11 New Messages
Digest #2388
Messages
Thu Nov 1, 2012 5:18 am (PDT) . Posted by:
"simona G" simona4051
how can I backtest from 10 years ago using data from 10 year back. I need a database with all stocks from 10 years ago and their corresponding fundamentals such as : ROE, RICC, EPS and many other about 20 of them. does anbody know of such database? Please
many thanks
simona
--- On Mon, 10/29/12, Bill <shanaw@nycap.rr.com > wrote:
From: Bill <shanaw@nycap.rr.com >
Subject: [smf_addin] RCHGetElementNumber 4812
To: smf_addin@yahoogroups.com
Date: Monday, October 29, 2012, 10:59 PM
The result returned for this RCHGetElementNumber query for the 'category' of a mutual fund had been working for some time.
When I recently (10-28-12) refreshed the results in my spreadsheet every fund using this query returned the result 'Category:' instead of the appropriate category data.
It seems that the query is retrieving the Morningstar page from this site: http://quicktake.morningstar.com/fundnet/printreport.aspx?symbol=~~~~~. If you enter this query into your browser, the page returned appears to have all the pertinent information except for Category and Index, which now appear as:
"Category: " and "Index: ". Data for each fund is now blank.
Is this a recent, permanent development or has something else gone awry with the query or my spreadsheet?????
many thanks
simona
--- On Mon, 10/29/12, Bill <shanaw@nycap.
From: Bill <shanaw@nycap.
Subject: [smf_addin] RCHGetElementNumber 4812
To: smf_addin@yahoogrou
Date: Monday, October 29, 2012, 10:59 PM
The result returned for this RCHGetElementNumber query for the 'category' of a mutual fund had been working for some time.
When I recently (10-28-12) refreshed the results in my spreadsheet every fund using this query returned the result 'Category:' instead of the appropriate category data.
It seems that the query is retrieving the Morningstar page from this site: http://quicktake.
"Category: " and "Index: ". Data for each fund is now blank.
Is this a recent, permanent development or has something else gone awry with the query or my spreadsheet?
Thu Nov 1, 2012 11:30 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
It looks like MorningStar isn't filling in the data right now. Whether that
is temporary or permanent is beyond me...
As a workaround, you could get it from Yahoo (which has data provided to
them by M*):
=RCHGetTableCell("http://finance.yahoo.com/q/pr?s=VFINX ",1,"Category:")
On Mon, Oct 29, 2012 at 2:59 PM, Bill <shanaw@nycap.rr.com > wrote:
> The result returned for this RCHGetElementNumber query for the 'category'
> of a mutual fund had been working for some time.
> When I recently (10-28-12) refreshed the results in my spreadsheet every
> fund using this query returned the result 'Category:' instead of the
> appropriate category data.
>
> It seems that the query is retrieving the Morningstar page from this site:
> http://quicktake.morningstar.com/fundnet/printreport.aspx?symbol=~~~~~.
> If you enter this query into your browser, the page returned appears to
> have all the pertinent information except for Category and Index, which now
> appear as:
> "Category: " and "Index: ". Data for each fund is now blank.
>
> Is this a recent, permanent development or has something else gone awry
> with the query or my spreadsheet?????
>
is temporary or permanent is beyond me...
As a workaround, you could get it from Yahoo (which has data provided to
them by M*):
=RCHGetTableCell(
On Mon, Oct 29, 2012 at 2:59 PM, Bill <shanaw@nycap.
> The result returned for this RCHGetElementNumber query for the 'category'
> of a mutual fund had been working for some time.
> When I recently (10-28-12) refreshed the results in my spreadsheet every
> fund using this query returned the result 'Category:' instead of the
> appropriate category data.
>
> It seems that the query is retrieving the Morningstar page from this site:
> http://quicktake.
> If you enter this query into your browser, the page returned appears to
> have all the pertinent information except for Category and Index, which now
> appear as:
> "Category: " and "Index: ". Data for each fund is now blank.
>
> Is this a recent, permanent development or has something else gone awry
> with the query or my spreadsheet?
