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FINANCIAL CHRONICLE™ » FINANCIAL CHRONICLE™ » DFN Data Sniffer

DFN Data Sniffer

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21DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Mon Nov 05, 2012 6:34 am

kav4


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
Thanks for your effort & work.

How to get the data for .x0000 shares? (Ex. - SEMB.X0000)

22DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Mon Nov 05, 2012 9:04 am

smallville


Associate Director - Equity Analytics
Associate Director - Equity Analytics
@kav4 wrote:Thanks for your effort & work.

How to get the data for .x0000 shares? (Ex. - SEMB.X0000)

Further more; need data on warrants as well. couldn't find REEF.W19 for an instance..

23DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Mon Nov 05, 2012 9:25 am

smallville


Associate Director - Equity Analytics
Associate Director - Equity Analytics
@Dileepa wrote:
@Dileepa wrote:

2) Need an excel formula or a work-around to convert a date in "2009/10/02" format to 091002 (YYMMDD) format..
3) Can you re-code this to fetch data of all counters at once? Also with the option of defining a specific period?
Format issue should be a simple solve. 3) is possible but I think it will increase the load on processor & RAM.
Give me some time and I will give it a try.
Give this a try : http://www.mediafire.com/view/?s3bhc5or15oqxc4
Date issue was solved.
Regarding the 3),
I send you a debug code, Enter that code to cell F7 & hit "Fetch Data".
This will fetch YTD data of all counters, sectors & Indexes.
Process took about 40Sec. on a quad core 8GB system.
It took 35% of processor usage and 60MB or RAM.
This will create some 300+ work sheets.
If you want to delete them use shift key to group select & delete.

By entering the debug code, I got the date in the exact format I wanted Wink. A simple catch though.. Why is it generating only the 2012 data?

Also can you fetch history data directly from CSE site as well using a similar method.. CSE data is more accurate than broker feeds..

Can this code be modified to get the data in the following format? I only require the following fields in exact order..

DFN Data Sniffer - Page 2 Format10

Thanks a lot for your efforts.. Appreciate..

24DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Mon Nov 05, 2012 7:31 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@smallville wrote:
By entering the debug code, I got the date in the exact format I wanted Wink. A simple catch though.. Why is it generating only the 2012 data?

Also can you fetch history data directly from CSE site as well using a similar method.. CSE data is more accurate than broker feeds..

Can this code be modified to get the data in the following format? I only require the following fields in exact order..

DFN Data Sniffer - Page 2 Format10

Thanks a lot for your efforts.. Appreciate..
To fetch full history, it took about 3 min. With all X & W's it will take about 10 min.
There is small risk of accessing DFN DB for longer durations.
If the semaphores are not handled correctly at both ends, that might lead to problems.
Anyway give me some time & I will modify it.
Regarding the data feed, I thought DFN is just parsing the data feed from CSE. Is there a difference?
Also do you want to increment the symbol too (MAL.N00xx?) or is that a typo.



25DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Mon Nov 05, 2012 10:03 pm

kav4


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@Dileepa wrote:
@smallville wrote:
By entering the debug code, I got the date in the exact format I wanted Wink. A simple catch though.. Why is it generating only the 2012 data?

Also can you fetch history data directly from CSE site as well using a similar method.. CSE data is more accurate than broker feeds..

Can this code be modified to get the data in the following format? I only require the following fields in exact order..

Thanks a lot for your efforts.. Appreciate..
To fetch full history, it took about 3 min. With all X & W's it will take about 10 min.
There is small risk of accessing DFN DB for longer durations.
If the semaphores are not handled correctly at both ends, that might lead to problems.
Anyway give me some time & I will modify it.
Regarding the data feed, I thought DFN is just parsing the data feed from CSE. Is there a difference?
Also do you want to increment the symbol too (MAL.N00xx?) or is that a typo.


I think it's a typo. He should have drag the value which ended up in incremental value for symbol.

26DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Mon Nov 05, 2012 11:39 pm

smallville

smallville
Associate Director - Equity Analytics
Associate Director - Equity Analytics
@Dileepa wrote:
@smallville wrote:
By entering the debug code, I got the date in the exact format I wanted Wink. A simple catch though.. Why is it generating only the 2012 data?

