thanks to Lion and HC too!!
Richard Dale - February 27, 2005 08:58 AM (GMT)
High quality SGX end of day data available in MetaStock format:
http://www.premiumdata.net/products/premiumdata/sgx.phpAlso available: Futures, Forex, Australian stocks and US stocks data.
nasal - March 15, 2005 12:48 PM (GMT)
hi,
currently the imported data are stored as “A” stocks would stored in the “A” subdirectory.
how can i import and store them all in one folder ?
thanks
csk - March 15, 2005 05:06 PM (GMT)
First, you have to copy all the historical files from the A-Z sub-folders to the destination directory where you want to store all the files. You can do this from The Downloader's Tools|Copy... menu.
Then when you convert the EOD files everyday, make sure to uncheck "Traverse destination folders". All the updates will then go into the destination folder and will not traverse into A-Z sub-folders.
Keep in mind that once you do this, all other software will not read beyond 255 files since they only recognise the Compu-Trac format from which the Metatock format is derived from. Only MetaStock will read beyond the 255 files. So if you using software other than MetaStock then you should not do this.
erichew - March 20, 2005 05:04 PM (GMT)
Hi csk,
I am new here. Read this thread. I had downloaded the historical & daily data from TAR, and like new2005 I prefer to have all counters in the same folder, altho I have yet to effect it.
Taking up from your post of Mar 16 2005, 01:06 AM, if I were to use The Downloader's Tools|Copy... menu to copy all to a single folder and delete the now empty folders, can I leave the "Traverse destination folders" checked without causing any error with the next daily update?
Also,.....does Metastock have a cap on the number of counters you place in a single folder?
Thanks
erichew
Lion - March 21, 2005 12:39 AM (GMT)
In fact, CSK has answered your question previously
| QUOTE |
| can I leave the "Traverse destination folders" checked without causing any error with the next daily update? |
Make sure to uncheck "Traverse destination folders". All the updates will then go into the destination folder and will not traverse into A-Z sub-folders.
| QUOTE |
| does Metastock have a cap on the number of counters you place in a single folder |
Only MetaStock will read beyond the 255 files.
csk - March 21, 2005 01:48 AM (GMT)
Whether leaving the "Traverse Destination Folder" uncheck will cause error
with daily update is difficult to answer.
Software features may change from version to version. What may work in one
version may not work the same way in the next version. There are many versions
of The Downloader so the only way to really find out is to run this test on all
versions of The Downloader.
If you want to put all the 900-plus symbols in one destination folder then the safest
thing and the most consistent is to uncheck it. You don't know when there
will be new IPO. You also don't know when there will be new structured warrants.
If you check then all such new symbols will definitely go into new A-Z
sub-folders. This part is consistent through all versions of The Downloader.
The MASTER holds records for 255 files - CompuTrac (and old MetaStock) format.
The XMASTER holds records for 2000 files - new (current) MetaStock format.
From Help file:
Error #1107. "XMASTER: Number of stocks invalid"
Your data folder must have between 1 and 2000 securities.
erichew - March 21, 2005 02:40 AM (GMT)
Hi CSK,
Thanks for your quick response. You have answered my Qs. I was concerned abt new IPOs i.e. how Downloader wld handle them if "Traverse Destination Folder" is marked check or uncheck. I will test as you suggest. :)
So, the cap for Metastock is 2000...shd be enuf for SGX.
rgds
eric
csk - March 22, 2005 05:50 AM (GMT)
There is advantage to have all the stocks in one directory. You don't have to
always browse to other sub-folders whenever you want to change the stock to
chart and its symbol happens to begin with a different letter. Also you can get
around the problem of having "S" stocks in "T" or even "U" sub-folders and "C"
stocks in "D" sub-folders. Since the symbols are assigned by SGX and we cannot
do anything about it, it is becoming a real mess as days goes by and new issues
get listed. Unless we re-assign our own symbols which then will become a tedious
chore with daily checking against the list required.
This software reads the present MetaStock format, meaning it reads beyond the
first 255 files. It also can multi-launch, meaning more than one instance of it can
be launched on one computer at the same time. Just like you can launch multiple
instances of Internet Explorer or Notepad or Wordpad. Like this, it is good for
people who has dual or more monitors. So if you have a four-monitor PC then you
can run launch four instances of it, drag one into each screen and maximise them.