>
Thu Nov 1, 2012 3:32 pm (PDT) . Posted by:
"Kermit W. Prather" kermitpra
The only software I know that has historical data on stock prices and fundamentals is Worden Brothers Stockfinder. It has a backtester which they call backscanner. It works but isn't the greatest backtesting tool.
Try http://www.worden.com/CURRENTAFPROMO.aspx?AFCODE=131
You only get Stockfinder with the Platinum level service
Let me know if you need help with it.
Kermit
www.tradingourway.com
kermitp@tradingourway.com
From: smf_addin@yahoogroups.com [mailto:smf_addin@yahoogroups.com ] On Behalf Of simona G
Sent: Thursday, November 01, 2012 8:18 AM
To: smf_addin@yahoogroups.com
Subject: Re: [smf_addin] RCHGetElementNumber 4812
how can I backtest from 10 years ago using data from 10 year back. I need a database with all stocks from 10 years ago and their corresponding fundamentals such as : ROE, RICC, EPS and many other about 20 of them. does anbody know of such database? Please
many thanks
simona
--- On Mon, 10/29/12, Bill <shanaw@nycap.rr.com > wrote:
From: Bill <shanaw@nycap.rr.com >
Subject: [smf_addin] RCHGetElementNumber 4812
To: smf_addin@yahoogroups.com
Date: Monday, October 29, 2012, 10:59 PM
The result returned for this RCHGetElementNumber query for the 'category' of a mutual fund had been working for some time.
When I recently (10-28-12) refreshed the results in my spreadsheet every fund using this query returned the result 'Category:' instead of the appropriate category data.
It seems that the query is retrieving the Morningstar page from this site: http://quicktake.morningstar.com/fundnet/printreport.aspx?symbol=~~~~~. If you enter this query into your browser, the page returned appears to have all the pertinent information except for Category and Index, which now appear as:
"Category: " and "Index: ". Data for each fund is now blank.
Is this a recent, permanent development or has something else gone awry with the query or my spreadsheet?????
Try http://www.worden.
You only get Stockfinder with the Platinum level service
Let me know if you need help with it.
Kermit
www.tradingourway.
kermitp@tradingourw
From: smf_addin@yahoogrou
Sent: Thursday, November 01, 2012 8:18 AM
To: smf_addin@yahoogrou
Subject: Re: [smf_addin] RCHGetElementNumber 4812
how can I backtest from 10 years ago using data from 10 year back. I need a database with all stocks from 10 years ago and their corresponding fundamentals such as : ROE, RICC, EPS and many other about 20 of them. does anbody know of such database? Please
many thanks
simona
--- On Mon, 10/29/12, Bill <shanaw@nycap.
From: Bill <shanaw@nycap.
Subject: [smf_addin] RCHGetElementNumber 4812
To: smf_addin@yahoogrou
Date: Monday, October 29, 2012, 10:59 PM
The result returned for this RCHGetElementNumber query for the 'category' of a mutual fund had been working for some time.
When I recently (10-28-12) refreshed the results in my spreadsheet every fund using this query returned the result 'Category:' instead of the appropriate category data.
It seems that the query is retrieving the Morningstar page from this site: http://quicktake.
"Category: " and "Index: ". Data for each fund is now blank.
Is this a recent, permanent development or has something else gone awry with the query or my spreadsheet?
Thu Nov 1, 2012 11:12 am (PDT) . Posted by:
"disabledfella" disabledfella
Howdy Randy,
Just read about your Excel add-in last week, came over to check it out, downloaded it, along with all the examples, and dove head first into it. Thank you for creating this GREAT Excel tool! It's exactly what I was looking for.
Right now, I'm working through the RCHGetHTMLTable-Template-MSN-Annual-Financials.xls example. All of the formulas were calling the function at "C:\<add-in...>" instead of "C:\Program Files\<add-in...>", which is where your instructions told us to place it.
Once I got that figured out and changed, I wanted to add a look-up function to get the name of the company from the webpage to verify that the right page was being read. The size of the page is over 300K and the company name is located about half-way down, in the following div ...
