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This item downloads EOD (end-of-day) historical data from the NASDAQ OMX website for companies that trade in the Baltic Market. The Baltic Market was created to reduce the investing barriers between Estonian, Latvian and Lithuanian markets.
The NASDAQ OMX Tallinn is a stock exchange operating in Tallinn, Estonia.
The NASDAQ OMX Riga is a stock exchange operating in Riga, Latvia.
The NASDAQ OMX Vilnius is a stock exchange operating in Vilnius, Lithuania.
Historical data are downloaded by date; you just need to specify a start date and an end date in order to fill your databases with quotes as well as custom data. The custom data is added into a database whose name is 'nasdaqomxbaltic'. This database contains the following fields:
Turnover: The turnover
Trades: The number of trades
Best_Ask: The best ask price
Best_Bid: The best bid price
Average_Price: The average price
For a specific date, when there is no trading activity for a company, the downloaded data high and low prices are set to zero. In order to correct this, I have created a Pre-Script that replaces the high and low prices with the close price in case one of these fields has a value of zero.
