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Jayson,
No, I am saying that streaming data can contain bad ticks in
any RT vendor.
But... some RT data vendors correct bad ticks later
and corrections appear in their historical data servers.
So if you click 'fixup history', AmiBroker backfills given
symbol again and corrections are retrieved.
Other RT data vendors do not correct bad ticks at all and they
are all present in their historical servers.
In this case backfilling again would not help because
historical server still consists bad ticks.
The only option is to post-process data, however this process
can be done correctly only on TICK historical data.
Applied on 1-minute data is far from being
accurate.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, July 09, 2003 3:13
PM
Subject: RE: [amibroker] Where can I
select "remove price spikes"
<SPAN
class=395510813-09072003>Tomasz,
<SPAN
class=395510813-09072003>During the day when a bad tick goes through I find
that using fix up can correct the error after less than one 5 minute
bar....... are you saying that if I am patient the tick will fix itself or are
you speaking to EOD data?
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: Wednesday, July 09, 2003 3:21
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Where can I select "remove price spikes"
Jayson,
eSignal FIXES bad ticks on historical servers that's why it
works for eSignal.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxxxxxxxxx
href="">Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, July 09, 2003 6:34
AM
Subject: RE: [amibroker] Where can I
select "remove price spikes"
<SPAN
class=426363204-09072003>Thomas,
<SPAN
class=426363204-09072003>FWIW I find very few such spikes with Esignal and
the fix up works well most of the time for the occasional
spike..
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Thomas Zmuck
[mailto:thomas.zm@xxxxxx]Sent: Tuesday, July 08, 2003 6:29
PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
Re: [amibroker] Where can i select "remove price
spikes"Jayson,yes, principle it would be a
way, but not in my case.Almost every ticker has spikes and a lot of them
very extreme.I have started today with my iqfeed trial but at the
moment it looks notgood.The other question is naturally what is
a failure quote and what is areal quote.Some price spikes are very
large and some not.Maybe the EOD - solution is the better way
:-)-- Thomas Zmuck <thomas.zm@xxxxxx><A
href="">http://www.tradingbasis.com
On Tue, 8 Jul 2003 15:14:33 -0400"Jayson"
<jcasavant@xxxxxxxxxxx> wrote:> how about symbol/quote
editor??> > Regards,> Jayson > -----Original
Message-----> From: Thomas Zmuck [mailto:thomas.zm@xxxxxx]>
Sent: Tuesday, July 08, 2003 3:10 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: Re: [amibroker] Where can i
select "remove price spikes"> > > Hi Jayson,>
> yes, i know that but on some tickers there are still price spikes
and i> remember that there was such an option.> >
> On Tue, 8 Jul 2003 15:06:46 -0400> "Jayson"
<jcasavant@xxxxxxxxxxx> wrote:> > > Thomas,>
> RT click the plug in indicator (bottom RT of screen) then choose "Fix
up History for symbol".....> > > > Regards,> >
Jayson > > -----Original Message-----> > From: Thomas
Zmuck [mailto:thomas.zm@xxxxxx]> > Sent: Tuesday, July 08, 2003
2:49 PM> > To: Amibroker US - Group> > Subject:
[amibroker] Where can i select "remove price spikes"> > >
> > > Hello,> > > > i can't find the option
to undisplay price-spikes in intraday charts.> > Is this no more
available ?> > > > Can someone tell it me
please.> > > > Thank you !> > > > --
> > Thomas Zmuck <thomas.zm@xxxxxx>> > <A
href="">http://www.tradingbasis.com >
> > > > > > > > > Send BUG
REPORTS to bugs@xxxxxxxxxxxxx> > Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx> >
-----------------------------------------> > Post AmiQuote-related
messages ONLY to: amiquote@xxxxxxxxxxxxxxx > > (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
> --------------------------------------------> > Check group
FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > Your use of Yahoo! Groups is subject to the
Yahoo! Terms of Service. > > > > Yahoo! Groups
Sponsor > >
ADVERTISEMENT> > > > Send BUG REPORTS to
bugs@xxxxxxxxxxxxx> > Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx> >
-----------------------------------------> > Post AmiQuote-related
messages ONLY to: amiquote@xxxxxxxxxxxxxxx > > (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
> --------------------------------------------> > Check group
FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms
of Service.> > -- > Thomas Zmuck
<thomas.zm@xxxxxx>> <A
href="">http://www.tradingbasis.com >
> > > > Send BUG REPORTS to
bugs@xxxxxxxxxxxxx> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx>
-----------------------------------------> Post AmiQuote-related
messages ONLY to: amiquote@xxxxxxxxxxxxxxx > (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms
of Service. > > Yahoo! Groups
Sponsor >
ADVERTISEMENT> > Send BUG REPORTS to
bugs@xxxxxxxxxxxxx> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx>
-----------------------------------------> Post AmiQuote-related
messages ONLY to: amiquote@xxxxxxxxxxxxxxx > (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS
to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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