Trading German market - other data provider

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December 5, 2017 at 10:39 pm #101740

DanielBaeumler
Member

I’d like to trade the German stock market. Unfortunately, this would require to add a new data provider (Tai-Pan) since Norgate is only covering Australia and US. This brings up the question how handle the coding referring to the historical data (e.g. USList = NorgateIndexConstituentTimeSeries(“$NDX”)

Has anybody stumbled over the same issue when trying to integrate other data sources?

Cheers. Daniel

December 5, 2017 at 10:48 pm #108159

ScottMcNab
Participant

Import into a new watchlist and then use

cond1= InWatchListName( ”name” )

…maybe…. (hopefully stronger coders will jump in here)

December 6, 2017 at 6:55 am #108161

DanielBaeumler
Member

Will do. Thanks, Scott

December 6, 2017 at 9:27 pm #108169

Stephen James
Member

As far as I’m aware any functions written by Norgate are only for use with NDU data. You could contact Norgate for clarification though.

December 7, 2017 at 1:06 am #108160

ScottMcNab
Participant

Amibroker will allow you to install on 2 computers Daniel…when I was playing around with other data sources I left my norgate computer untouched and loaded Ab onto a second laptop and fiddled with database settings and watchlists…seemed safest way at the time

December 7, 2017 at 10:33 am #108177

DanielBaeumler
Member

Thanks. Norgate confirmed that this there approach is specific to Norgate data.
I contacted Tai Pan which is a data provider users were recommending. I talked to them about the handling of historical constituents. They don’t really seem to care about this very much. In fact, clients are supposed to create individual watchlists every time the index is changing. Backtests would then have to be run depending on the lifetime of the watchlist. You would end up with many individual backtests… Ridiculous. Hard to believe that people develop systems and relying on this kind of data.
In general, getting decent data from European stock markets seem a real pain. I’ll keep on looking. May be Norgate is entering this market at some point…

December 7, 2017 at 7:31 pm #108178

Nick Radge
Keymaster

I’m not sure historical constituents is seen as an important element for most providers. It’s well beyond the scope of 99% of their clients…

December 8, 2017 at 8:27 am #108182

DanielBaeumler
Member

Indeed. Gives a good feeling that I have for sure joined the right mentor course.
BTW. In my recent conversion with Norgate they mentioned that they would be looking into the Canadian market next year. Although, I’m sure how much diversification an additional system running on the Canadian market would deliver assuming a strong correlation with the US.
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