<div class="cnex">
<h1 class="cn" title="CYS Investments Inc">
<a href="http://investing.money.msn.com/investments/company-report/?symbol=cys ">CYS Investments Inc</a>
</h1>
<span class="ex">(NYSE: CYS)</span>
</div>
The code I'm currently using is ...
=IF(Ticker="None"," ",smfGetTagContent("http://investing.money.msn.com/investments/stock-income-statement/?symbol= "&Ticker,"h1",0,"/company-report/?symbol="))
... but it's returning "CYS Investments Inc</a>", which includes the closing href anchor tag.
Is there a more efficient/correct way to get the company name from the HTML shown above, so that the </a> tag is not part of the returned string? I've tried dozens of possible combinations, but most of them display "ERROR" in the cell.
Is it possible to extract the name from the following HTML? ...
"<h1 class="cn" title="CYS Investments Inc">"
Thank you for your assistance Randy,
-Don
Just read about your Excel add-in last week, came over to check it out, downloaded it, along with all the examples, and dove head first into it. Thank you for creating this GREAT Excel tool! It's exactly what I was looking for.
Right now, I'm working through the RCHGetHTMLTable-
Once I got that figured out and changed, I wanted to add a look-up function to get the name of the company from the webpage to verify that the right page was being read. The size of the page is over 300K and the company name is located about half-way down, in the following div ...
<div class="cnex"
<h1 class="cn" title="CYS Investments Inc">
<a href="http://investing.
</h1>
<span class="ex">(
</div>
The code I'm currently using is ...
=IF(Ticker="
... but it's returning "CYS Investments Inc</a>", which includes the closing href anchor tag.
Is there a more efficient/correct way to get the company name from the HTML shown above, so that the </a> tag is not part of the returned string? I've tried dozens of possible combinations, but most of them display "ERROR" in the cell.
Is it possible to extract the name from the following HTML? ...
"<h1 class="cn" title="CYS Investments Inc">"
Thank you for your assistance Randy,
-Don
Thu Nov 1, 2012 11:44 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
On Wed, Oct 31, 2012 at 9:41 PM, disabledfella <don@donandcarla.com > wrote:
>
> Right now, I'm working through the
> RCHGetHTMLTable-Template-MSN-Annual-Financials.xls example. All of the
> formulas were calling the function at "C:\<add-in...>" instead of
> "C:\Program Files\<add-in...>", which is where your instructions told us to
> place it.
>
The location error is an unfortunate reality -- see the "Location error"
item in the LINKS area of the group.
Once I got that figured out and changed, I wanted to add a look-up function
> to get the name of the company from the webpage to verify that the right
> page was being read. The size of the page is over 300K and the company
> name is located about half-way down, in the following div ...
>
> <div class="cnex">
> <h1 class="cn" title="CYS Investments Inc">
> <a href="
> http://investing.money.msn.com/investments/company-report/?symbol=cys ">CYS
> Investments Inc</a>
> </h1>
> <span class="ex">(NYSE: CYS)</span>
> </div>
>
> The code I'm currently using is ...
>
> =IF(Ticker="None"," ",smfGetTagContent("
> http://investing.money.msn.com/investments/stock-income-statement/?symbol=
> "&Ticker,"h1",0,"/company-report/?symbol="))
>
> ... but it's returning "CYS Investments Inc</a>", which includes the
> closing href anchor tag.
>
> Is there a more efficient/correct way to get the company name from the
> HTML shown above, so that the </a> tag is not part of the returned string?
> I've tried dozens of possible combinations, but most of them display
> "ERROR" in the cell.
>
I would have just used:
=smfGetTagContent("
http://investing.money.msn.com/investments/stock-income-statement/?symbol=CYS ","a",-1,"/company-report/?symbol=")
In general, a "0" value in the smfGetTagContent() formula has no meaning.
It really says "take everything after the end of the current HTML tag to
the end of requested tag".
Is it possible to extract the name from the following HTML? ...
> "<h1 class="cn" title="CYS Investments Inc">"
>
If you something returning that string in cell C17, you'd extract it with:
=smfStrExtr(C17,"title=""","""")
>
> Right now, I'm working through the
> RCHGetHTMLTable-
> formulas were calling the function at "C:\<add-in.
