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<FONT face=Arial
color=#0000ff size=2>You should NOT be doing this. Just "say no", TJ! If
they are too cheap to buy quality data and you feel that the supplier they want
is unreliable and their tools are bad just say so and move on. You're
driving yourself nuts trying to please everyone and you'll never be able to do
that.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
From: Tomasz Janeczko
[mailto:amibroker@xxxxxx] Sent: Tuesday, April 20, 2004 9:02
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Re: IQFeed plugin version 1.5.1 released
> That is the nice thing about IQFeed.
You just buy the data and that's what you pay for,
Agreed 100%.
But could you please tell me, if you are just
paying for the DATA alone, shouldn't you expect the QUALITY data
?
I mean NO BAD TICKS, reliable API, no ZERO prices
sent in OHL fields during pre-market hours, etc ?
Why everyone expects the developer of the
charting application to fix ALL DATA
problems that DATA VENDOR should fix in first place?
Why am I forced to implement hundreds of
workarounds to make IQFeed data usable ?
Why IQFeed sells the same data 2x cheaper to
QuoteTracker?
Why don't they implement ANY fix to their API for
over one year from pointing out all problems ?
Why should I spend enormous amount of time
working on IQFeed plugin considering the fact that it generates ZERO REVENUE
for me ?
( I didn't receive ANY commission from IQFeed
)
<FONT
size=2>Best
regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
ed
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, April 20, 2004 2:43
PM
Subject: Re: [amibroker] Re: IQFeed
plugin version 1.5.1 released
ok thanks for the explanation.
Possibly I am switching to eSignal Premier
though ... The thing with eSignal (what I think is annoying) is that I
wish they would sell just the data for a good price. Now you get charting
and all kind of scanning stuff that we program ourselves in
Amibroker and other stuff like news you actually do not want and
ofcourse this is included in the price. That is the nice thing about IQFeed.
You just buy the data and that's what you pay for,
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 2:15
PM
Subject: [amibroker] Re: IQFeed
plugin version 1.5.1 released
--- In <A
href="">amibroker@xxxxxxxxxxxxxxx,
"Tomasz Janeczko" <<A
href="">amibroker@x...>wrote:>
Hello,> > A new version of IQFeed plugin (1.5.1) has been
released to> <A
href="">http://www.amibroker.com/iqfeed.html>
> Direct link: <A
href="">http://www.amibroker.com/bin/IQFeed1510.exe>
now we have the old bug again. I know this experience
;-)Open & Low of last (rightmost) bar is now always 0 again,
when thebase-interval is daily.Well, as a workaround I'll try
if it's possible to install Amibrokertwo times, each installation with
a different version of the IQFeedplugin.To Ed: The important
thing to note here is that data withbase-interval daily does NOT
contain any bad ticks. Your QQQexample was a daily chart
generated by compressing 1 minute bars. Ofcourse, if you
compress bars with bad ticks (garbage in), you getagain bars with bad
ticks (garbage out).But if the backfill is done with daily-bars
(instead of minute data),there is no spike problem and the data is
wonderfully clean. Whichmeans that with IQFeed one
would be able to look at clean dailycharts, updated in realtime
without any spikes, if only the plugindidn't contain any logic errors.
The fact that daily data doesn't have bad ticks has something to
dowith how the IQFeed historical data architecture is working:
dailydata is NOT generated from tick data (so it cannot include bad
ticks),but minute data is.> It implements bad data
filter which is based on ATR (average truerange).> The filter
is turned ON by default and uses 9-bar ATR of High-Low range.> If
next bar High-Low range exceeds X times ATR then this bar dataare
filtered> to eliminate spikes.> > You can control
both averaging (ATR) period and X (the detectionthreshold)>
from File->Database Settings->Configure.> > You can
also TURN OFF the filter already by going to> File->Database
Settings then clicking CONFIGURE button andUNCHECKING "Enable" flag in
> "CONFIGURE" dialog.> > Please note that filter by
default runs ATR(9) and if current dailyH-L range>
exceeds by default 4 (four) times the ATR then it considers this baras
a spike.> > This may or may not be correct for each and
every symbol. (Myexperiments shows> that this is good choice
but I was checking only Nasdaq 100 symbols).> > You may
increase the threshold from default 4 to say 5.> > Anyway as
I wrote many times the filtering or fixing bad ticksshould be done by
feed> on tick-by-tick level (not on minute bars) since only that
way itcan be accurate.> And this is what I am
hoping for in API 3.0.> > Anyway I have done already more
than I planned (I have planned towait for bad tick filter in
IQFeedyes, filtering on the plug-in level doesn't make much sense
as youneed all individual ticks instead of ticks in aggregated form
(=minute bars).Therefore instead of the ATR-filter, it would
be very helpful if theplug-in was simply working correctly when the
base-time interval is daily(see rationale above).Btw:
Maybe Jay Froscheiser from DTN Market access is following
thisthread. This problem with the IQFeed plugin underscores why
Istrongly argued for making IQFeed's API publically available
(withoutthe $300 licencse fee).Even though I'm busy with a lot
of other things I have to work on, Icertainly would be interested in
developing an own IQFeed plug-in forAmibroker which could also be
released to the public. (I would dothe plugin development
in Java, however, and TRY to do the integrationwith Amibroker via
Java's JNI interface, the latter would be thehardest part.)
What's more, the plug-in development could ideallyeven be an open
source project, hence allowing a peer review of thesourcecode and in
turn better elimination of bugs!).best
regards,Wolfgang S.Send BUG REPORTS to
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