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RE: [amibroker] OT: Data (Was: Need to fix Database - recommendations wanted)



PureBytes Links

Trading Reference Links

I am not a fan of esignal either - DTN is worse. In 'brisk' markets (not
fast)  there data lags IB considerably. I guess esignal are concidered
'cheap' (haha) compared to 'professional' feeds.

Cheers.

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Yuki Taga
Sent: 23 May 2006 07:26
To: MailYahoo
Subject: [amibroker] OT: Data (Was: Need to fix Database - recommendations
wanted)

Hi MailYahoo,

Tuesday, May 23, 2006, 1:23:07 PM, you wrote:

M> You get what you pay for when it comes to data

Not always.

I will be dumping eSignal in six weeks, after giving them a full year to get
Tokyo data correct.  Their last trick, this month, was inserting phantom
trade dates into the data -- days when the market was locked and closed.
This comes amid a consistent inability to get the opening prices correct, in
a market that has one and only one opening price.  My eSignal database is
riddled with errors.

Their support claimed to have fixed the problem, but a force backfill shows
otherwise.  Their support no longer even replies to e-mail.

I don't know what an "allowable fudge factor" would be for data accuracy,
but I do know two things:  1) eSignal is *way* over what any reasonable
person would consider "allowable", and 2) *much* cheaper data sources seem
to have no problems approaching 100 percent correct.  One does *not*
necessarily get what one pays for.

Yuki



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