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Thks Tomasz - excellent article - you saved my tired old legs some
walking.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> It means that they send raw stream without processing.
> This means that you may get:
> a) out-of-order tick
> b) bad tick (incorrect price due to errors).
>
> Some other feeds implement tick processing that in general means
> filtering out ticks under some criteria
>
> More on bad ticks, filtering etc, here:
> http://www.tickdata.com/pdf/Tick_Data_Filtering_White_Paper.pdf
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "dave_88_1961" <dave_88_1961@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, February 13, 2008 9:00 PM
> Subject: [amibroker] Re: IQ Feed
>
>
> >
> > You should call up IQ Feed and ask them what exactly they mean by
not
> > having a bad tick filter.
> >
> > Sounds a lot worse than it is.
> >
> > Dave
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
> >>
> >> Anyone using IQ Feed (real time)
> >>
> >> From Amibroker web site, they apparently do not have a bad tick
> > filter.
> >>
> >> Any problems because of this?
> >>
> >>
> >> tx
> >>
> >> Ara
> >>
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
>
Please note that this group is for discussion between users only.
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