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RE: [amibroker] Question about intraday closing prices



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I'll 
make an attempt to answer your question.
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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.
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<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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