I mainly use Norgate data with Amibroker. Norgate has an excellent quality but unfortunately only provides US and Australia data. I am looking for a data provider who also supplies European and / or Asian data with historical constituents. The provider should have a connection to Amibroker. Maybe someone can help me ???? Thank you .....
Yahoo Finance supports exchanges listed here including many European and Asian ones
The information how to find symbol on Yahoo can be found here:
If you want to get data from non-US exchange, you have to use local symbol
for given security, with appropriate exchange suffix appendend. For example
Cairo (Egypt) exchange has .CA suffix and "Eastern Company" has symbol EAST.CA.
Once you add proper symbols to your database, you can update them as usual
using Tools->Auto update quotes menu.
@Tomasz, he is specifically asking for "historical constituents".
I suppose he is looking for the past changes (additions and deletions) of the most common European and Asian indexes (like Dax, Stoxx50, Cac40, Hang Seng, etc.) to achieve more accurate backtests working on stocks belonging to such indexes.
@jerdchen, AFAIK, this kind of information, unfortunately, is not available from Yahoo, but I think that you can access it using some costly services like Refinitiv Datastream, but I have no idea if the provided data could be directly used in Amibroker...
@beppe, That's right. I am looking for historical compositions of various indices. Just like Norgate offers excellent for US and Australian dates. The whole thing should then be able to be integrated into Amibroker as easily as possible. Just as it is perfectly possible with Norgate ... Serious portfolio back tests will only be possible with historical constituents. It should probably be a dream to find a data provider like Norgate in the absolutely high quality on European data.
You can track index additions/deletions yourself and use watch lists for each year. Then use
InWatchlist and InWatchlistName to switch constituents each year. The quotations alone should still be available on Yahoo.
that would be a possibility for the future to build up a database of survivorship bias free. For very long historical data series (from 1990 or also from 1950) but almost impossible or very, very time-consuming. I only test via walk forward over very long periods of time.
Nevertheless, thank you for your reference to "InWatchlist" and "InWatchlistName". I hadn't noticed these two functions before.
For example for FTSE 100:
Someone with Bloomberg access could use that: