|
PureBytes Links
Trading Reference Links
|
Hello,
I would appreciate if you could send me the ticker SYMBOLS
that have the data spikes you are mentioning and the bar time interval
you have used.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "drbungle1" <drbungle@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, November 18, 2003 11:58 AM
Subject: [amibroker] Spikes in quote.com intraday data
> 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
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|