Importing FF calendar data into MS Access

I was wandering if anyone had any ideas about an easy (or not ) way to import data from the FF calendar into MS Access. I would like to import like a year worth of data, then keep updating it ongoing. That would allow me to manipulate and view it in certain ways, that are not available with the online calendar, and also be able to view it offline. Any suggestions would be greatly appreciated.

Bump

There's a possible workaround outlined here. The processes described there will generate a CSV file of FF calendar news (the @BACKUP@ file contains all news from FF calendar since Jan 1, 2007).

Then you'd need to import the CSV file into Access. I have never used Access, so I'm afraid I can't help further.

Thanks for your reply hanover.
I already looked at the little program you created, and attempted to use it as you are describing here. The problem that I encountered, was that the CSV file generated, would only show the news before 08-20-10. I tried changing the dates around but no luck. Maybe you could describe some of the logic your program uses to retrieve the data from the FF server, and perhaps I could implement that in Access. I do know MS Access and VB pretty good, but have no idea where to start.
Again, thank you for your help...

Sergiu,

Firstly, congratulations on your recent performance in myfxbook. Very impressive.
It looks like you've been trading some of the same strongly trending pairs that I have. My understanding of economics is very limited, hence I use the daily/weekly plots of a strength indicator to act as proxy for macroeconomically caused trends. Then I simply trade the strongest currency/ies against the weakest.


Anyway, to answer your questions.......

The Clarion app FFcal.EXE parses the FF calendar HTML, a quite complex process, as there are lots of embedded tokens. Apart from providing the CSV file, it performs a number of other functions: filtered previews and exports, news alerts, profiles, backup/restore of its news event database, effect analysis, organizing data for plotting economic and fundamental indicators, and a news composite indicator (NCI). The original thread that explains the use of this app is here.

This app can be run completely separate from MT4. If you've downloaded the files attached to this post, simply use Windows file manager to go to your ..../<MT4>/experts/files folder, and run the ffcal application. (I run it often, hence I've created a shortcut on my desktop).

It should be easily possible to export news events within any date range. The first step is to download the news from the FF calendar. You must have field 1 in the attached screenshot checked on, and select the starting date (preferably a Sunday) in field 2. That will download one week's worth of data, starting from that Sunday. You can download multiple weeks by entering a value > 1 in field 3, although it's best to keep this number small, for performance reasons. The news events are timestamped with New York time. You can shift this timestamp forward or backward N hours by entering a positive or negative value in field 4.

After the process is complete, the News Events database should appear. In any case, you can always get to this screen by pressing Esc then F9. This will verify that the correct week's events have been downloaded, and that any timestamp shift has worked correctly. The database grows as more news events are downloaded from the calendar.

The central area of the screen determines what events in the database get output to the CSV file. Field 5 controls the date range (perhaps this is the cause of the problem you describe?), while the other fields apply further filters (currency, impact, characters in the description, etc). When you click the OK button, both the download from FF calendar (if field 1 is checked on) and the output to the news.csv file occur simultaneously. You can also customize your own exports via the fields in the red box.

Try the above, and please post again if any of it needs further explanation.


Finally, I'm exploring the possibility of resurrecting the NCI indicator that I developed some time ago (link above). It plots a line reflecting a weighted composite rating of all of the news events on FF calendar. For example, on a EU chart, any news outcomes designated as favorable for the EUR, or unfavorable for USD, result in an increase in the plotted values (the graph rises); any outcomes designated as unfavorable for the EUR, or favorable for USD, result in an decrease in the plotted value (it falls). Then it's possible to see how news/economic trends correlate with price movement: leading, lagging, synchronized, erratic, etc. IMO it's a potentially useful (and 100% independent) adjunct to price based indicators.

The problem I have with it is that I don't know enough about economics to assign an accurate weighting factor to each news outcome. This factor is a value between -9 (extremely unfavorable for the relevant currency) and +9 (extremely favorable). For example, is a rise of 0.2% in CPI more positive than a NFP that comes out 40k above expected?, and so on. Hence I'm seeking the help of an expert in that area. Please let me know if such a project is of interest to you.

Many thanks,
David

David, thank you very much for your reply and kind words. The generosity with which you contribute to this forum is just amazing, so kudos to you for that. I just got a new MacBook laptop, and will be the only computer that I will be using soon, since i'm gonna start traveling. As soon as i have it all set up, wil give your suggestions a try.

Your approach with the strength indicator, might actually be even closer to what i do than you think. I look for strength/weakness in fundamentals, which if my analysis is correct, end up being reflected in technicals. I took a look at your indicator, and it looks very interesting. It may complement what I do, from a technical perspective. I have some questions about it, that I will post in the indicators thread a little later.

Cheers...