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Currency Pairs Calendar Data

by QuantShare, 277 days ago
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This is a modified version of the following downloader - Historical Economic Events. In the original version, the data were grouped by country, so events for each country were saved in a symbol with the same name as the country. The current version saves the data and associates it with the appropriate currency pairs.

Here is an example:
Take the following event: Housing Price Index (MoM) - United States
In the previous version, this event was associated with a symbol whose name is 'United States'.
In the current version, this event is duplicated and associated with the following currency pairs: AUDUSD, EURUSD, GBPUSD, USDCAD, USDCHF and USDJPY (All currency pairs that involves the US dollar).

Now, each time you select a currency pair, you get all the events associated with both currencies.
This update was achieved using the Pre-Scripting capabilities of the downloader. I just added a few lines of code to do this. Depending on the country name found in each line, the script makes several copies of that line and associates each copy with the appropriate currency pairs.

NB: As the original downloader item, the data is saved into the 'economic_cal' custom database. The only difference between the original database and the current one is that, I have included a new field 'country' in the latter so that we can identify to which country an event belongs.


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