Click here to Login





                                                   Data from Metastock Xenith (Reuters Eikon)

Back to threads - Tags: --
  0

0
XeL Arjona
2017-06-23 11:50:32


Is there a way to retrieve (parse) custom data just ending day or session from time & sales (ticks) resolution from Metastock Xenith (Reuters Eikon) from it's now opened API (maybe web)...?

I don't want full tick data per symbol, but make a custom database from and compress it for minute,hour or maybe EOD resolution that could handle arrays like this for EOD EOW screener for analysis instead of traditional OHLCVOi:

Header for each security:
EXCHANGE
CURRENCY
GSIC CODE (Industry, Sector, etc)
TICKER
ISIN
Arrays for 1 minute resolution compression from ticks:
TIMESTAMP
LAST float(tick.price)
HIGH float(max(minute(tick.price)))
LOW float(min(minute(tick.price)))
UpTicks integer(count(minute(tick.price >= tick.price[1])))
UTVol integer(count(minute(tick.size(UpTicks))))
UMF float(count(minute(tick.price*tick.size(UpTicks))))
DnTicks integer(count(minute(tick.price =< tick.price[1])))
DTVol integer(count(minute(tick.size(UpTicks))))
DMF float(count(mintue(tick.price*tick.size(DnTicks))))
And some fundamental data like:
PE, PS, PB, EPS, SharesOutstanding, SharesFloat, MarketCap, Debt/Equity, InsiderBuys, InsiderSells.


Thanks for your great work guys...





Super Stock Screener Ranking System (by Brian Brown, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads Notes Report an item

QuantShare
2017-06-23 18:43:26

  0

We do have a Metastock Xenith plugin to get EOD, Intraday and tick data. However, it will get only the last/size fields (and no fundamentals).
For more information please contact support by email.



XeL Arjona
2017-06-25 14:41:40

  0

With last and size for ticks, other calculations could be done on the fly. Do you plan to upgrade the plugin for fundamental data retrieval now that Reuters API is quite open for this...?

In fact, important data to make quite good breath analysis are GSIC codes to asign automatically Industry, Sectors as well as SheresOutstaning and Float quite important.



No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










QuantShare

Trading Items
News data for US companies from Google RSS feed
Lagged Data From a Custom Database
Market cap, ROE, ROA and Forward PE for U.S. Stocks - Fundamental...
Insider trading data
Equity Data to Ticker Symbol

How-to Lessons
How to use QuantShare with Metastock data
How to import trading data from CSV files
How to hide stock data outside of regular trading hours
How to hide a trading indicator from a particular time frame
How to quickly download the most recent EOD data for your stocks

Related Forum Threads
Deploy data from a Virtual Metastock Server
How to Import data from metstock folder.
Plotting the data from custom -Intraday data base
metastock data
Download data from google

Blog Posts
How to Import Metastock data into QuantShare
How to filter quotes data from high and low price spikes
Reading and Exporting Data from QuantShare to Excel Programmatica...
Different Ticker Symbols for Each Data Source
4 Links to Download Free Historical Stock Prices Data by Date









QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.