This is a trading item or a component that was created using QuantShare by one of our members.
This item can be downloaded and used by QuantShare Trading Software.
Trading items are of different types. There are data downloaders, trading indicators, trading systems, watchlists, composites/indices...
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This is an item for UK stock traders that need historical quotes data. The end-of-day historical data is downloaded from Google for 2867 ticker symbols. The symbol list (Stocks that are listed in the London Stock Exchange) can be downloaded at the following location: LSE Symbols. You can choose the start and end date or let the item detect the last quote date for each symbol and automatically adjust the 'from' date.
The item implements the three types of script available in download items.
The first script, which is a URL-Script, is used to build the URL needed in order to get the data.
The second script is a Pre-Script; its role is to transform the date contained in the CSV data to an understandable date value. For example, it transforms the following date: 01-Dec-2009 to 01-12-2009.
The third and last script is a Post-Script, and it is used to correct some errors in the data. It detects whether the high, low or open value is equal to zero (errors in the downloaded historical data) and then updates these fields and assigns them the close price value.
Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.