> "C:\Program Files\<add-in.
> place it.
>
The location error is an unfortunate reality -- see the "Location error"
item in the LINKS area of the group.
Once I got that figured out and changed, I wanted to add a look-up function
> to get the name of the company from the webpage to verify that the right
> page was being read. The size of the page is over 300K and the company
> name is located about half-way down, in the following div ...
>
> <div class="cnex"
> <h1 class="cn" title="CYS Investments Inc">
> <a href="
> http://investing.
> Investments Inc</a>
> </h1>
> <span class="ex">(
> </div>
>
> The code I'm currently using is ...
>
> =IF(Ticker="
> http://investing.
> "&Ticker,"h1"
>
> ... but it's returning "CYS Investments Inc</a>", which includes the
> closing href anchor tag.
>
> Is there a more efficient/correct way to get the company name from the
> HTML shown above, so that the </a> tag is not part of the returned string?
> I've tried dozens of possible combinations, but most of them display
> "ERROR" in the cell.
>
I would have just used:
=smfGetTagContent(
http://investing.
In general, a "0" value in the smfGetTagContent(
It really says "take everything after the end of the current HTML tag to
the end of requested tag".
Is it possible to extract the name from the following HTML? ...
> "<h1 class="cn" title="CYS Investments Inc">"
>
If you something returning that string in cell C17, you'd extract it with:
=smfStrExtr(
Thu Nov 1, 2012 11:13 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
Nope, sorry...
On Mon, Oct 29, 2012 at 9:51 PM, millerd1_smf <
millerd1_airmail_net@yahoo.com > wrote:
> Any undocumented progress for getting option chains from publicly
> accessible sites or TSO?
>
> Millerd1
>
> --- In smf_addin@yahoogroups.com , Randy Harmelink <rharmelink@...> wrote:
> >
> > Still no luck on getting greeks for puts from OX.
> >
> > However, check the latest version of the add-in in the "Works in
> Progress"
> > folder. I just last week added a new function to get data from
> > 888options.com, so it can get greeks for both calls and puts. Updated
> > documentation for the new functionality is in that folder as well. If you
> > use the smfGetOptionQuotes() function, the source code for
> 888options.comis "8".
> >
> > However, you do have to manually get a quote from the web site first
> before
> > using the add-in, so that it creates the proper security cookie.
> > 888options.com uses ivolatility.com as their data source, displaying the
> > chains in a frame.
> >
> > And, the frame with the iVolatility data also had the implied and
> > historical volatility data that has been asked about several times in the
> > past, so I added some data codes for the retrieval of all of those items
> as
> > well. For example:
> >
> > =smfGet888OptionQuote("IWM",,,,"hv10c")
> >
> > ...would get the current value of the 10-day historical volatility of
> "IWM".
> >
> > On Mon, Feb 20, 2012 at 12:41 AM, millerd1_smf <
> > millerd1_airmail_net@...> wrote:
> >
> > > I word searched for options, chain and/or greeks and see post as late
> as
> > > Nov 30 lastyear. I tried the Optionxpress URL and it needs a user
> login.
> > > Has my search I missed any resolution? Has a either a chain or the
> greeks
> > > been method been derived from a public site?
>
On Mon, Oct 29, 2012 at 9:51 PM, millerd1_smf <
millerd1_airmail_
> Any undocumented progress for getting option chains from publicly
> accessible sites or TSO?
>
> Millerd1
>
> --- In smf_addin@yahoogrou
> >
> > Still no luck on getting greeks for puts from OX.
> >
> > However, check the latest version of the add-in in the "Works in
> Progress"
> > folder. I just last week added a new function to get data from
> > 888options.com, so it can get greeks for both calls and puts. Updated
> > documentation for the new functionality is in that folder as well. If you
> > use the smfGetOptionQuotes(
> 888options.comis "8".
> >
> > However, you do have to manually get a quote from the web site first
> before
> > using the add-in, so that it creates the proper security cookie.
