How do I find the close price for an entry matching a custom DB

How do I find the close price for an entry matching a custom DB

suresh
2010-09-20 04:43:32

I want to do the following and not sure how to do this. Can you please help.

I have a custom db that stores fundamental data, but is downloaded once a week (eg P/B ratio). The fundamental data matches to the stock close price on the day the fundamental data was donwloaded. I want to get the stock close price for the corresponding day so that I can run some appropriate scaling for days that the fundamental data was missing?

QuantShare
2010-09-20 05:57:13

What do you want to get if there are no quotes for a corresponding fundamental item date? (The last available stock close price?)

suresh
2010-09-20 06:00:06

Yes, the previous close would be appropriate.

QuantShare
2010-09-20 06:19:11

Best Answer

The following formula returns the close price on fundamental item dates, otherwise it returns 0.

iff(GetData("fundamental", "item", Zero) != 0, close, 0)

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