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RE: [amibroker] Where can I select "remove price spikes"



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Where 
does that say about IQFeed, Tomasz?
When 
can we expect a tick-based DLL?
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<FONT face=Arial color=#0000ff 
size=2>Bob
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  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Tomasz Janeczko 
  [mailto:amibroker@xxxxxx]Sent: Wednesday, July 09, 2003 7:46 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 
  Where can I select "remove price spikes"
  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: 
    <A title=jcasavant@xxxxxxxxxxx 
    href="">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 
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