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The data is only what the data supplier forwards which is only what
the exchange dishes out. QT is only the platform to get the data, the
actual data I get from my brokers via QT.
I only have live my watchlist basket of stocks that am currently
trading otherwise the gathering of data would take a long time and be
very high in bandwidth. At end of each day I backfill all the stocks
worth while for the exchange (liquidity measures) This then overwrites
the data gathered during the day ensuring I ahve no gaps in case
something was missed. eg if your internet connection went down or even
just a connection glitch or the data supply went off line. This often
happens.
Cannot answer if QT method is better or worse thanh any other. I would
like streaming data but am not prepared to pay for it and do not trade
enough to warrant it
--
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@xxxxxxxxx> wrote:
> 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
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
>
>
>
>
>
>
>
> 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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