> > 888options.com uses ivolatility.
> > chains in a frame.
> >
> > And, the frame with the iVolatility data also had the implied and
> > historical volatility data that has been asked about several times in the
> > past, so I added some data codes for the retrieval of all of those items
> as
> > well. For example:
> >
> > =smfGet888OptionQuo
> >
> > ...would get the current value of the 10-day historical volatility of
> "IWM".
> >
> > On Mon, Feb 20, 2012 at 12:41 AM, millerd1_smf <
> > millerd1_airmail_
> >
> > > I word searched for options, chain and/or greeks and see post as late
> as
> > > Nov 30 lastyear. I tried the Optionxpress URL and it needs a user
> login.
> > > Has my search I missed any resolution? Has a either a chain or the
> greeks
> > > been method been derived from a public site?
>
Thu Nov 1, 2012 11:14 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
If they are interactive, it's doubtful.
Sample URL?
On Tue, Oct 30, 2012 at 12:35 AM, oryxius <oryxius@yahoo.com > wrote:
>
> Is it not possible to have SEC's interactive company statements extracted
> by SMF?
>
Sample URL?
On Tue, Oct 30, 2012 at 12:35 AM, oryxius <oryxius@yahoo.
>
> Is it not possible to have SEC's interactive company statements extracted
> by SMF?
>
Thu Nov 1, 2012 11:04 pm (PDT) . Posted by:
"oryxius" oryxius
For example:
http://www.sec.gov/cgi-bin/viewer?action=view&cik=18230&accession_number=0000018230-12-000409&xbrl_type=v#
They use numbers to ID companies. So Caterpillar is 0000018230. But one can search using a ticker.
--- In smf_addin@yahoogroups.com , Randy Harmelink <rharmelink@...> wrote:
>
> If they are interactive, it's doubtful.
>
> Sample URL?
>
> On Tue, Oct 30, 2012 at 12:35 AM, oryxius <oryxius@...> wrote:
>
> >
> > Is it not possible to have SEC's interactive company statements extracted
> > by SMF?
> >
>
http://www.sec.
They use numbers to ID companies. So Caterpillar is 0000018230. But one can search using a ticker.
--- In smf_addin@yahoogrou
>
> If they are interactive, it's doubtful.
>
> Sample URL?
>
> On Tue, Oct 30, 2012 at 12:35 AM, oryxius <oryxius@...
>
> >
> > Is it not possible to have SEC's interactive company statements extracted
> > by SMF?
> >
>
Thu Nov 1, 2012 11:26 pm (PDT) . Posted by:
"Randy Harmelink" rharmelink
You can't grab them from that page. However, when you click on the links,
it loads other pages. For example, the URL for report #1 (i.e. "R1") is:
http://www.sec.gov/Archives/edgar/data/18230/000001823012000409/R1.htm
So, you could get data off that page with something like:
=RCHGetTableCell("
http://www.sec.gov/Archives/edgar/data/18230/000001823012000409/R1.htm
",1,"Registrant")
On Thu, Nov 1, 2012 at 11:04 PM, oryxius <oryxius@yahoo.com > wrote:
> For example:
>
>
> http://www.sec.gov/cgi-bin/viewer?action=view&cik=18230&accession_number=0000018230-12-000409&xbrl_type=v#
>
> They use numbers to ID companies. So Caterpillar is 0000018230. But one
> can search using a ticker.
>
it loads other pages. For example, the URL for report #1 (i.e. "R1") is:
http://www.sec.
So, you could get data off that page with something like:
=RCHGetTableCell(
http://www.sec.
",1,"Registrant"
On Thu, Nov 1, 2012 at 11:04 PM, oryxius <oryxius@yahoo.
> For example:
>
>
> http://www.sec.
>
> They use numbers to ID companies. So Caterpillar is 0000018230. But one
> can search using a ticker.
>
Thu Nov 1, 2012 11:21 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
The cited formulas worked fine for me, so it would be a matter of adjusting
them as necessary. They are individual cell formulas and not array-entered.
It's the ROWS() parameter that determines whether the 1st/2nd/3rd/etc split
is picked up.
