HOWTO: Setup complete US stocks database using Yahoo free quotes.

AmiBroker Documentation Item No. ab305.html

HOWTO: Setup complete US stocks database using Yahoo free quotes.

IMPORTANT: This document has been updated in December 2019 to reflect built-in method of setting up US database

Introduction

The purpose of this document is to explain how to use AmiQuote and AmiBroker to build complete US stocks database using free quotes from Yahoo finance sites. AmiQuote is a companion program to AmiBroker stock charting/analysis software.

Requirements

You will need REGISTERED AmiBroker version 6.00 or higher and AmiQuote 4.0 installed. (Trial version of AmiBroker is not enough for this purpose because it does not save the database)

Setting up categorized US database

There are only two steps required to set up US database with all US symbols categorized into industries:

Create an empty database using File->New Database

Choose Tools->Update US symbol list and categories

Symbols are assigned to correct categories which you can check by unfolding for example Sectors folder in the Workspace | Symbols tree. The database does not however contain any quotes which is communicated by "DJA - chart not available - too few quotations" message that you can see displayed in the price chart.

Updating database

Now the only thing left is to download quotes. All you have to do it to choose Tools | Auto update quotes menu:

This will launch AmiQuote that will automatically retrieve the symbol list from AmiBroker and start downloading 2 years of historical data for all 7700+ symbols:

Please note that it may take few seconds for AmiQuote to retrieve thousands of symbols from AmiBroker. During this time AmiQuote may appear "frozen" - this is normal and you should just wait until symbol list appears.

After download is finished AmiQuote will start updating quotes in AmiBroker. Please note that you have to have AmiBroker running while AmiQuote is updating otherwise quotes won't be imported to AmiBroker.

At any time you can stop the download by pressing Stop button (red rectangle) and resume it by pressing Download button (green arrow) in AmiQuote. (This way you can also import already downloaded quotes before downloading all symbols). You can stop, adjust From-To date range and start again to download longer/shorter history.

When download and update completes you should be able to see historical charts covering 2 last years. Then you should choose File | Save Database to permanently store quotes into AmiBroker's database.

Important notes

Please note that 2 years worth of end-of-day data for 7700+ stocks accounts for roughly 220MB (megabytes) of data (7700+ files 29KB each).

Further information

For further information please consult AmiBroker User's Guide section Tutorial: How to update US quotes automatically using AmiQuote. and Tutorial: How to download quotes manually using AmiQuote

In case of any further questions, comments and suggestions please contact: support@amibroker.com