Also can you fetch history data directly from CSE site as well using a similar method.. CSE data is more accurate than broker feeds..

Can this code be modified to get the data in the following format? I only require the following fields in exact order..

DFN Data Sniffer - Page 2 Format10

Thanks a lot for your efforts.. Appreciate..
To fetch full history, it took about 3 min. With all X & W's it will take about 10 min.
There is small risk of accessing DFN DB for longer durations.
If the semaphores are not handled correctly at both ends, that might lead to problems.
Anyway give me some time & I will modify it.
Regarding the data feed, I thought DFN is just parsing the data feed from CSE. Is there a difference?
Also do you want to increment the symbol too (MAL.N00xx?) or is that a typo.

Ah sorry.. its a TYPO... its the N shares and X shares..I accidently dragged the first cell to the rest Mad

The symbols should be like MAL.N0000, PAP.N0000, HNB.X0000... Exactly the way it appears on the CSV file of CSE data..

So if you can automate the entire task cant ask for more.. Very Happy

Is there a possibillity to get data for a date range too?

27DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Tue Nov 06, 2012 11:25 am

samueldaniel7


Manager - Equity Analytics
Manager - Equity Analytics
hello,
can we also get the intraday data
so we can do some rules to find out the short term demands

http://samueldaniel7.blogspot.com

28DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Tue Nov 06, 2012 8:08 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@samueldaniel7 wrote:hello,
can we also get the intraday data
so we can do some rules to find out the short term demands
Yes, samu. intraday data also possible & thanks for the MP.
will contact you if I need anything.

Cheers

29DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Fri Nov 09, 2012 12:44 pm

smallville

smallville
Associate Director - Equity Analytics
Associate Director - Equity Analytics
Dileepa.. Any updates?

30DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Fri Nov 09, 2012 7:29 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@smallville wrote:Dileepa.. Any updates?
Try this : http://www.mediafire.com/view/?ag9fiex7ig9dse0
Changed the format for you.
To get the full history, replace "_YTD" of old debug code with "_ALL"
It will take about 6 min.
Some 30,000 read operations are required to fetch the full history, so be little patient.
Option to specify the date range is no there yet.
Also due to some performance issues, only N's are supported for the time being.
I'm working on those and will let you know once done.

31DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Fri Nov 09, 2012 7:41 pm

sahan8896


Assistant Vice President - Equity Analytics
Assistant Vice President - Equity Analytics
Ahh Dileepa financials out,Time for answers about your " bad financials and hidden info".
We know that 3Q profit forecast is not good and only few companies will beat the threshold.
Market have gone up for nothing and when results come out, a dip will be imminent.
Some people may be selling already based on leaked info

Here's the link
Laughing
http://forum.srilankaequity.com/t23563p25-sec-lifts-sales-ban-on-brokers-relaxes-credit-restrictions

32DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sat Nov 10, 2012 10:21 pm

smallville

smallville
Associate Director - Equity Analytics
Associate Director - Equity Analytics
@sahan8896 wrote:Ahh Dileepa financials out,Time for answers about your " bad financials and hidden info".
We know that 3Q profit forecast is not good and only few companies will beat the threshold.
Market have gone up for nothing and when results come out, a dip will be imminent.
Some people may be selling already based on leaked info

Here's the link
Laughing
http://forum.srilankaequity.com/t23563p25-sec-lifts-sales-ban-on-brokers-relaxes-credit-restrictions

Dude dont come to every post that the person has replied and try to make your point.. Ask whatever u require in that thread alone.

33DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sat Nov 24, 2012 9:04 am

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
Enabled signal generator,
download the new version here : http://www.mediafire.com/view/?hoc24jq33gzbi6c
Just select the counter in cell "C4" and press "Generate Signal" button.
Do not strictly follow the signals. Signal generator is under testing and need a lot of improvements.
Regarding simulator parameters, just run with default settings and experiment later.

Regards.

34DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sat Nov 24, 2012 9:21 am

traderathome

traderathome
Senior Vice President - Equity Analytics
Senior Vice President - Equity Analytics
@Dileepa wrote:Enabled signal generator,
download the new version here : http://www.mediafire.com/view/?hoc24jq33gzbi6c
Just select the counter in cell "C4" and press "Generate Signal" button.
Do not strictly follow the signals. Signal generator is under testing and need a lot of improvements.
Regarding simulator parameters, just run with default settings and experiment later.

