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Chuck,
Happy New Year to you and your family too !
As for padding data by the CSI - thank you for providing
this information.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=chuck_rademacher@xxxxxxxxxx
href="">Chuck Rademacher
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, December 31, 2003 9:06
PM
Subject: RE: [amibroker] Reply from CSI -
also note on "data holes"
Hi
TJ... and Happy New Year to you and your family.
<FONT face=Arial color=#0000ff
size=2>
CSI
does pad the data and always has done so. Most data vendors attempt
to do so on days when there was no trading. I say "attempt",
because they don't always do it. I can't imagine why anyone
would want it unpadded, but that's what makes AB such a powerful tool... the
ability for people to do their own thing.
<FONT face=Arial color=#0000ff
size=2>
If a
user is determined to have un-padded data, I suppose that they could
create their own indicators that would skip days with zero volume.
I think the main thing is consistency. At least with CSI, there is
a consistency to always pad the data.
<FONT face=Arial color=#0000ff
size=2>
My
data downloader actually send CSI an automatic email whenever it detects a
data hole or a missed split. Of course, there can be two kinds of
data holes. One where the particular stock/future didn't trade and one
where the data vendor simply missed the data. My software checks
six different data providers. If any of the other five have data
with volume and CSI does not, that's when CSI gets the auto email.
I don't bother emailing the others as they tend to ignore me
anyway. Reuter's is finally coming around to taking their stock
data a bit more seriously, but they aren't quite there
yet.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: Wednesday, December 31, 2003 2:55
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Reply from CSI - also note on "data holes"
Chuck,
You say "none data holes in CSI". What happens if trading
is suspended on given security for a day or two ?
"No holes" would need to mean that CSI pads data by
itself, which from my point of view is not the best
thing to do because I may prefer to have unpadded data,
and can pad on my own when I need that.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=chuck_rademacher@xxxxxxxxxx
href="">Chuck Rademacher
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Cc: <A
title=amibroker-dll@xxxxxxxxxxxxxxx
href="">amibroker-dll@xxxxxxxxxxxxxxx
Sent: Wednesday, December 31, 2003
8:05 PM
Subject: [amibroker] Reply from CSI -
also note on "data holes"
<SPAN
class=399145518-31122003>Please forgive the
double posting (AmiBroker and AmiBrokerDLL). The subject of
CSI data has been brought up on both boards
recently.
The CSI Unfair Advantage Program
Manager has been in contact with me
and is keen to support AmiBroker users in any way
possible. Thanks to those of you who contacted Rudi, we
seem to be getting some action.
At
the moment, CSI are sending me a list of un-documented things to try as
well as some beta software. At some point, I will need to
involve TJ and Paul, but will keep you
posted.
On
the subject of "data holes", I can tell you that the data from CSI Unfair
Advantage has none. Occassionally one or two show up, but there are
enough serious users around who notify CSI of the problem and it is fixed
with the next day's data distribution. However, if a user
continues to use their original data (local database?), they won't see the
thousands of data fixes that come through every day. I would
suggest that users of QP2 (or whatever) may have a similar
problem. Perhaps your data supplier is distributing fixes
(missing data, splits, etc.) but you aren't seeing these changes coming
into your local data? Just a thought.
<SPAN
class=399145518-31122003>Since New Zealand is the first country to see in
the new year, I would like to wish all of you a Happy New Year and may
2004 be a great one for you!
<SPAN
class=399145518-31122003> Send
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