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EODData Daily Import

by Dave W., 2617 days ago
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This downloader imports EODData.com (end of day only) formatted text files from your hard drive. EODData.com allows free end of day data downloads for a number of exchanges as long as you register (see: http://www.eoddata.com/download.aspx). If you pay for a premium membership, they also provide you with a proprietary downloader that will automatically retrieve your data subscriptions after the market closes each day. Note that their platnium membership includes intraday data in 1 minute or higher timeframes, and also allows downloading option data -- a good deal in my view at $300 per year.

You can choose how many days of data are imported, but typically you will only need to import data from the prior market day.

Because it imports data from your hard drive, you will need to update the downloader to point to the appropriate directories to import from. The directories where your txt files reside are identified in a "URL-Script". To update the script, from the Download Items Manager module, select the EOD Data Downloader and click the 'Update' button near the top left of the screen. Next, click the 'Settings' button under the settings field, and then click the 'Create a URL-Script' button. The script will be displayed and you will see the directories to update.

Note that it can take a bit of time to import your data if you are importing a significant number of symbols, and the downloader doesn't provide feedback to the user other than to say 'parsing'. For example, I import the all symbols from the AMEX, NASDAQ, and NYSE each day, which takes 5 - 10 minutes, and the downloader just says 'parsing' 99% of that time.

My thanks to the QuantShare team for helping make this downloader work.


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Type: Download Script

Object ID: 1429


Country:
United States

Market: Stock Market

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