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                                                   Stale quotes database

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Peter Gum
2011-12-04 07:24:18


Over time my qoutes database has become stale -- it contains no-longer active symbols, it does not contain new symbols and it does not account for splits.
Could you outline the recommended procedure for 'refreshing' the quotes database, please, especially the list of symbols?
~Pete



Juliettpapa
2011-12-04 09:42:03

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By the way: make a professional backup of your system (grandfather-father-son) if you want to trade professionally unless you trade just for the hell of it ;-)



Peter Gum
2011-12-04 12:44:27

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Currently I am using Yahoo EOD so Yahoo is the 'backup' for price quotes. My concern is that the collection of symbols in my database is no longer 'current'.
I am quite prepared to start the database over; I don't need to retain the quotes that I have accumulated. I think I need to erase the quotes database and re-download the Yahoo EOD downloader in order to start the database over. But I thought I would check on this forum first.
~Pete



QuantShare
2011-12-05 05:52:50

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Best Answer
Peter,

For new symbols, you can import a new stock list into your database

Links:
http://bsym.bloomberg.com/sym/
http://www.quantshare.com/sa-234-how-to-create-a-list-of-ticker-symbols

You don't have to erase the quotes database and start over unless you want a new clean and optimized database.

Note that we will release a tool that automatically updates a symbols list for selected exchanges.




Peter Gum
2011-12-05 06:25:24

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That tool certainly sounds interesting as my primary interest at the moment is in scanning the entire market. For that I need for the database to contain current symbols --- with new ones added and discontinued ones removed. Once a quarter, or every other quarter, would probably suffice. While I am at it, it would be nice if quotes more than, say, 14 months old were automatically deleted -- I don't needs ones older than that.

Keeping a database 'fresh' involves a number of considerations as you know; the more of those steps that are automated the more convenient it is. More importantly, the more confidence one has in the usefulness of scans. The database architecture of QS is a very good framework for this kind of work.
~Pete



QuantShare
2011-12-05 06:34:36

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It is easy to remove old quotes. Select Data -> Edit databases -> Manage Databases -> Delete Database Data.


Peter Gum
2011-12-05 07:39:09

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Yes, that certainly does work. It is a (very) minor point, but it is also an occasional manual step that one has to remember to tend to . . .
It's lazy of me, I know. [grin]
~Pete



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