Download all constituent stocks within Russel 1000

Posted By: RTG

Download all constituent stocks within Russel 1000 - 03/03/19 21:51

How can I download the end of day data for all of the Russell 1000 constituent stocks in Zorro?
Posted By: Spirit

Re: Download all constituent stocks within Russel 1000 - 03/04/19 07:43

EOD can be downloaded from stooq, use the download script or write a small script for that.
Posted By: RTG

Re: Download all constituent stocks within Russel 1000 - 03/05/19 01:47

Can you do it? US$20?
Posted By: Spirit

Re: Download all constituent stocks within Russel 1000 - 03/05/19 10:32

I do it when you upload an asset list of the russell 1000 with the stock symbols in the first column.
Posted By: RTG

Re: Download all constituent stocks within Russel 1000 - 03/05/19 21:32

How is this?

Attached File
Posted By: Spirit

Re: Download all constituent stocks within Russel 1000 - 03/06/19 07:43

Yes but its no asset list yet, you must modify it so that every line looks like this:

AAPL,118.44,0.01,0,0,0.01,0.01,0,2,1,0.01,AAPL

I think the price in second column does not matter for download, you can set all to 100 or so. Look in the asset list assetsIB.csv, it has some stocks.

Upload it and then I do a script that uses this list for downloading all eods.
Posted By: RTG

Re: Download all constituent stocks within Russel 1000 - 03/07/19 14:29

What about this?

Attached File
Posted By: Spirit

Re: Download all constituent stocks within Russel 1000 - 03/07/19 14:47

Yes that looks good! Heres your script:

Code:
void main()
{
	assetList("russell-1000-index-03-05-2019_Zorro.csv");
	string Name;
	while(Name = loop(Assets))
		assetHistory(Name,FROM_STOOQ);
}
Posted By: RTG

Re: Download all constituent stocks within Russel 1000 - 03/10/19 03:57

Thanks. I'm getting this error.

Zorro 1.54.5 Trading Automaton
Made by oP group Germany 2013..2017


Error 018: Bad name "Russel 1000"
Russel 1000 compiling......
Error in 'line 10:
'FROM_STOOQ' undeclared identifier
< assetHistory(Name,FROM_STOOQ);
>.

I'll try the newest Zorro version
Posted By: RTG

Re: Download all constituent stocks within Russel 1000 - 03/17/19 12:16

Ok. Seems to work now. How to make it update the data instead of downloading the entire history everytime?
Posted By: jcl

Re: Download all constituent stocks within Russel 1000 - 03/18/19 07:26

Updating works with broker feeds, but from Stooq you can only download the full history.
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