Kamis, 01 Mei 2014

[smf_addin] Digest Number 3055

6 Messages

Digest #3055
1a
Re: chartapi by "Randy Harmelink" rharmelink
1b
Re: chartapi by dudescholar
1c
Re: chartapi by "Randy Harmelink" rharmelink
2
Free Intraday data by rharmelink

Messages

Wed Apr 30, 2014 6:02 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

I'm not sure what you're asking?

On Wed, Apr 30, 2014 at 5:38 PM, <dudescholar3@basicmail.net> wrote:

> Did a search of the group for references to chartapi and didn't get any
> hits. I've been using this lately because it's easier than dealing with
> eSignal to extract intraday data and the limitation of only providing 5
> minute data is good enough for what I'm doing. There's no description
> anywhere of how it works, but I've been downloading 20 days of 5 minute
> data (20d) or 2 years of of daily data (2y).
>
>
> I was interested in calculating the ATR of a pair spread like "1.4 * CCL -
> RCL" using intraday data. All the charting software only looks at the
> opening and closing of a pair for figuring out the high or low of the day
> on these kinds of spreads so ATR calculation on daily data of pair spreads
> is always low. 5 minute data results is very close to 1 minute data
> results for a 14 day ATR calc.
>
>
> = smfGetCSVFile("
> http://chartapi.finance.yahoo.com/instrument/1.0/SPY/chartdata;type=quote;range=20d/csv",
> pDim1:=kRows, pDim2:=kCols)
>
>

Wed Apr 30, 2014 10:45 pm (PDT) . Posted by:

dudescholar

Is there a better location "URL" to pull intraday data from yahoo - Or anywhere else.

I use RCHGetYahoHistory regularly but only for daily data.

Steve

Wed Apr 30, 2014 10:51 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

I didn't even know you could get intraday data from Yahoo. Did you see the
other message I posted? It had some other sources of Intraday data. Is
there a problem with the data?

I don't use Intraday data, so am not familiar with the various source.
There is a template that extracts it from the barchart.com charts web page.

On Wed, Apr 30, 2014 at 10:45 PM, <dudescholar3@basicmail.net> wrote:

>
> Is there a better location "URL" to pull intraday data from yahoo - Or
> anywhere else.
>
> I use RCHGetYahoHistory regularly but only for daily data.
>

Wed Apr 30, 2014 6:04 pm (PDT) . Posted by:

rharmelink

Ran into this web page today, with several sources of free intraday data:

http://www.quantshare.com/sa-426-6-ways-to-download-free-intraday-and-tick-data-for-the-us-stock-market http://www.quantshare.com/sa-426-6-ways-to-download-free-intraday-and-tick-data-for-the-us-stock-market


Wed Apr 30, 2014 11:27 pm (PDT) . Posted by:

dudescholar

I'm using the following to get info on ETF Holdings. Finding a web site that provides a full list of ETF holdings is not easy. Most sites show only the top 10. The site I found shows them 50 at a time with set of links at the bottom of the list with PREV, page numbers, and NEXT. I happened to testing web pages using ETF VTI which I was surprised to find out has in excess of 3000 holdings.

{=RCHGetHTMLTable( "http://alletf.com/etf/holdings/symbol/"&UPPER(A2)&"/page/"&A4,"Holdings", 0, "",1 )}

A2 is the ETF Symbol and A4 is the page number.
The raw web URL is http://alletf.com/etf/holdings/symbol/VTI/page/1 http://alletf.com/etf/holdings/symbol/VTI/page/1

I'm testing for to see if there are more pages of holdings. My thoughts are to develop a macro to increment the page number until a request fails copying out each set of 50 holdings elsewhere. This was my first quick swing at getting something working and I suspect there is a better way of working the "NEXT" page issue.

=IF(RCHGetWebData("http://alletf.com/etf/holdings/symbol/"&UPPER(A2)&"/page/"&A4,"/etf/holdings/symbol/"&UPPER(A2)&"/page/"&A4+1,,)="Error",FALSE,TRUE)

Or even better, perhaps there is a website that will provide all of an ETF's holdings as a cvs file or at least all at once.

-

Steve

Wed Apr 30, 2014 11:39 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

MorningStar has holdings available as a CSV file. For example:

=smfGetCSVFile("
http://portfolios.morningstar.com/fund/holdingsExport?exportType=details&t=VTI
")

More detailed. I notice they don't match on "percent of holdings". I don't
know which is more current and/or accurate.

On Wed, Apr 30, 2014 at 11:27 PM, <dudescholar3@basicmail.net> wrote:

>
> I'm using the following to get info on ETF Holdings. Finding a web site
> that provides a full list of ETF holdings is not easy. Most sites show
> only the top 10. The site I found shows them 50 at a time with set of
> links at the bottom of the list with PREV, page numbers, and NEXT. I
> happened to testing web pages using ETF VTI which I was surprised to find
> out has in excess of 3000 holdings.
>
> {=RCHGetHTMLTable( "http://alletf.com/etf/holdings/symbol/"&UPPER(A2)&"/page/"&A4,"Holdings",
> 0, "",1 )}
>
> A2 is the ETF Symbol and A4 is the page number.
> The raw web URL is http://alletf.com/etf/holdings/symbol/VTI/page/1
>
> I'm testing for to see if there are more pages of holdings. My thoughts
> are to develop a macro to increment the page number until a request fails
> copying out each set of 50 holdings elsewhere. This was my first quick
> swing at getting something working and I suspect there is a better way of
> working the "NEXT" page issue.
>
> =IF(RCHGetWebData("http://alletf.com/etf/holdings/symbol/
> "&UPPER(A2)&"/page/"&A4,"/etf/holdings/symbol/"&UPPER(A2)&"/page/"&A4+1,,)="Error",FALSE,TRUE)
>
> Or even better, perhaps there is a website that will provide all of an
> ETF's holdings as a cvs file or at least all at once.
>
Diposting oleh EXCEL FEED LEARNING di 02.22

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