Quality data entry is crucial…but not a fun job

Posted by on Sep 30, 2011 in ArbMaker News! | 8 Comments

Creating a database in ArbMaker is a straightforward upload of a .csv or .txt file. But as with all databases the file preparation – especially consistent, word perfect classification of companies by sector and industry – is meticulous work critical to maintaining the overall integrity of the database.

Because this is regarded as fun by only a select few we have put together a few thousand symbols for users. These are cut by country, exchange, sector and industry and will be included in our biannual and annual subscription deals on demand.

There is currently symbol data for 24 countries lining up like this:

NYSE, NASDAQ, AMEX (>6,600 symbols)

TSE 60 components + 80 others

Bloomberg Bovespa Index components

MerVal 25 components

IPC components

LSE mid & large caps sample (>500 symbols)

OMX 30 components

Norway OBX (26 symbols)

Denmark C20

XETRA mid & large caps sample (>90 symbols)

Zurich SMI

IBEX 35

Milan MIB

ISEQ 20

Euronext mid & large caps sample (>400 symbols from France, Netherlands, Belgium and Portugal)

NSE 50 components

KOSPI 50 components

NZX 50 components

ASX 50 components

Singapore Straits Times Index components

Hang Seng Index components

8 Comments

  1. Zahid Faruki
    October 8, 2011

    does arb maker only do stocks …. how about futures and currencies ….

    Reply
    • Admin
      October 8, 2011

      Hi and thanks for the inquiry.

      ArbMaker is designed for equities but probably could be used with currency pairs. That said, we have not tested with forex at all. Moreover, forex testing would require the IQ subscription feed because, as far as we know, Yahoo does not hold comprehensive historical currency data.

      Futures, with their time component, are not suited to this software.

      Hope this helps.

      Reply
  2. guan
    October 25, 2011

    can’t we just use continuous futures contracts to check for conintegration pairs for spreading?

    thank you

    Reply
    • Admin
      October 25, 2011

      Perhaps – but we have done no testing outside equities. There will be a full commercial demo available within the next 3 weeks which will let you try it out.

      Reply
  3. guandi
    October 26, 2011

    ok, thank you. perhaps you can see/check how Pairtradefinder is doing it for futures and currencies. ;P

    best regards.

    -guandi

    Reply
  4. andrew
    March 12, 2012

    sir

    whether the arb-maker supports indian exchange ?

    andrew

    Reply
    • Admin
      March 19, 2012

      Yes it does – we also emailed you about this. Our upgrade will offer intraday pricing for the NSE and BOM.

      Reply
  5. ArbMaker » ArbMaker launched!
    June 5, 2016

    […] All subscriptions come with AMEX, NASDAQ and NYSE database files covering equities over a market cap of $750m; and the two longer subscriptions come with symbol samples from over 20 global exchanges. […]

    Reply

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