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From: Richard Hodgson on 15 Jun 2010 12:00
Hi Brad,

Were you able to read Metastock data formats into Matlab - I was considering doing the same using Norgate's data service.

Thanks

Richard
From: Brad Stiritz on 18 Jun 2010 21:05
Hi Richard,

Unfortunately, that project didn't pan out well for us.

We bought the inexpensive 3rd party MetaLib DLL (http://www.trading-tools.com/metalib.htm) & wrote a .NET applet to export from Norgate into a text file, which could be read via Matlab. This worked OK, but was too slow to import the entire database of listed stocks in reasonable time.

We then developed a cache application in .NET to maintain the entire Norgate DB in memory, but sadly we ran into the 32-bit addressing limit. The Metalib developer told us he couldn't port the DLL to 64-bit, so that was the end of that effort.

We're now subscribing to the Bloomberg service, and are pulling their data into Matlab via the Datafeed Toolbox.

Hope this story of our experiences may be helpful to you,

Good luck,
Brad

"Richard Hodgson" <richard(a)lattice.plus.com> wrote in message <hv882o$nq0$1(a)fred.mathworks.com>...
> Hi Brad,
>
> Were you able to read Metastock data formats into Matlab - I was considering doing the same using Norgate's data service.
>
> Thanks
>
> Richard
From: Richard Hodgson on 21 Jun 2010 04:02

Thx for that Brad. Norgate has a utility to export data to text so I might try that first and see how I get on - I don't need the whole database.

How expensive is Bloomberg to get the data, do you have to subscribe for a Bloomberg Terminal and pay extra for the data download as well?

cheers

Richard
From: Brad Stiritz on 7 Jul 2010 23:05
Hi Richard, sorry about the long delay to your questions:

> How expensive is Bloomberg to get the data, do you have to subscribe for a Bloomberg Terminal and pay extra for the data download as well?

The Bloomberg professional service is *extremely* expensive & requires a 2-year contract. You can Google the details relatively easily. Data download is included in the price, as well as a decent Excel interface. You can either export from Bloomberg or import from Excel. However, keep in mind that the basic subscription provides delayed equity data only (15 mins). Last time I checked, NYSE was asking $2K per month for real-time quotes, which would be assessed as a surcharge. Also, S&P recently started charging about the same for granular info about their indexes, e.g. member stock weights in the various index.

Bloomberg's general Windows API is free & well-documented. I felt that Mathworks priced the datafeed toolbox very competitively versus a roll-your-own API implementation, so I went with the OTS solution.

FWIW, I wouldn't recommend Bloomberg if you're only looking for equity price data & you aren't interested in fundamental data & analysis, SEC filings, earnings estimates, etc etc. Keep researching, it takes a lot of digging to find out exactly what you *need* & who can provide it to you *reliably* at *reasonable cost* for you.

Good luck,
brad
From: Richard Hodgson on 8 Jul 2010 04:39
Hi Brad,

I do need historic fundamental data and that seems to be the hardest to source at a reasonable cost - I might have to go down the Bloomberg route.

If you find any other reliable sources of fundamental data (including historic) let me know.

cheers

Richard
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