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Re: [amibroker] data feed price differences



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Hi Tomasz,

Yes, it is quicker, but that is not my point.  I am taking this up
with eSignal, a CC of which I sent to you.

The point is that, using eSignal's own software, eventually you get
corrected data, even if you were unaware of any original error. Using
third party software -- because of eSignal's restrictions -- one does
not get the corrected data unless A) it is less than 3 bars old, or
B) the user is aware of the bad data, and does a single-symbol force
backfill.

The problem is that it is basically impossible to monitor every
one-minute bar on 200 symbols every day.  And where there is one bad
tick that gets noticed, it's highly likely that there are others that
slip by under the radar.

So I think there needs to be a way for third party application users
to do a universal force backfill -- in some restricted way so that
eSignal's network doesn't suffer from too much of it.  Then, third
party application users could receive corrected data in cases where
they were unaware of the bad data in the first place. I suggested to
eSignal that they might allow third party programmers to write a
universal force backfill feature into programs, but with some
limitations on how often it can be run.  Once a week, for example,
would probably satisfy most people.

It seems to me that, if one is unaware of bad data, and does not
force backfill within three bars (I think we are talking about
one-minute bars in most cases, aren't we?) an AB user will not get
corrected data from eSignal.

No question in a single instance of one bad tick that a user is aware
of, your single-symbol force backfill is the easiest solution.

My worry is, where there is one bad tick, there are more, and I
cannot be expected to spot them all every time.  That task is
virtually impossible.  So I want to "clean" the data periodically, to
get it to agree with any unknown corrections made by eSignal. At
present, due to eSignal's restriction, that means 200 separate
symbol-by-symbol force backfills.  Taking eSignal's network needs
into consideration, I'd like to be able to do it, once a week or once
a month, as a one step process.  I well understand why they wouldn't
want all their users doing it all the time.

Do you see my concern?  Am I being unreasonable?  I understand that
eSignal will need to cooperate for anything like this to come about.

Yuki

Thursday, August 25, 2005, 10:56:01 PM, you wrote:

TJ> Yuki,

TJ> I don't understand what is your point.
TJ> In eSignal own app using 1-minute data you also will NOT get fixed quotes
TJ> UNTIL YOU CLOSE THE CHART AND RE-OPEN IT.
TJ> You won't see any notification nor nothing about bad tick.
TJ> All you can do is to notice it by your own eyes.

TJ> So what is a big deal about clicking right mouse button and choosing
TJ> "Force backfill". I belive that it is QUICKER than closing and re-opening chart in eSignal.

TJ> Best regards,
TJ> Tomasz Janeczko




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