I show here two instances of it running, one with the files listed at the begnining
and the other with the files listed at the end of the same folder.
ps Do you have a spare video card and a spare monitor lying around and
you don't know what to do with them? Well you can turn your PC into dual-screen!
Windows XP allows you to do this without you buying those expensive dual-head
video card. Plug that card into a suitable slot, plug in that monitor, install a WinXP
driver for that card.
Then right click on the desktop, choose properties in the pop-up menu and in the
settings tab go claim your prize.
Hc - March 22, 2005 07:32 AM (GMT)
CSK please let us know when your Raffle's Place is ready.
erichew - March 22, 2005 07:53 AM (GMT)
Many thanks to CSK :) for your 'tutorial'. I never saw the need for a dual screen set-up. But your instructns for setup seems so easy, & I do hv an extra monitor from time to time. I might try it.
Last night I tried the DownLoader with all data grouped into 2 subfolders i.e. Index and Stocks. With the "Traverse Destination Folder" checked, the update for 21 March 2005 worked, apparently without any problem. I tested a number of Indices & Stocks & they were OK. As this option worked I did not see the need to try the update with "Traverse Destination Folder" unchecked. BTW, after consolidatg into 2 subfolders I deleted the rest, before the update run.
Not sure I understand your quote
| QUOTE |
| Unless we re-assign our own symbols which then will become a tedious chore with daily checking against the list required. |
. To me the dumping of all stock into a single folder appeared very mechanical (no checking of any list required). Perhaps I may be missing something :huh:
One thing bugs me tho'. When a warrant say expires & if you want to either delete the old data or moved them into a 'retired' folder, how do you do it?
I am sounding more like database worker than a stock trader using TA. Fact is I am no trader. Yes I invest a little, that's all. But am fascinated with what Metastock can do, in the hands of experts like you & Lion &...etc With time I might be a convert :)
Thanks again
Rgds
eric
csk - March 22, 2005 09:21 AM (GMT)
Hi Hc,
There are two products under development. The one that started first is
codenamed Raffles Place. It is intended to be a general-purpose (GP) type TA
software much like SuperChart EOD or MetaStock EOD. The early plan was to
follow it up with a realtime version.
However, there are already a number of competitive GP software around. And
there are also "plastic wrap hanging on hooks" version of Metastock in
neighbourhood shops so therefore the new plan for the second product.
This second product is codenamed Raffles Place Turtle System. It breaks from GP
type and instead focus on the complete trading approach on system testing and
trading on portfolios of instruments. Initially the first trading system is the Turtle
Trading System. It retain the Raffles Place codename because it uses the same
graphic engine as the first product.
Unlike most TA software that use 3rd-party graphic engine, this graphic engine is
self-developed by me. I did this after evaluating graphic engines including the one
that TradeStation uses and find that there can be limitation and the possibility that
further development is at the mercy of 3rd-party developers.
The second product has overtaken development of the first. Firstly because of the
competition or rather lack of it and secondly, I am trading the system so I know
what I want and need. Perhaps another 2 or 3 months should see the release.
Then I will work on adding more trading systems to improve the product. The most
important thing about the software is that it will evaluate a portfolio of instruments
collectively and not just simply on only one instrument at a time which is what
most people are doing with existing software.
This way there is no need to make a switch. Keep existing software for GP work
and Raffles Place Turtle System for portfolio evaluation and trading. When it is
ready I might do Turtle Trading Seminars so that it can be a complete learning
experience. I might have a date in KL but I don't know whether the software will
be ready by then.
I will certainly inform you of its release.
Hc - March 22, 2005 09:31 AM (GMT)
erichew:
A work around to delete dead conters is posted here:
http://s7.invisionfree.com/ChartistsUnited...p?showtopic=251
csk - March 22, 2005 09:31 AM (GMT)
Hi Erichew,
The re-assigning of symbols is just an alternate thing which I did not do so don't
worry about it.
If you have done the conversion yesterday with the "Traverse Destination Folder"
checked, then there will be a total of 6 new symbols that should be created
in sub-folders - 2 for "D" and 4 for "U". These are the 6 new symbols in
yesterday's file. The Donwloader would not be able to find these symbols in your
destination folder and since you checked, they should then created in sub-folders.
On your question to delete or move files, you can do it via the Tools menu.
erichew - March 22, 2005 01:15 PM (GMT)
Hi HC,
Thanks for your 'dead counter' routine.
