|
Even though it was written for real-time trading, you may want to read
http://www.amibroker.org/userkb/2007/06/26/data-holes-in-real-time-trading/
I wouldn't know how to fix the down loads, but a first step would be awareness, i.e. know the holes are there.
best regards,
herman
For tips on developing Real-Time Auto-Trading systems visit:
http://www.amibroker.org/userkb/
Wednesday, January 9, 2008, 3:07:00 PM, you wrote:
> 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?
> 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/
>
__._,_.___
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
![]()
__,_._,___
|