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--- In amibroker@xxxxxxxxxxxxxxx, "ed" <ed2000nl@xxxx> wrote:
> yes, I confirm.
>
> I attached IVAC and CSCO 1-minute chart. CSCO seems OK but IVAC is
not OK. Also if I plot QQQ's daily chart the spikes are still in there.
if you want to view daily charts, create a database with base interval
daily. This is important because daily backfill data is not
aggregated from tick data by the IQFeed servers (so it cannot contain
bad ticks) whereas minute data is.
However, the situation might be different for daily bars not generated
by backfilling, for example the last (rightmost) bar displayed in a
daily chart. I could imagine that this bar is formed by tick
aggregation conducted by Amibroker's IQFeed plugin, ie. the plugin
changes the last bar when it receives a new tick. If this assumption
is correct, it is of course possible that daily bars (not generated by
backfilling) contain bad ticks.
If so, a solution would be to manually force a backfill in order to
override the bars collected by the IQFeed plugin. But I don't know
whether this can be done with Amibroker, would have to investigate that.
Another point regarding the IQFeed plugin is that the backfill routines
appear to have NO timeout. Sometimes it happens that an attempted
backfill "hangs" (waits) forever which doesn't get detected by the
plugin. According to the version history at
http://www.amibroker.com/iqfeed.html, the backfill code is based on
TCP/IP (= sockets), so setting of the socket timeout value would
possibly help.
As for the mentioned (potential) bug (O=H=L=C when backfilling 1-min
data): I tried to reproduce it by creating a new test database which
was initially empty. Interestingly, INTC and CSCO backfilled correctly
while the described behavior happened with compx.x, JDSU and CIEN, for
example.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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