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[amibroker] Re: intraday data missing bars



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At first, thanks,

furtherly,
1. how to scan to make sure AB import data is correct? in other word,
do you compare the different datasources AB imported? If so, that is a
pretty heavy task for each day. And if it do find out sth missed, how
to repair it? must not be manually

2. do you think QT's semi realtime intraday data is as good as other
intraday data after market close such as from quote.com?




--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> AB only stores data that is there. If there were no trades for those
> times then there will not be any data stored.
> AB shows what data there is on the screen, so if no data then no bars.
> 
> If on the other hand you knew tha there were trades at those times
> then it means that AB did not import the data. I run a scan over all
> the stocks to make sure that AB imports the data. I also turned off
> theoptimised retrieval of data in the databse settings as this limited
> data im porting to the most recent in QT and not all of the days data.
> 
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
> 
> 
> 
> On 12/1/05, jnz88 <jnz88@xxxx> wrote:
> > I use QuoteTracker plugin to import intraday data and notice that, for
> > some stocks, especially the ones are not actively traded, there are
> > often missing several bars in between.
> > For example,(just an example)
> > FFIV    11/29/2005 9:48:00 AM   52.15   52.19   52.19   52.1    2100
> > FFIV    11/29/2005 9:47:00 AM   52.18   52.11   52.3    52.11   10574
> > FFIV    11/29/2005 9:45:00 AM   52.19   52.13   52.22   52.01   8892
> > FFIV    11/29/2005 9:44:00 AM   52.17   52.18   52.23   52.14   3499
> > FFIV    11/29/2005 9:42:00 AM   52.22   52.2    52.25   52.12   10782
> > FFIV    11/29/2005 9:41:00 AM   52.23   52.19   52.23   52.18   4003
> > FFIV    11/29/2005 9:38:00 AM   52.19   52.23   52.23   52.19   1100
> > FFIV    11/29/2005 9:37:00 AM   52.23   52.25   52.25   52.11   7200
> > FFIV    11/29/2005 9:36:00 AM   52.25   52.35   52.37   52.1801 4519
> >
> > There is no data for the periods 9:43:00 AM, 9:39:00 AM and
9:40:00 AM.
> >
> > My questions are:
> > 1. Do you think the row for 9:41:00 AM cover all the missing period
> > from 9:39:00 AM to 9:41:00 AM?
> >
> > 2. Is amibroker able to handle the situation like this where there is
> > missing bars? in other word, do I need to repair the data with the
> > missing bars?
> >
> > thanks,
> >
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
>






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