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I
whole heartedly agree. Your time is far better spent developing the software
that puts food on your table. We have options for data feeds. No one should
expect that AB offers a data feed to every vendor . You have spent 2 days
writing and re-writing a plugin to fix a poor quality data provider and have
your self said only 6 users are utilizing it. The group has over 2000 members
and I assume there are more who do not join our group. Move on
TJ.....
Regards,Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: dingo
[mailto:dingo@xxxxxxxxxxxx]Sent: Tuesday, April 20, 2004 9:15
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Re: IQFeed plugin version 1.5.1 released
<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
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