|
PureBytes Links
Trading Reference Links
|
thx!
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> 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@xxxx> 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
> >
> >
> >
> >
> >
> >
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|