- ago
Finam HDP.

I would like to be able to:

- “Select all”, “deselect all” for every group of symbols when configuring.
- When configuring existing dataset you may add or delete symbols. Now when doing this you can only start from the scratch.
- Initializing dataset with data like “SBER, MTLR, MGNT” not just by checking symbols in symbols list”. Still not sure if it’s possible as Finam HDP deals with names, not tickers.
0
1,126
15 Replies

Reply

Bookmark

Sort
- ago
#1
Thank you for your suggestions.

#1 - Sure I considered this since it had been requested and added for the WL6 version. Sorry but here I will probably refrain from implementing it.

#2 - Maybe it's a bug in the provider. Will look into it eventually.

#3 - As you might know, there already is a request on switching the provider to support symbols. Let's see if we can get it working first.
https://www.wealth-lab.com/Discussion/Can-custom-tickers-be-specified-in-Finam-provider-Russia-extension-5792
0
- ago
#2
1 - 1 or 3 - no matter, but I need something convenient for choosing many tickers for the dataset. I can use search window etc. but selecting many tickers is not very user-friendly now).

3 - agree), ok
0
- ago
#3
QUOTE:
#2 - Maybe it's a bug in the provider. Will look into it eventually.

Looked into it and no, it's not a bug. Pre-selection of existing items in Configure DataSet would have to be implemented. Considering that it's not crucial, we have more important items to pursue. As a workaround you can simply create a new DataSet with new items.
0
- ago
#4
And as you cannot "select all" a lot of fun is awaiting you with such a simple thing as creating a dataset).

I hope such cases will not be on the very bottom of backlog forever)
0
- ago
#5
Not sure what you mean. Anyway I took another look into #1 (a group-wide "Select/Deselect all") and it also doesn't look like a piece of cake. That would certainly require some development. But let's have it at the bottom of our backlog.

I'm not sure what value such multi-selection would add for a retail trader given that the Filter is a very convenient tool for symbol name lookup.
0
- ago
#6
Ok, I'll describe the case.

E.g. I want to backtest a strategy on all MOEX stocks. Or to trade on all stocks.
I have to check every stock manualy if I use Finam provider.

... and if there was an IPO - I can't just check one more ticker - I'have to check them all from the scratch.
0
- ago
#7
Btw, there is always an option of describing something using my Russian, so feel free))).
0
- ago
#8
For the benefit of our team members and the community let's stick with English :)

Re: "All stocks" - OK that's a use case. Question is, how practical would it be to trade all the MOEX universe as you describe. Although the Finam provider lists hundreds (if not thousands) of stocks, only about 250 stocks changed hands yesterday. Moreover, beyond Top 100 the liquidity weakens to the extent that the Bottom 100 stocks had like 100 trades each at best.

https://www.moex.com/ru/marketdata/#/group=4&collection=3&boardgroup=57&data_type=history&mode=groups&sort=VALUE&order=desc&date=2021-04-22

Re: IPO. Agreed, it's burdensome to have to create the Finam DataSet from scratch to add an IPO. So let's keep your request #2 in the backlog.
0
- ago
#9
QUOTE:
Question is, how practical would it be to trade all the MOEX universe as you describe



Most traders trade like this: a strategy for the exact ticker.

My usecase (how I do this):
For example now (as my SDP and BrokerConnector is not done yet) I want to generate signals on Daily. For example someone (a lot of traders, like in Gamestop) come to the stock. My strategies can check this. I can't just take one Gamestop or a dataset of Gamestop and Dogecoin - there must be a lot of tickers so my strategies could find stocks in play (as an example).

So, rare signals but on many tickers - is my style of trading (one of them).


0
- ago
#10
Good point. If one fine day we're able to deliver this, other providers powered by Classification groups like MFD and Dukascopy would also benefit from it.
1
- ago
#11
QUOTE:
- “Select all”, “deselect all” for every group of symbols when configuring.

Good news: I will implement this in Build 5 of the Russia extension.
0
- ago
#12
great! thanks.
0
- ago
#13
QUOTE:
- When configuring existing dataset you may add or delete symbols. Now when doing this you can only start from the scratch.

We decided to disable Configure for Finam, MFD and Dukascopy DataSets in a future build.
0
- ago
#14
I don't know what exactly this means, but this message helped me find out a new update was released. Eugene, thanks for the update!)
0
- ago
#15
You're welcome. And to stay up to date on new extension builds you can just check the Help > "About" dialog.

The message means that no Configure would be allowed for new DataSets of Finam (MFD, Dukascopy). One would have to create a DataSet from scratch if he needs to change a symbol.
1

Reply

Bookmark

Sort