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In this regard as I stated some months ago this is exactly why using
daily bars for next day trading is fine but not for same day trading
as the ending price on daily bars will not be seen during the market
day.
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> I'll make an attempt to answer your question.
>
> 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.
>
> hhmm... does that do the job for you?
> -----Original Message-----
> From: treliff [mailto:treliff@x...]
> Sent: Tuesday, June 24, 2003 1:33 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Question about intraday closing prices
>
>
> A 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.
>
> Treliff
>
>
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