You could certainly simulate this using today's S&P/ASX 200 constituents and creating an artificial ticker as described here:
but it would suffer from survivorship bias.
We've done this for our data back to the launch of the S&P/ASX 200 (April 2000) and also on the simulated historical index constituents back to 1992. This was a big task to do the historical constituents accurately.
Best regards,
Richard Dale.
Norgate Data
- Premium quality Stock, Futures and Foreign Exchange Data -
www.norgatedata.com
Richard Dale.
Norgate Data
- Premium quality Stock, Futures and Foreign Exchange Data -
www.norgatedata.com
On Thu, Apr 7, 2016 at 9:35 AM, gold_downunder@yahoo.com.au [amibroker] <amibroker@yahoogroups.com> wrote:
Hi,
Is it possible to get the volume of the constituents of the ASX 200 for each individual day.
I know how to get the volume of one stock over x number of days but how do I loop thru codes to get the total volume for a day.
I currently do it thru an exploration, then export to a csv file, open the file and sum the total of the entries then enter number via quote editor.
Any ideas on how to simplify this process, either by exploration or guru that can spit out a final number for me.
Its probably something simple using Cum(Volume) but I just cant see it at the moment.
Thanks for any input.
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Posted by: Richard Dale <richard@premiumdata.net>
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