On Sun, Oct 28, 2012 at 7:42 PM, g_oudreva
<lottidottigigliotti@hotmail.com >wrote:
> Hi Randy, I'm trying to extract the stock split info as you have noted,
> but I am only returning the first stock split and none of the others. Am I
> doing something wrong? Do I need to array enter?
> (I'm a newbie with this smgGetTagContent and not sure how to use it
> exactly.)
>
> I would like to extract all of a company's stock split data in a single
> row, with each date and each split ratio in a different cell.
> Such as this for MMM:
>
> ______________A________B________C_________D_________E________F___
> Row 1:____6/16/1972____2____6/16/1987_____2_____4/11/1994____2___etc.
>
> Do you know how this could possibly be solved?
>
> Thank you so much for your help!
> > --- In smf_addin@yahoogroups.com , Randy Harmelink <rharmelink@> wrote:
> > >
> > > It is on their web pages of the dividend data, but not in their CSV
> file
> > > offering. So you could grab them off of the web pages by iterating over
> > > them. However, in the past, I've grabbed them from here (look under the
> > > chart):
> > >
> > > http://finance.yahoo.com/q/bc?s=MMM
> > >
> > > For example, copy these formula into cells C1:E1 and copy down:
> > >
> > > C1: =smfGetTagContent("http://finance.yahoo.com/q/bc?s=MMM
> > > ","nobr",ROWS(C$1:C1),"Splits:")
> > > D1: =DATEVALUE(smfStrExtr("|"&$C1,"|","["))
> > > E1: =smfStrExtr("|"&$C1,"[",":")/smfStrExtr("|"&$C1,":","]")
>
them as necessary. They are individual cell formulas and not array-entered.
It's the ROWS() parameter that determines whether the 1st/2nd/3rd/
is picked up.
On Sun, Oct 28, 2012 at 7:42 PM, g_oudreva
<lottidottigigliotti
> Hi Randy, I'm trying to extract the stock split info as you have noted,
> but I am only returning the first stock split and none of the others. Am I
> doing something wrong? Do I need to array enter?
> (I'm a newbie with this smgGetTagContent and not sure how to use it
> exactly.)
>
> I would like to extract all of a company's stock split data in a single
> row, with each date and each split ratio in a different cell.
> Such as this for MMM:
>
> ____________
> Row 1:____6/16/1972_
>
> Do you know how this could possibly be solved?
>
> Thank you so much for your help!
> > --- In smf_addin@yahoogrou
> > >
> > > It is on their web pages of the dividend data, but not in their CSV
> file
> > > offering. So you could grab them off of the web pages by iterating over
> > > them. However, in the past, I've grabbed them from here (look under the
> > > chart):
> > >
> > > http://finance.
> > >
> > > For example, copy these formula into cells C1:E1 and copy down:
> > >
> > > C1: =smfGetTagContent(
> > > ","nobr",ROWS(
> > > D1: =DATEVALUE(smfStrEx
> > > E1: =smfStrExtr(
>
Thu Nov 1, 2012 11:32 am (PDT) . Posted by:
"Randy H" rharmelink
Please start a new topic when you change the subject and don't hijack an
existing discussion thread...
Take a look at stockscreen123.com or portfolio123.com
On Thu, Nov 1, 2012 at 5:18 AM, simona G <simona4051@yahoo.com
<mailto:simona4051@yahoo.com > > wrote:
how can I backtest from 10 years ago using data from 10 year back. I
need a database with all stocks from 10 years ago and their
corresponding fundamentals such as : ROE, RICC, EPS and many other
about 20 of them. does anbody know of such database? Please many
thanks simona
existing discussion thread...
Take a look at stockscreen123.
On Thu, Nov 1, 2012 at 5:18 AM, simona G <simona4051@yahoo.
<mailto:simona4051@yahoo.
how can I backtest from 10 years ago using data from 10 year back. I
need a database with all stocks from 10 years ago and their
corresponding fundamentals such as : ROE, RICC, EPS and many other
about 20 of them. does anbody know of such database? Please many
thanks simona
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