You ask good questions on a subject that I have been working on. Amibroker does have default assignments for sectors/industries which they indicate is from Yahoo. However, I visited Yahoo's Industry Center at https://biz.yahoo.com/ic/ind_index.html and find that Amibroker's sector and industry categories are not the same as current yahoo categories. My first thought was that Yahoo has changed and Amibroker has not updated.
However, in questions to Amibroker support, they indicate that they get their US market categories (NYSE, NASDAQ, AMEX) from NASDAQ at http://www.nasdaq.com/screening/company-list.aspx. The downloads available here more closely match Amibroker categories. These downloads do include sector and industry classification by symbol. But Amibroker assignments do not appear up-to-date NASDAQ assignments either. Also, many NASDAQ and Yahoo symbol assignments are not the same, so many NASDAQ symbols must be updated to Yahoo symbols for Yahoo download.
Neither Yahoo or NASDAQ provide information on sources of assignments and/or rational for assignments. Yahoo does have sector and industry assignments for each company symbol available, but I have not found an inclusive all symbol list download. Also Yahoo does have their own symbols for an index of each sector and industry. But again I have not found an inclusive all symbol download of these. So apparently one must go to the web page of each symbol to get this information.
Amibroker's symbol tree does have GICS and ICB sub-categories populated. But it appears that one must purchase to get symbol assignments.
I have observed another Amibroker user's Norgate Amibroker data add-on. Impressive if you want to purchase. And handles all these time consuming tasks.
BTW I find Amibroker documentation voluminous, but fragmented and with old methods and not clearly discernible from current applicable information. I feel the AB learning curve to get going is more laborious than necessary.
I do have the default Amibroker data database recreated with current DJIA symbols and assignments. Next task is updated US database with current US symbols, categories, and assignments.
I hope this helps. Thanks.
From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com]
Sent: Monday, May 23, 2016 9:58 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Sector and Industry information
Currently, none of the symbols in my database have value assigned for fields like sector, industry, GICS, etc. I am using free data through yahoo or google downloaded via AmiQuote. Where can I get this information in a downloadable form for all symbols (stocks)?
Also, what standard do you guys follow for sector/industry classification? There is AmiBroker's default values for sectors/industries (which I believe is based off Yahoo Finance), then there is GICS, ICB, etc. I would like to follow a standard for which we can find matching indexes quite easily. Any suggestions?
Thanks.
Posted by: "Jim Gunn" <jimgunn@jgunnresearch.com>
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