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Nurudin,
Are you sure you want your data scrubbed? Because its out there and
no two data providers do it the same. In Q-Charts you can get
scrubbed data. Ask for less than 390 minutes of data and its not.
Anything greater and it is. Kinda unique.
In your instance, I would probably average out the missing data, say
three minutes before and after. That should work.
John
--- In amibroker@xxxx, "Nurudin Kaba" <n.kaba@xxxx> wrote:
> Thanks Rick...I figured it was about activity(or lack there of) for
an
> individual security. More importantly, the question
> should be if data providers stamp an non-activity bar(whatever the
time
> frame 1,2 ,5, 10, 15 minute...) with the previous
> bar's price, are your systems and indicators calculating how their
supposed
> too?
>
> Rick, Hopefully another feature(option) Tomasz can add to this
fantastic
> product...
>
> Nurudin
> -----Original Message-----
> From: Rick Parsons [mailto:RickParsons@x...]
> Sent: Saturday, June 29, 2002 7:09 AM
> To: amibroker@xxxx
> Subject: RE: [amibroker] Real Time Data - IntraDay Data
Question...
>
>
> I'm just speculating here. But all minute bars are made up of
tick data,
> compressed to the time period you select. There are cases where in
a slow
> market a stock may not have any activity at all during a particular
time
> frame, say 1 minute. So I would imagine there would be no ticks to
make up
> a bar. In this case, there should be an empty space between bars
which
> represents no activity.
>
> If your data came in 1 minute bars as opposed to tick data, then
I would
> imagine the chart is going to zoom down to zero when it hits that
data.
>
> Good question about how Amibroker handles this.
>
> Rick
> -----Original Message-----
> From: nurudinkaba [mailto:n.kaba@x...]
> Sent: Saturday, June 29, 2002 12:23 AM
> To: amibroker@xxxx
> Subject: [amibroker] Real Time Data - IntraDay Data Question...
>
>
> I was wondering how AB treats no trade records for a giving time
> interval. For example, a kind donor of 1 min QQQ data from
1999 to
> present from QCharts in ASCII format had record in it with Date,
> Time, 0, 0, 0, 0, 0. Each zero representing O,H,L,C,V for a
time
> interval where there wasn't any activity.
>
> Some software place the previous trade record's O,H,L,C and
V...thus
> distorting all indicator calculations...so How can we filter
these
> records from an importing data point of view and how does AB
treat
> real time 1min (for example) bars if there aren't any trades...
>
> Thanks
>
>
>
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