Tag TraderXL Pro

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Using TraderXL Pro to Download Data for RapidMiner Modeling

It's no secret that I use TraderXL Pro to download the majority of my Stock, Future, and Forex data that I use for RapidMiner modeling. I use the BulkquotesXL module because it’s able to download daily and weekly data from Yahoo and daily price data from the PiFin data source. Usually it downloads the data into separate tabs in your spreadsheet, which is nice but a pain to manipulate if you want to create a summary sheet to load into RapidMiner.

Have no fear, TraderXL Pro has a built in macro called TickerHeader that you can run automatically as you download your data into a nice summary sheet. This macro will runs automatically for each asset symbol you list and place it into a data column. The next symbol will be placed in the following column and so forth. You can download my template her: TickerHeader Macro Template

This should cut down, considerably, your data downloading process and get you modeling sooner!

However, if you want to build my spreadsheet from scratch, you have go through the following steps below and set a few parameters in the BulkquotesXL:

[Step 1]{style="text-decoration: underline;"} Create a new project

[Step 2]{style="text-decoration: underline;"} Enter your asset symbols into column A (see my example spreadsheet)

[Step 3]{style="text-decoration: underline;"} Enter the data range to download (columns B and C)

[Step 4]{style="text-decoration: underline;"} Select the period to daily (column D)

[Step 5]{style="text-decoration: underline;"} Enter the word “Summary� in column F

[Step 6]{style="text-decoration: underline;"} Enter the values[]{.push-double} [“]{.pull-double}[A1]{.small-caps}[]{.push-double}[”]{.pull-double},[]{.push-double} [“]{.pull-double}[C1]{.small-caps}″,[]{.push-double} [“]{.pull-double}D1″… (Without the[]{.push-double} [”]{.pull-double}[]{.push-double} [”]{.pull-double}. Why you skip [B1]{.small-caps} will become clear as you read further along)

[Step 7]{style="text-decoration: underline;"} – Set your data source (Yahoo or PiFin). If your downloading data from more than one data source, you have to enter its name in each row.

[Step 8]{style="text-decoration: underline;"} – in the Data Field column enter “C� for close but in cell [I3]{.small-caps} enter “D;C�. This will place the Date field of the downloaded asset in [A1]{.small-caps} and then the closing price in [B1]{.small-caps}.

[Step 9]{style="text-decoration: underline;"} – Enter “TickerHeader� into the Autorun Macro column J.

Then click Download/Refresh Data and your done! The TickerHeader macro comes stock with BulkquotesXL module and has made my data downloading life a lot easier.

As always, if you have questions please leave me a comment or email me via my contact page. On your way out, please subscribe to my feed!

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Neural Market Trends is the online home of Thomas Ott.