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Tomasz,
Thanks for a speedy reply, and sorry for my delayed reply, I was
travelling.
The spikes seem to occur in some stocks and not in others. ASKJ and
AVID for example have spikes. The time interval does not seem to make
a difference, the spikes are always there in the first/last bars
(worst in the last) of the day.
Bungle
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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> >
> >
> >
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