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I was wondering if anyone else has had a problem with gaps in price data
(missing ticks) (EOD data)?
For example, I use amiquote to update my data (does not matter what
server - msn/yahoo/quote.com) - normally using the auto update menu from
amibroker, and if one of the symbols fails to update (server timeout,
invalid response, etc.), and I do not notice it, or maybe there is not
even an error, I am now missing that tick. The next day I tell it to
update, and it works, it updates for that day, but I am still missing
the previous day.
So picture that now I have prices from 1/1/08-1/7/08, but 1/8/08 fails
and is missing, but I have 1/9/08.
This is causing real issues with my scanning scripts.
Is there a way to try to ensure this will not happen? Like if amiquote
would look at each symbol and check that it has the last date...
Or any other ideas?
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