Looking for a UK timezone convenient data provider

Use this forum to discuss data providers like CSI, charting, or other non testing software.
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matthew28
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Looking for a UK timezone convenient data provider

Post by matthew28 » Tue Nov 20, 2007 10:45 am

Hello,
I am strongly considering buying TradingBlox but am concerned that recommended EOD data provider CSI's data wouldn't be available for me to download until half an hour before midnight my time, 6.30pm there time if I'm reading there website correctly, which obviously isn't very convenient. As I am principally interested in LSE stocks I presume there must be UK/European data providers I can use. Having a brief search around brought up Reuters Datalink for example but I couldn't find anything about what time there data is available to download. I would be very grateful if any UK traders could let me know which data providers they use or recommend and how easy it is to import the data into TradingBlox.
Thank you in advance,
Matthew

Tim Arnold
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Post by Tim Arnold » Tue Nov 20, 2007 11:15 am

Here are some suggestions from customers:


-----------------------------

here's my European stock data provider:

www.bullbear.it

I receive data by email and "unpack them" with their software already installed on my pc. Everything goes along very smoothly.

Of course, there's others, like

http://www.clubdiborsa.com/
http://www.freestocks.com/home.asp

As 99% of Italian data provider, they use the "old" metastock format.

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for UK shares the best data provider is generally accepted to be:

www.sharescope.co.uk

It is possible to extract the data to run in TB

------------------------------

I use eSignal as data provider and qCollector (http://www.mechtrading.com/index.htm) to update the TB data folders automatically.

matthew28
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Post by matthew28 » Tue Nov 20, 2007 11:45 am

Thank You Tim for such a speedy reply. I have looked at Sharescope before as they have a good reputation for the quality of their products. It just hadn't occured to me that it would be possible to extract the data to run in TradingBlox. This would be ideal for me as their prices are very reasonable and the data is available from 6pm my time. If you or any other forum user could provide more details on how I would extract the data from Sharescope and load it in to TradingBlox I would be very grateful. I presume it must be a fairly straightforward daily operation but not having actually used either product I don't really know how one would go about it.
Matthew

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Post by Tim Arnold » Tue Nov 20, 2007 12:41 pm

Here is a snippet from the user guide. Looks like you can just export the data into a csv file format. Just set the columns to D,O,H,L,C,V.

http://download.sharescope.co.uk/doc/User%20Guide.pdf

Code: Select all

Exporting data
Data can be exported from ShareScope for use in other programs (such as Excel). File : Export : Export this share’s prices… exports the price history for the selected share. The file name will default to the share’s EPIC code but you can use any name you choose. Make sure that the Save as type option is correct before you save. The options available are:
csv Comma separated format used by Excel
prn Used by Metastock
csq Special format for Quicken
exp General export format
The format for the General export format is determined by the Tools : Options... : Export settings (see Section 16) which also allows you to set further options.
File : Export : Export prices for shares in list… exports prices for all shares in the current list or portfolio. You need to choose the destination folder, whether you want all the prices in a single file or not, and the export format. At the bottom of the dialog it informs you how much disk space the generated files will take up. Only shares that have an EPIC code will be exported.
File : Export : Export table… exports the current table, as displayed in ShareScope, in the format set in Tools : Options... : Export. This gives the ability to, for example, export the latest price and value for all shares in your portfolio.
File : Export : Export this share’s details… exports the details of the current share.
File : Export : Export Graph…exports and saves graphs as a Windows Metafile (*.wmf) or an Enhanced Metafile (*.emf). These files can be opened directly with many software packages including: Adobe Illustrator and Corel Draw. This option will not be enabled if the current window you are viewing is not a graph window.
Please note that some data cannot be exported from ShareScope because

Turtle40
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Post by Turtle40 » Tue Nov 20, 2007 2:01 pm

Matt,

I am a Sharescope user and it is easy to export data for TB:

*First create an export folder on you PC, "SS Export" for example.

*Set the export options as shown in the first screen shot below.

*Then select the type of data you want to export (excel) and where you wish to send it (the folder that you created)-see second screen shot.

