[amibroker] IQ data holes for illiquid symbols in portofolio backtesting

["loveyourenemynow" <loveyourenemynow@xxxxxxxx>]

I have realized that IQ data skips bars for illiquid symbols(if there
is no trade I guess), so that c[i] and c[i+1] in minute time frame for
example could correspond to an actual time difference of 5 or even
more time.
If I backtest a portfolio this will imply that I am looking a
different times for different stocks depending on their data availability.
For example 

c[100] is at timenume()==132200 for sym1 
c[100] is at timenume()==132700 for sym2

timenum() is not valued on per symbol bases, so I wonder what does it
return when is called in these cases.

The consequence is that the backtesting would be totally unreliable.
Compressing data at longer time scales should fix, but still depending
on the liquidity I would not now at what scale to go, and I am not
sure how IB would deal with compression in such a scenario.

Anybody had the same problem?

Thanks
Ly






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