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Thomas,
It is quite possible that you are making mistake by comparing Yahoo EOD data with
time-compressed intraday data from eSignal.
If your database has selected 5-minute base time interval and you are displaing daily bars
they are produced in fact by time-compression to daily.
You should remember that eSignal delivers ALL ticks both in regular trading hours AND in EXTENDED trading.
Now, if you time-compress intraday data (with extended hours) to daily bars you may
get daily bars THAT DIFFER from daily bars that do NOT include extended hours.
In AmiBroker you can control if you include or not extended hours and you can
control which hours are considered as 'regular market hours'
This is settable in File->Database Settings->Intraday settings.
So you should check your setting first and make sure that you compare apples to apples.
There is also other option: just create daily database with eSignal (yes it is possible,
just create new database and select daily (end-of-day) as base time interval)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Thomas Zmuck" <thomas.zm@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, July 26, 2003 6:12 PM
Subject: Re: [amibroker] Re: OFFTOPIC: Searching for good realtime quote source
>
> I think not.
>
> Esignal takes another database when you view a daily tabular as when you
> view a intraday tabular.
>
> I have attached a snapshot of a five minute chart, download by esignal
> and displayed as a daily chart.
> The chart is from ticker SIRI which has typically very high volume.
>
> The snapshot shows the difference between yahoo quotes, and this is
> only one of a lot of examples.
> In the snapshot is yahoo displayed, but yahoo eod quotes are very close
> to esignal eod quotes.
> But as others also have said, it is very hard to find a good rt-source.
>
> I think it is very important to know that such realtime charts can also quickly
> cost you a lot of money.
>
> So if anyone still knows a better source than please tell it me.
>
> --
> Thomas Zmuck <thomas.zm@xxxxxx>
> http://www.tradingbasis.com
>
>
>
>
> On Fri, 25 Jul 2003 14:28:01 +0200
> Thomas Zmuck <thomas.zm@xxxxxx> wrote:
>
> >
> > On Fri, 25 Jul 2003 04:51:22 -0000
> > "jehmac" <jehmac@xxxxxxxxx> wrote:
> >
> > > --- In amibroker@xxxxxxxxxxxxxxx, Thomas Zmuck <thomas.zm@xxxx> wrote:
> > >
> > > > Unfortunately also esignal has very often incorrect quotes,
> > > especially
> > > > when higher intervals are used (>5min), so i don't trust their
> > > quotes
> > > > anymore. Their support has confirmed my false quotations lately.
> > > >
> > >
> > > I don't understand this. Aren't the longer intervals just based on
> > > 1-minute bars or ticks.
> > >
> > >
> > >
> > >
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> > --
> > Thomas Zmuck <thomas.zm@xxxxxx>
> > http://www.tradingbasis.com
>
>
>
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