Regards.
Thanks Dileepa, Will check....well done m8 Very Happy

35DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sun Nov 25, 2012 9:32 am

kav4


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
Thank you Dileepa.

But I have questions. When I select the counter & click "Fetch Data", it download ASI & the counter I select data as YTD. Then when I click "Generate Signal" Button, it takes me to ASI tab of the excel file & don't do anything other than that.

When I click "Predict Next Signal" I get this message.
DFN Data Sniffer - Page 2 Untitl10

Please help

36DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sun Nov 25, 2012 1:44 pm

traderathome

traderathome
Senior Vice President - Equity Analytics
Senior Vice President - Equity Analytics
@kav4 wrote:Thank you Dileepa.

But I have questions. When I select the counter & click "Fetch Data", it download ASI & the counter I select data as YTD. Then when I click "Generate Signal" Button, it takes me to ASI tab of the excel file & don't do anything other than that.

When I click "Predict Next Signal" I get this message.
DFN Data Sniffer - Page 2 Untitl10

Please help
same here Rolling Eyes

37DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sun Nov 25, 2012 1:56 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@kav4 wrote:Thank you Dileepa.

But I have questions. When I select the counter & click "Fetch Data", it download ASI & the counter I select data as YTD. Then when I click "Generate Signal" Button, it takes me to ASI tab of the excel file & don't do anything other than that.

When I click "Predict Next Signal" I get this message.
DFN Data Sniffer - Page 2 Untitl10

Please help
What is the counter you selected?
If the counter you selected is a new listing of 2012(eg.AAF),
it will not work as enough data is not available to generate a signals reliably.
Prediction is not enabled yet as it is under testing.
Next up data will come with that function soon.
Cheers..



38DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sun Nov 25, 2012 3:11 pm

kav4


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
No I have tried old counters like NTB, COMB.

Still having the error

39DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sun Nov 25, 2012 4:24 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@kav4 wrote:No I have tried old counters like NTB, COMB.

Still having the error
That is very strange scratch
If you can fetch data, Signal generator should work fine.
I checked NTB & COMB and it worked fine in my pc.
Made some modifications, please download this and check again.
http://www.mediafire.com/view/?yq9fk19bt8dfaz3
Don't make any changes, just download & press "Generate Signal" button.
Let me know if it displays any error information on cell "F7" in "Main" sheet.

40DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sun Nov 25, 2012 4:33 pm

kav4


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
Different message this time.

DFN Data Sniffer - Page 2 Untitl11

Nothing in F7

41DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sun Nov 25, 2012 4:59 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@kav4 wrote:Different message this time.

DFN Data Sniffer - Page 2 Untitl11

Nothing in F7
kav4, thank for the feed back.
Give me some time, need to check the error handling process.

42DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sun Nov 25, 2012 6:43 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@Dileepa wrote:
@kav4 wrote:Different message this time.
Nothing in F7
kav4, thank for the feed back.
Give me some time, need to check the error handling process.
Download this and give it a try.
http://www.mediafire.com/view/?opbeu4dwnyt60yz
There will be an error code in F7.
Let me know the code so that I can pin point where the error is.

43DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sun Nov 25, 2012 7:31 pm

kav4


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
F7 says SIGGEN_ERR:6

44DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sun Nov 25, 2012 8:14 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@kav4 wrote:F7 says SIGGEN_ERR:6
scratch Sorry I could not figure out what's wrong with that part of the code.
What is the version of excel you are using? I checked with Excel 2007 & VB 6.5.
May be some functions I'm using are not supported study
Give this a try,
http://www.mediafire.com/view/?o5dri0e9x2bxu8l
You will have a error code on F7 & some figures on H6~H11. Let me know those.


45DFN Data Sniffer - Page 2 Empty Re: DFN Data Sniffer Sun Nov 25, 2012 8:35 pm

kav4


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
What I have is Office (Excel) 2010
DFN Data Sniffer - Page 2 Untitl12

Error codes

F7 SIGGEN_ERR:10
H6 383
H7 ~ H11 Blank

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