[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: AB Newbie-Need help choosing data provider



PureBytes Links

Trading Reference Links

Here is the message from DTNIQ about their new longer backfills (I got this from another forum so please confirm):

"... users now have access to over 8 months of minute bars on nearly every symbol IQFeed carries. Plus, for the most heavily traded Emini contracts (@ES#, @NQ#, @YM#, etc), we have up to 1.5 years of minute data now available ..."

In the past they had the reputation of feeding raw intraday data (with all out-of-sequence trades and other data spikes) and as we can see from Chuck's comments not much has been improved in this area.

Then again, the spikes might be filtered with some instruments, like futures. For example, I use MyTrack feed with my "other charting software". Their US stock and some commodities data is full of spikes but ES, NQ, YM, US indexes, QQQQ and Canadian stocks are spike free.

Lester


--- In amibroker@xxxxxxxxxxxxxxx, "Charles J. Dudek" <trader@xxx> wrote:
>
> I dropped eSignal because of all of their recent problems that I heard
> were due to server migration, so I'm hoping that's temporary.  DTN is
> a lot cheaper, but it's loaded with weird ticks that plays hell with
> my charts and scans.  Sure you can "force backfill" to get rid of
> them, but that gets old after a while.
> 
> Is there any way AB can filter out these ticks BEFORE they get saved
> to the database or a way to otherwise deal with them efficiently?
> 
> Has anybody tried Quotes Plus lately?  I think they were acquired by
> eSignal not long ago.
> 
> Chuck
>



Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.441 / Virus Database: 268.17.37/682 - Release Date: 2/12/2007 1:23 PM