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Re: [amibroker] Re: OFFTOPIC: Searching for good realtime quote source



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Hi Tomasz,

yes, i know that and have checked both (time setting and after hours
disabling ) before i have posted this snapshot.
Also  the esignal support has confirmed my quotes, as displayed in the
snapshot.

What i have displayed  in this snapshot is that the quotes are very
often not correct and that users should know this.
OK, probably it is the problem of realtime vendors.

-- 
Thomas Zmuck <thomas.zm@xxxxxx>
http://www.tradingbasis.com 



On Sat, 26 Jul 2003 18:35:59 +0200
"Tomasz Janeczko" <amibroker@xxxxxx> wrote:

> 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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> > 
> >
> 
> 
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> 




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