Large historic data download problems

Discussion in 'General Questions' started by RockDoc, Jul 8, 2017.

Large historic data download problems

  1. RockDoc

    RockDoc New Member

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    Hi,

    Market XLS is a great product but I am running into problems with downloading data into one of my quantitative stratigies. I am trying to download ~9 months of daily adjusted close data for ~200 separate companies into Excel in a single sheet. I tried to do this using the Close_Historical function in the spreadsheet cells with the date in the left column, tickers in the top row. Unfortunately this takes several hours to complete (the spreadsheet downloads the data for the close of each day and each company separately). I can probably put up with that because this is for a strategy that I run monthly. My real problem is that once the spreadsheet ha completed the download it appears to start re-loading the data again, even though I have set formula calculation option to manual rather than automatic.

    Does anyone know of an alternative way to do what I want or a way of preventing continuous data downloading?
     
  2. marketxls

    marketxls Administrator
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    Hi,

    If you are downloading it in bulk I would recommend using the menu system. Like shown at the link below...
    https://marketxls.com/forum/threads/getting-historical-stock-prices-in-excel.189/

    And then only use the close_historical to keep your sheets updated. With some much data functions are not the best way.

    Kind regards
    Ankur
     
  3. RockDoc

    RockDoc New Member

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    Hi Ankur,

    Many thanks for that. I guess one limitation of the approach you suggest is that there is a 10 ticker limit but I will be able to get over that using a macro. Are there any plans to increase this limit? I'm thinking of back testing my quant strategy on larger index's such as the S&P500 and Nasdaq so a higherlimit would be useful.

    Kind Regards,
    Phil
     
  4. marketxls

    marketxls Administrator
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    Hi Phil,

    The limit was already increased from 10 to 40 symbols.

    Kind regards
    Ankur
     
  5. wkeller

    wkeller New Member

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    I try to get historical data (monthly Adj prices Dec 2000 - present) for all the NASDAQ stocks but get NA when trying the first 40. How come?
     
  6. marketxls

    marketxls Administrator
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    hi wkeller,

    I am not able to replicate any such issue. Please can you provide some screenshots?

    Thanks
    Ankur
     

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