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One way I used in the past --which also cleans up bad quotes, is to
update for the last 2 trading days each night.
BR,
Dennis
On Jan 9, 2008, at 3:07 PM, Scott 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?
>
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