|
Hi Dan,
Yes, stale quotes is the problem. I cobbled together a solution
to identify these today (attached exploration), perhaps something like
yours. It checks today's close vs. the close X periods ago, X*2 periods
ago, X*3 periods ago and X*6 periods ago. Hopefully this spot check on
several different days will prevent the deletion of a chance match between only
2 days. If there is an identity match, the ticker is selected and can be
sent to a watchlist for deletion (Symbols-->Organize Assignments
-->Watchlists --> #50 -- highlight all and delete). I get 105
symbols when set to either 30 or 20 day base periods, 106 symbols when set to a
10 day base period and 115 symbols when set to 5 day base period. At the
shortest periods you do detect symbols that have stopped trading because of
mergers, delisting, or whatever that QP hasn't killed them yet, but you also
start hitting the very thinly traded stocks, that may not have a price change
because they only trade a couple times a week or have very low volatility.
If one is interested in these then caution and eyeball checks should be done on
them before deleting the lot.
I don't know how your exploration was structured, however HBX and IKAN
are new issues that just started trading and only have under 3 days of
data (at least according to both QP and TC2005, I didn't check the SEC or
elsewhere).
Peace and Justice --- Patrick
----- Original Message -----
Sent: Sunday, September 25, 2005 1:49
PM
Subject: RE: [amibroker] 47 Missing
QuotesPlus Index Symbols and Auditing QP Data
Bob,
I wish I could agree with
you. I got the same results as Patrick.
I deleted the symbols below and
then retrieved Common Stocks, Indices and Sector/Industry groups from
QP. The bad tickers reappeared. The problem is that the DO have
quotes, but the quotes are stale.
I ran a scan to find all symbols
whose prices have not changed in the last year. I got the tickers
below.
Regards,
Dan.
BMY P
CTN K
GAB
RW
HBX
HNZ P
IKAN
LC02K
LE10K
LE11K
LE12K
LE1YK
LE1ZK
LE2 K
LE2AK
LE2BK
LE2CK
LE2DK
LE2EK
LE2FK
LE2GK
LE2HK
LE2IK
LE2JK
LE2KK
LE2LK
LE2MK
LE2NK
LE2OK
LE2PK
LE2QK
LE2RK
LE2SK
LE2TK
LE2UK
LE2WK
LE2YK
LE2ZK
LE3 K
LE3AK
LE3BK
LE3CK
LE3DK
LE3EK
LE3FK
LE3GK
LE3HK
LE3IK
LE8QK
LE8RK
LE8SK
LE8TK
LE8UK
LE8VK
LE8WK
LE8XK
LE8YK
LE8ZK
LE9 K
LE9AK
LE9BK
LE9CK
LE9DK
LE9EK
LE9FK
LE9GK
LE9HK
LE9IK
LE9JK
LE9KK
LE9LK
LE9MK
LE9NK
LE9OK
LE9PK
LE9QK
LE9RK
LE9SK
LE9TK
LE9UK
LE9VK
LE9WK
LE9XK
LE9YK
LE9ZK
LF5TK
LF5UK
LF5VK
LF5WK
LF5XK
LF5YK
LF5ZK
LF8AK
LF8BK
LF8CK
LF8DK
LF8EK
LF8FK
LF9RK
LF9SK
LF9TK
LF9UK
LF9VK
LF9WK
LF9XK
LF9YK
LF9ZK
NBI K
PLR
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:
http://www.amibroker.com/support.html
SPONSORED LINKS
YAHOO! GROUPS LINKS
|