Another Bhavcopy Downloader (ABCD)

TracerBullet

Well-Known Member
Just in case someone goes down my route - Bhavcopy gets you all the data but also gets you quite a lot of gotchas. There is missing data for somedays. And when the tickers change the data ends and starts in the new ticker so you need to know when the ticker changed happened and what is the old vs new ticker. I am getting data from a provider now.
1) Any example of missing data ?
2) Which data provider - do you get adjusted data without survivor bias ?
 

vicky_ag

Well-Known Member
1) Any example of missing data ?
2) Which data provider - do you get adjusted data without survivor bias ?
1. You can look at any ticker which has changed. A recent example is Adani Total Gas. It was ADANIGAS on 13 Jan and now it is ATGL. Bhavcopy will show data for ADANIGAS ending on 13th Jan and ATGL as new symbol on 13th. If you used bhavcopy you would have missed it.
2. https://eodhistoricaldata.com/ and I am cross referencing from investing.com for missing symbols.
 

TracerBullet

Well-Known Member
1. You can look at any ticker which has changed. A recent example is Adani Total Gas. It was ADANIGAS on 13 Jan and now it is ATGL. Bhavcopy will show data for ADANIGAS ending on 13th Jan and ATGL as new symbol on 13th. If you used bhavcopy you would have missed it.
2. https://eodhistoricaldata.com/ and I am cross referencing from investing.com for missing symbols.
1) So the missing data is the name change of the company.
2) Ok, then you have to decide on stock list yourself. One way you can do that, if you filter by volume for example, is to use bhavcopy first - get the list of top x stocks by volume and then fetch the data from other api for say next 6 months ( or whatever criteria you will use in live trading). You might need some manual oversight but that would be much better to remove survivor bias..
 

vicky_ag

Well-Known Member
1) So the missing data is the name change of the company.
2) Ok, then you have to decide on stock list yourself. One way you can do that, if you filter by volume for example, is to use bhavcopy first - get the list of top x stocks by volume and then fetch the data from other api for say next 6 months ( or whatever criteria you will use in live trading). You might need some manual oversight but that would be much better to remove survivor bias..
Nope I just gave one example of type of missing data. There are symbols with missing data. I just don't remember which tickers/symbols.

You need survivor bias free data for backtesting. Once you are trading live it doesn't matter. You need to ensure that your data quality is good. The site isn't perfect but the examples I used to verify like Lakshmi Vilas Bank and Standard Chartered, both of which delisted last year. It is just that updates are slow. Recent IPO symbols like IRFC doesn't show any data for some reason.

So if someone is using bhavcopy for live trading. Just keep in mind that if you run scan with historical data like NR7 or moving average etc the results might be off due to missing data or symbol change or split. So before loading to your Amibroker or whatever charting software just do a sanity check like ensure number of symbols loaded are same, new symbols are actually IPOs and not symbol changes and check the list for sudden spikes in price. It might be a split or reverse split.
 

josh1

Well-Known Member
Dear Josh
I downloaded the ABCD from the google drive mentioned in your signature. I downloaded all the files and kept as stated in the "readme" document. I would like to know what to do with ABCDSetup.exe? there is no mentioning about this file in the readme document.
And I copied the ABCDcurl shortcut to desktop and when i ran, it shows this error. View attachment 46110
I have downloaded ABCD in to D:\software\ABCD because in the readme document it is mentioned that it could be c: or D or E

Could you please help me on these 2 queries? thanks
Setup with ABCDSETUP.EXE. THEREAFTER copy ABCDCurl in the same folder.
Windows 8.1 is ancient and bad is. Install win10 first. It need not be activated nowadays.
 
josh1, can you please add Corporate Bonds bhavcopy processing in the tool as well?

https://archives.nseindia.com/archives/equities/corpbond/corpbond080621.csv << example CSV path

As volatility in Bonds are much less, trading them is good using your existing trade setup. Need to see how the positional trades on bonds behave from the data collected from ABCD.

Please add this as an additional ticker to the tool. It will help a lot of investors who likes to play safe less volatile market instrument.
 

sr114

Well-Known Member
josh1, can you please add Corporate Bonds bhavcopy processing in the tool as well?

https://archives.nseindia.com/archives/equities/corpbond/corpbond080621.csv << example CSV path

As volatility in Bonds are much less, trading them is good using your existing trade setup. Need to see how the positional trades on bonds behave from the data collected from ABCD.

Please add this as an additional ticker to the tool. It will help a lot of investors who likes to play safe less volatile market instrument.
Hello
How to trade these corporate bonds? Any info about these instruments?

tia
 

josh1

Well-Known Member
Josh
What is the weekend skipping code in ABCD?

Can I get it?

TIA
if Weekends/data [if Date/weekday > 5 [append Log/text join DateYmd [" is weekend^/^/"] continue ]] ;

Line 882 in ABCDCurl.r
 

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