Download all constituent stocks within Russel 1000

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Download all constituent stocks within Russel 1000 #476468 03/03/19 21:51 03/03/19 21:51
Joined: Feb 2014 Posts: 181 R RTG OP Member
RTG OP Member R Joined: Feb 2014 Posts: 181	How can I download the end of day data for all of the Russell 1000 constituent stocks in Zorro?

Re: Download all constituent stocks within Russel 1000 [Re: RTG] #476473 03/04/19 07:43 03/04/19 07:43
Joined: Sep 2003 Posts: 929 Spirit Moderator
Spirit Moderator Joined: Sep 2003 Posts: 929	EOD can be downloaded from stooq, use the download script or write a small script for that.

Re: Download all constituent stocks within Russel 1000 [Re: Spirit] #476490 03/05/19 01:47 03/05/19 01:47
Joined: Feb 2014 Posts: 181 R RTG OP Member
RTG OP Member R Joined: Feb 2014 Posts: 181	Can you do it? US$20?

Re: Download all constituent stocks within Russel 1000 [Re: RTG] #476494 03/05/19 10:32 03/05/19 10:32
Joined: Sep 2003 Posts: 929 Spirit Moderator
Spirit Moderator Joined: Sep 2003 Posts: 929	I do it when you upload an asset list of the russell 1000 with the stock symbols in the first column.

Re: Download all constituent stocks within Russel 1000 [Re: Spirit] #476502 03/05/19 21:32 03/05/19 21:32
Joined: Feb 2014 Posts: 181 R RTG OP Member
RTG OP Member R Joined: Feb 2014 Posts: 181	How is this? Attached Files russell-1000-index-03-05-2019 (1).csv (3 downloads)

Re: Download all constituent stocks within Russel 1000 [Re: RTG] #476509 03/06/19 07:43 03/06/19 07:43
Joined: Sep 2003 Posts: 929 Spirit Moderator
Spirit Moderator Joined: Sep 2003 Posts: 929	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.

Re: Download all constituent stocks within Russel 1000 [Re: Spirit] #476526 03/07/19 14:29 03/07/19 14:29
Joined: Feb 2014 Posts: 181 R RTG OP Member
RTG OP Member R Joined: Feb 2014 Posts: 181	What about this? Attached Files russell-1000-index-03-05-2019 Zorro.csv (11 downloads)

Re: Download all constituent stocks within Russel 1000 [Re: RTG] #476527 03/07/19 14:47 03/07/19 14:47
Joined: Sep 2003 Posts: 929 Spirit Moderator
Spirit Moderator Joined: Sep 2003 Posts: 929	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); }

Re: Download all constituent stocks within Russel 1000 [Re: Spirit] #476558 03/10/19 03:57 03/10/19 03:57
Joined: Feb 2014 Posts: 181 R RTG OP Member
RTG OP Member R Joined: Feb 2014 Posts: 181	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 Last edited by RTG; 03/10/19 04:02.

Re: Download all constituent stocks within Russel 1000 [Re: RTG] #476629 03/17/19 12:16 03/17/19 12:16
Joined: Feb 2014 Posts: 181 R RTG OP Member
RTG OP Member R Joined: Feb 2014 Posts: 181	Ok. Seems to work now. How to make it update the data instead of downloading the entire history everytime?

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