Hi CSK,
Thanks. I forgot to mention in my last post of Mar 22 2005, 03:53 PM about new symbols reated. Last night's update created 6 new symbols in 2 new sub-folders - 2 for "H" and 4 for "U". Dunno why your new subfolders are "D" and "U".
Prior to 'meeting' with you guys I had only used MS to manually record something like 20 SGX counters. So MS was more to graphically record EOD prices. So, I was using a ferari to just make runs between home & the grocery stores. Seeing your discussions on your Raffles Place & Turtle Trading System projects I realise I am in a way witnessing some pros designing the next generation super car. Wow!!
rgds
eric
csk - March 22, 2005 01:58 PM (GMT)
You are right H and U are the sub-folders, my typo error there.
No I do not have the sub-folders created. But reading what you wrote I knew you
would have this problem. So it is either you put everthing (including indices) into
one folder or you travserse everthing into sub-folders. There is no in-between like
what you are trying to do.
I was looking at my ASCII set of files to see what are the new listings.
csk - March 27, 2005 04:08 PM (GMT)
You must make sure the tools you use are reliable.
There is obviously a serious error in the chart at the
top. The candles
presentation are all wrong. Since the data source is the SGX there should not
be any problem with the data. The problem is with the graphing routine.

Then again there is also another problem (See big chart below). One where you
are so obssessed with a particular view that you start putting data in where there
is not so as to to let you see what you want but it is not there. This is illusion.
Remember the test I asked you to do?
nasal - May 3, 2005 01:31 PM (GMT)
| QUOTE (Hc @ Jan 24 2005, 08:17 AM) |
MLDownloader
I had been using a program called MLDownloader, which I paid for the downloading software one time, and it can pull almost all the stock exchange data from Yahoo, free of charge. I had been using this for US & HK data for quite 3 years, so far so good. The program has pre-selected counter list & symbols so that you can download both the historical and current data straight away. It convert into Metastock format with out user intervention too. Quit useful and user friendly. The software developer is also quite friendly and the response to bugs/problem is very fast, usually within 24 hours. 2 thumbs up to the developer. The main trouble is, Yahoo's data is not very clean, it contain bad tick, zero open price etc. If you use it for charting, not much of a problem as the bad tick is often quite obvious. I often edit the tick or just discard it. But it cannot use for system testing, as those bad tick will throw your system testing report upside down. Anther thing you should take note is: Yahoo site can be quite busy at times, so if you are downloading the whole exchange, it can take as long as 2 hours. So it is a concern if you are not on unlimited broadband plan. The link is here, you can download a full version for trail for 14 days.:
http://www.trading-tools.com |
HC,
whats "access denied!" when trying to download using mldownloader?
Hc - May 3, 2005 02:38 PM (GMT)
nasal:
1. Please give more details if you are asking for help.
2. MLDownloader is not a free program. You have to pay for it in order to continue using it.
3. If your had already paid up and still not working, check with the developer's site for support.
csk - September 2, 2005 12:45 PM (GMT)
For quite some time now, it has been quite irritating that the SGX has gone
bonkers with their symbology. Stock whose names begin with S have been
assigned symbols beginning with T, then U, then V. The same problem is
happening with some other letters. The problem is made worst by the many
listings of structured warrants that use up symbols very quickly and then expire
after a few months. This makes SGX's lack of planning so glaringly awful in the
International arena. Why can't they just one more number to make it 999 per letter
instead of keeping to 99 that is now obviously insufficient.
I am finding it increassing difficult to locate some stocks since I use "traverse
destination folders". I am now beginning to use my own Downloader for SGX data
and am now deciding whether to still traverse destination folders but instead of
MetaStock Downloader's method of following symbols I can make my own baby to
traverse follwoing stock names. Therefore the two new stock that are listed today
with names beginning with "S" will still be posted to the "S" folders instead of
the "V" folder.
Currently I dump all the stocks into one folder and the 16 indices into another
folder.
While I am designing my own downloader, I am also thinking of parsing the file for
Total-Advance-Decline-Unchanged numbers and post them to a file with the Total
Issues going into the Open field, the Advance into the High field, the Decline into
the Low field and the Unchanged into the Close field, just like in CompuTrac.
Indicators can then be created to do the neccesssary calculation.
Naturally, Advancing Vol and Declining Vol are also possible and this can go into
the Volume and OpenInt fields.