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eSignal also does not backfill "periodically".
So if you are watching chart in eSignal you also won't see the fix until chart is
closed and re-opened.
>From technical standpoint it would cause huge traffic if all symbols were
constantly backfilled. Actually eSignal docs for developers specifically
FORBID such actions and they warn that applications that do so would
not be authorized to use the feed AND the user's account will be blocked.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
To: "Tomasz Janeczko" <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 25, 2005 11:34 AM
Subject: Re: [amibroker] data feed price differences
> Hi Tomasz,
>
> Okay, TJ, I understand. But for the fixing of bad ticks, which
> apparently eSignal makes an attempt to do, is there any solution
> other than a symbol-by-symbol 'force backfill'?
>
> In our case over here, there are really no pre- or post-market ticks
> to consider. (Such will not always be the case, I'm sure; even now
> some brokers offer a "moon service", but based on the ridiculous
> spreads, I'm not sure who is "mooning" whom.) ^^_^^ Nobody really
> considers this a serious market -- maybe it would be an escape hatch
> if there was some overnight terror, assassination, or something.
>
> In any case, eSignal gets the daily high or low wrong sometimes, and
> it seems this often happens when the daily high or low is made in the
> first minute (so it's in the first bar of my database). They often
> subsequently fix it. But unless I catch it, I don't know to do a
> force backfill, later. I have a 200-symbol subscription. It would be
> so nice if I could periodically force backfill on all of them, and
> know that my data in my intraday database is at least as good as
> eSignal's. Unless I happen to catch the bad tick, my data in AB is
> *not* as good as eSignal's, though. This is a real shame, because AB
> is by far the better platform for viewing and testing the data. But
> if the data is bad . . . it doesn't really matter what platform you
> are using to view or test it, right?
>
> Yuki
>
> Thursday, August 25, 2005, 6:15:10 PM, you wrote:
>
> TJ> Yuki,
>
> TJ> While bad ticks present a problem, the difference the other user pointed out
> TJ> is not coming from bad tick but from the fact that he is using different data
> TJ> in eSignal and different in AB. eSignal when switched to DAILY mode always
> TJ> shows "official" daily quotes without pre/after hour market trading and exactly
> TJ> as they were published by the exchange.
> TJ> Such quotes can be obtained in AMiBroker when you create database
> TJ> with
> TJ> BASE TIME INTERVAL
> TJ> set to "DAILY".
>
> TJ> These quotes are however different from intraday data. You can easily
> TJ> check it in eSignal itself by taking a note of open price in 1-minute chart
> TJ> at 9:30 and then switching to DAILY chart.
> TJ> These two numbers would be different in most cases.
>
> TJ> The reason for that is that minute data are created by eSignal from incoming
> TJ> data tick stream. "Official" exchange open is sent as arbitrary number by exchange.
> TJ> They may or may not match the tick that was that was streaming exactly at 9:30
> TJ> (due to delays and/or timing problems that may occur all the way from the exchange to tick server).
>
> TJ> If you are using 1-minute database base time interval and display daily chart
> TJ> you are getting daily chart created by time-compression of intraday data which may
> TJ> include pre/after hours data and are prone to those differences mentioned above.
>
> TJ> The same differences can be observed by comparing open and close prices of first
> TJ> and last bar during trading hours on intraday and EOD chart using eSignal.
>
> TJ> Best regards,
> TJ> Tomasz Janeczko
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
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>
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