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<FONT face=Arial color=#0000ff
size=2>Tomasz,
Re the
built-in spike filter, what about "this process can be done correctly only on
TICK historical data.
Applied on 1-minute data
is far from being accurate.<SPAN
class=958373916-11072003>"?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Although that was why I asked about the tick-based
DLL, your answer seems to raise further concerns about the viability of
this feed vs.. eSignal.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Bob
<FONT face=Arial color=#0000ff
size=2> -----Original
Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: Friday, July 11, 2003 1:32
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Where can I select "remove price spikes"
Hello,
1. They are developing a bad tick filter at IQFeed now. From
what I have heard it should be ready in 3 months.
There will be a built-in spike removal tool in AB
sooner.
2. No time estimate right now, but please note that tick
mode is used only for tick, 5-sec and 15-sec intervals
only. Data for minute intervals are retrieved already
time-compressed from the IQFeed server and then
you have no access to tick data. Switching to historical
tick server is not an option in that case because instead of 120
days
bacfill you will get only few and *much*
slower.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Bob Jagow
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, July 11, 2003 5:51
AM
Subject: RE: [amibroker] Where can I
select "remove price spikes"
<FONT face=Arial color=#0000ff
size=2>Where does that say about IQFeed, Tomasz?
<FONT face=Arial color=#0000ff
size=2>When can we expect a tick-based DLL?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Bob
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: Wednesday, July 09, 2003 7:46
AMTo: <A
href="">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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