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I'll
make an attempt to answer your question.
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size=2>
Have
you ever watched CNBC? At 4:00 PM EST, you might see the Dow at
9070.92. This would also be the price showing on the last bar of your
intraday data. Then, on CNBC, the price keeps changing for up to 20
to (sometimes) 30 minutes. As final prices are gathered up for the
DOW stocks, the DOW (and other indices) will continue to change.
Your intraday data, however, is frozen in time at 4:00 PM. But, life
goes on and, using your example, the official close was 9072.95 at (say) 4:22 PM
EST. Hence the difference between EOD and last bar of intraday data
that stops at 4:00 PM EST.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>hhmm... does that do the job for you?
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<FONT face="Times New Roman"
size=2>-----Original Message-----From: treliff
[mailto:treliff@xxxxxxxxx]Sent: Tuesday, June 24, 2003 1:33
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Question about intraday closing pricesA new user, so
possibly an old problem...I'm using the EOD version. My downloaded
intraday Quote.com data show a slightly different closing price (for the
day) than when I download the EOD quotes.Like on June 23 the Dow
closed at 9072.95 but my last intraday bar says 9070.92. IBM closed at
83.18 but my bar says 83.25.I tested a bit, even created new databases
with 5-min and 1-min interval settings but the result stays the same:
intraday quotes (no matter the interval) close slightly different, it
seems the final seconds dropped off?In fact Quote.com's own EOD
quotes give the correct close (just like Yahoo's).Thanks for any
help.TreliffSend
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