*Finally tell TB where to look for the export (change stock data folder in preferences to your "SS Export" folder).

Then you should be up and running.

Note: Sharescope data is only OHCL for data after 2000. Before that it is close only which limits the data available for testing.
Attachments
Export Format.png
Export Format.png (38.38 KiB) Viewed 3696 times
Export Options.png
Export Options.png (41.97 KiB) Viewed 3696 times

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Post by AFJ Garner » Tue Nov 20, 2007 4:09 pm

I sometimes lose track of all the enquiries I have made to various vendors but I believe I am correct in saying that none of the above vendors give you the ability to add back dividends to the price stream.

Without wishing to duplicate the words of ecritt in his paper published on this forum (Does Trend Following Work on Stocks?) I would just point out that non-dividend adjusted data is likely to result in false signals on both long and short trades and in inflated profits when testing shorts.

Regrettably, I can find no supplier that does ennable you to add back in dividends and I suspect this is yet another of those occasions where those with sufficient skill (not I sadly) will want to build there own backadjuster.

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Post by AFJ Garner » Tue Nov 20, 2007 4:23 pm

With the exception of CSI, I ought to have said.

matthew28
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Post by matthew28 » Wed Nov 21, 2007 2:37 pm

Thank you all very much for your comprehensive replies. (I hadn't realised Sharescope data only had OHLC figures from 2000). Regarding AFJ Garner's last point about dividends, I actually trade through a spread betting account, so that isn't an issue. Though I imagine that spread bet trading could be problematic with regards to being able to accurately replicate in TB the account side of things; the spread or cost of placing a trade, position sizing and so on. But I think that will be a question for any spread betting TB users I'll need to place on another part of the forum.
Thanks again.
Matthew

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Post by Turtle40 » Thu Nov 22, 2007 4:28 am

Matt,

Have a look at this thread regarding spreadbetting:

viewtopic.php?t=4137&highlight=spreadbetting

matthew28
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Post by matthew28 » Thu Nov 22, 2007 12:29 pm

Thanks Turtle40,
I had tried an archive search for spread betting and it came up with a fair number of threads but none that really covered what I was looking for. I was therefore interested to see the thread you suggest but unfortunately when I click on the link it comes up with "The topic or post you requested does not exist"?
Matthew

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Post by Turtle40 » Thu Nov 22, 2007 1:48 pm

Ahh,

That'll be because it is in the TB "support" area which you can't access unless you are a TB customer (I think). Maybe if you email Tim he might be able to send you a link just for that thread.

matthew28
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Post by matthew28 » Sat Nov 24, 2007 1:00 pm

Thanks, I'll give that a go.
Matthew

matthew28
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Post by matthew28 » Mon Nov 26, 2007 4:27 pm

Hello Turtle40,
Tim kindly sent the link so I've read the "leverage for spreadbetting" thread and looked at yours and Raphael's spreadsheets. This clears up any niggling doubts I had and I now intend to sign up to TB in the New Year.
Thanks for all your help.
Matthew

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Post by Turtle40 » Tue Nov 27, 2007 6:51 am

Hi Matt,

You are welcome. Once you have TB I am sure you wont be disappointed!

BTW get hold of "Way of The Turtle" as well, that should get you started in back testing techniques. A truly excellent book.

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Post by matthew28 » Tue Nov 27, 2007 2:26 pm

I've already read it thanks and agree. I was also going to buy:
Mechanical Trading Systems: Pairing Trader Psychology with Technical Analysis (Wiley Trading): Books: Richard L. Weissman.
Or
Technical Traders Guide to Computer Analysis of the Futures Markets: Books: Charles Lebeau,David W. Lucas.
But am more inclined towards the first one as it was published in 2005 as opposed to 1991, and the reviews I've read are better.
Matthew

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Post by Turtle40 » Tue Nov 27, 2007 3:34 pm

Yes I have just finished the Weissman book which I read after the Pardo one. I would suggest they are both good but perhaps the Weissman one was slightly better.

I will have to re-read them to make a better judgment as I certainly found that re-reading WOTT revealed things I had missed first time around.

Good Luck.

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