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Hello.
I downloaded free intraday data from quote.com. The problem is that
there are HUGE spikes in the price data. For example bigcharts.com
does not have the similar spikes. Also volume seems to be far too
high for the "spiked" bars. The spikes occur on the last and first
bars of the day, so I would guess that this is caused by those bars
including after/pre market activity. The "filter pre/after market
hours" in Amibroker does not help, which is quite natural if
the "false" data is included in the data for the first/last bars.
The spikes are bad enough to make the data pretty much unusable. Is
there anything that could be done to this or some other way to get
free historical intraday data?
DrBungle
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