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Hello,
I can confirm this erroneous behavior, it clearly appears to be an
Amibroker bug. I sent the report enclosed below to TJ on 03/13/04
(using my real name as sender). I'd appreciate very much if this
problem could finally be fixed.
Hello Thomasz,
please check the IQFeed plugin (I used version 1.4.1). When the
database base time interval is set to end-of-day, the open and low of
the last bar are always 0. See attached screenshot.
Unlike Amibroker, the DTN.IQ application displays the chart correctly.
I'm currently testing DTN.IQ/IQFeed and set the base time interval to
daily, as IQFeed's daily bars are not aggregated from tick data. Or put
in other words, the aggregation is not done by the IQFeed servers.
Hence the daily bars don't contain the typical "spikes" like the
backfill minute bars, which are calculated by the IQFeed servers by
aggregating tick data.
--- In amibroker@xxxxxxxxxxxxxxx, "Brian R." <brian@xxxx> wrote:
> I am using the trial subscription of IQFeed with AmiBroker and am
> having a problem with the IQFeed daily data showing that the latest
> day has an open and low of zero for any given stock.
>
> The result is a large downward candlestick spike that prevents me
> from doing any valid explorations that involve the latest date for
> any stock.
>
> I can manually go in and fix each of these stocks in the database,
> but I need a better fix than that.
>
> If this is a permanent glitch in the IQFeed data, what data feeds
> exist for the same cost ($50 a month) that have fewer problems?
>
> Thanks in advance!
>
> Brian R.
> Seattle, WA
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