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global_investor,
even the 1-minute chart of the QQQ contains a big
spike (12/22/2003 6:11:00). I like to switch from 1-minute intraday to daily
view sometimes. The daily view uses the 1-minte data to make up the daily chart
(this is my assumption -guess there is no other way-). For EOD data I have
QuotePlus.
Interesting point you made:<FONT
face=Arial size=2>
"Another point regarding the IQFeed
plugin is that the backfill routinesappear to have NO timeout.
Sometimes it happens that an attemptedbackfill "hangs" (waits) forever which
doesn't get detected by theplugin. According to the version history
at<FONT
face="Courier New" size=3>http://www.amibroker.com/iqfeed.html,<FONT
face="Courier New" size=3> the backfill code is based onTCP/IP (= sockets),
so setting of the socket timeout value wouldpossibly help."
This might explain why my scans always hang/stop at some arbitrary symbol.
Guess eSignal has the same problem? Maybe Tomasz could advise?
rgds, Ed
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=independent_opinion@xxxxxxx
href="">global_investor
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, April 20, 2004 10:56
AM
Subject: [amibroker] Re: IQFeed plugin
1.5.0 works great!
--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "ed"
<ed2000nl@x...> wrote:> yes, I
confirm. > > I attached IVAC and CSCO 1-minute chart. CSCO seems
OK but IVAC isnot 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 intervaldaily. This is important because daily backfill
data is notaggregated from tick data by the IQFeed servers (so it cannot
containbad ticks) whereas minute data is.However, the situation
might be different for daily bars not generatedby backfilling, for example
the last (rightmost) bar displayed in adaily chart. I could
imagine that this bar is formed by tickaggregation conducted by
Amibroker's IQFeed plugin, ie. the pluginchanges the last bar when it
receives a new tick. If this assumptionis correct, it is of course
possible that daily bars (not generated bybackfilling) contain bad
ticks.If so, a solution would be to manually force a backfill in order
tooverride the bars collected by the IQFeed plugin. But I
don't knowwhether this can be done with Amibroker, would have to
investigate that.Another point regarding the IQFeed plugin is that the
backfill routinesappear to have NO timeout. Sometimes it happens
that an attemptedbackfill "hangs" (waits) forever which doesn't get
detected by theplugin. According to the version history at<A
href="">http://www.amibroker.com/iqfeed.html,
the backfill code is based onTCP/IP (= sockets), so setting of the socket
timeout value wouldpossibly help.As for the mentioned
(potential) bug (O=H=L=C when backfilling 1-mindata): I tried to
reproduce it by creating a new test database whichwas initially empty.
Interestingly, INTC and CSCO backfilled correctlywhile the described
behavior happened with compx.x, JDSU and CIEN, forexample.
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