|
PureBytes Links
Trading Reference Links
|
Hi Tomasz,
No, I'm not mixing anything. This much I know what I'm doing.
I finally looked at the eSignal 1minute bars (their own application).
Sure enough, they have a batch of Opens that don't agree with their
own EOD bars. This is a problem they claimed was solved, and I was
just about ready to believe them.
The problem is apparently wide and deep tonight, as even the daily
sums of all volume from the 1minute bars tonight (calculated
automatically by AB, I did not go into the eSignal application and
count 1minute volume bar-by-bar of course) often does not match the
volume for the day that the EOD data (in a completely different, EOD
database) gives me.
Normally, those totals would match perfectly of course -- AB 1minute
database viewed in daily time frame would give me the same number for
volume (the daily total) as an EOD database would give me. If they
are different, the data for one of them is incorrect, speaking about
the Tokyo Stock Exchange only.
The problem is ... how can I correct a massive attack of bad data
like this? The Quote Editor is fine for the occasional small error,
but quite not the tool for deleting a full day's worth of 1minute
data for many symbols. Besides, I don't know when (or if) eSignal
will accomplish the cleanup, so even if I was able to rapidly delete
a lot of bad data at once, it might come right back again on the next
backfill.
I would say, offhand, that perhaps 10 to 15 percent of my eSignal
data today is bad. It's one of the worst performances that I have
seen.
Best,
Yuki
Tuesday, March 20, 2007, 10:20:52 PM, you wrote:
TJ> Yuki,
TJ> Apparently you are mixing things.
TJ> To get EOD data in AmiBroker from eSignal you have to
TJ> have Base time interval set to "EOD" in File->Database Settings
TJ> If Base time interval is NOT EOD, then you do not use EOD data,
TJ> you are using compressed intraday data instead. Compression uses
TJ> your individual intraday settings.
TJ> Explained in the KB.
TJ> http://www.amibroker.com/kb/2006/03/19/how-does-the-daily-time-compression-work/
TJ> To compare you would need
TJ> to display INTRADAY data in eSignal as well.
TJ> Best regards,
TJ> Tomasz Janeczko
TJ> amibroker.com
TJ> ----- Original Message -----
TJ> From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
TJ> To: <amibroker@xxxxxxxxxxxxxxx>
TJ> Sent: Tuesday, March 20, 2007 11:07 AM
TJ> Subject: [amibroker] data conflicts only apparent in AB
>>I have three independent EOD data sources, and they agree with each
>> other nearly 100 percent.
>>
>> Today, I have numerous erroneous data problems in the eSignal
>> database, but when I open up the native eSignal application, its EOD
>> data agrees with my other EOD data sources, but not with what AB is
>> showing me.
>>
>> Can anyone explain why this happens? If eSignal indeed is correcting
>> data after the fact on its servers, but a force backfill on all
>> symbols is not possible, it really presents a problem, doesn't it?
>>
>> I'm at a loss to explain how this happens, or as to the most
>> efficient way to fix numerous errors like this once they become
>> apparent. This does not happen often, and eSignal *seems* to have
>> gotten better recently. However something went dreadfully wrong
>> today.
>>
>> Yuki
>>
>>
>>
>>
>> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> http://www.amibroker.com/devlog/
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>> Yahoo! Groups Links
------------------------ Yahoo! Groups Sponsor --------------------~-->
Transfer from your equities account.
Receive up to $1,000 from GFT. Click here to learn more.
http://us.click.yahoo.com/aZttyC/X_xQAA/cosFAA/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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> 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/
|