|
PureBytes Links
Trading Reference Links
|
Steve,
I would like to know how I can decide if EOD data is clean or if
intraday data is up to the demands.
It is a subject that I don't see much quality discussion on.
For EOD data my best ideas so far are:
1) Data includes raw data - I can compare raw data to other providers
raw data - I can't compare it to an absolute benchmark because there
isn't one.
2) Data inlcudes a record of all split events and the corresponding
split factor I can check the event records independently and check
the math.
3) I can apply the split factor or see the results of it's
application so I can check the math.
4) The event calendar should inlcude non-trading days for the market
and stand down trading days for companies.
5) Data can be padded or unpadded (optional).
I can't think of any other way to measure data quality.
I don't think any data provider meets the criteria - maybe a few.
For intraday:
What could I possibly do?
Buy raw tick data from several providers, compare them for a
consensus and filter it myself ?
I am at a loss on that one.
Of course another option is to trade in such a way that bad ticks and
unclean EOD data don't affect the outcomes very much (that could be a
lot easier than the above).
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "scourt2000" <stevehite@xxx> wrote:
>
>
> Mark,
>
> No successful intraday real-time trader who does this full-time
would
> ever drop eSignal for Gary's new real-time service.
>
> It's a pennywise and pound-foolish decision.
>
> He's fine for clean end-of-day data. But he's way out of his
league
> for the demands of intraday real-time trading.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "MarkK" <MailYahoo@> wrote:
> >
> > Brian,
> >
> >
> >
> > So far I am very happy with the QP RT beta testing
> >
> > I believe that when it goes live they will be taking a lot of
> customers away
> > from the other services
> >
> >
> >
> > It is a much better value than other things out there, and so far
> the data
> > has been accurate
> >
> >
> >
> >
> >
> > MarkK
> >
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of brian_z111
> > Sent: Friday, February 15, 2008 7:47 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: AP's RT data feed - for MarkK
> >
> >
> >
> > > I am looking for an RT data provider. I used eSignal for a
couple
> > >of years, then quit and am ready to resart, but don't likr their
> > >fees.
> >
> > QuoteTracker and LiveCharts have the $60 and $20 version of
eSignal
> > if you don't mind less backfill and fewer symbols.
> >
> > I have read of a few issues with LiveCharts but surely we can
make
> it
> > work (a lot of the problems also came about because people still
> > wanted it free after it changed to pay for play a year ago - of
> > course it doesn't work if ou don't pay).
> >
> > A couple of users said it was slow - I don't know - I haven't
tried
> > it yet but I will.
> >
> > brian_z
> >
> > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com, "Ara
> > Kaloustian" <ara1@> wrote:
> > >
> > > Mark,
> > >
> > > I am looking for an RT data provider. I used eSignal for a
couple
> > of years, then quit and am ready to resart, but don't likr their
> fees.
> > >
> > > Would you elaborate a bit on AP. Never heard of them
> > >
> > > Tx
> > >
> > > Ara
> > > ----- Original Message -----
> > > From: MarkK
> > > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com
> > > Sent: Friday, February 15, 2008 3:36 AM
> > > Subject: RE: [amibroker] New EOD data feed other than Quotes
Plus
> > >
> > >
> > > Dan,
> > >
> > >
> > >
> > > I use QP for EOD data, and am happy with the fundamental data
> > that they provide. Not sure there is another service that offers
as
> > much in that area
> > >
> > > I also use Fast Track for EOD data. Some market internal data,
> > no fundamental data to speak of, however the data has been
cleaner
> > than QP EOD day data. For Mutual fund data not sure there is a
> > better service out there.
> > >
> > >
> > >
> > > Have been an e-signal subscriber for RT data now for 4 years. I
> > cancelled my subscription since they kept raising their prices,
and
> > went to IQ feed. Used them for a month then they raised their
> > prices. Luckily I was abe to beta test AP's RT data feed. So far
> > they have been very responsive on the changed needed to make it
an
> > excellent RT service, and at a reasonable price.
> > >
> > >
> > >
> > > I would suggest you get hold of Gary at QP and let him know
about
> > your issue. I would think you will become a satisfied customer
once
> > again
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > MarkK
> > >
> > >
> > >
> > >
> > > ----------------------------------------------------------
> > ----------
> > >
> > > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com
> > [mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com] On
> > Behalf Of Dan Clark
> > > Sent: Thursday, February 14, 2008 11:56 PM
> > > To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> ps.com
> > > Subject: [amibroker] New EOD data feed other than Quotes Plus
> > >
> > >
> > >
> > > I've been using Quotes Plus data for the last 2-1/2 years.
> > Overall, I've been very happy with Quotes Plus data and Gary
> Lyben's
> > (owner/president) responsiveness. That said.
> > >
> > >
> > >
> > > In the last few days, I've swapped several e-mails about a
minor
> > billing issue (credit card renewed with different number) with a
> > woman in his billing department. What should have been a very
minor
> > clerical issue left me feeling EXTREMELY angry and offended.
> > >
> > >
> > >
> > > I vowed to switch my data feed from Quotes Plus to another data
> > feed as soon as possible. This is a major issue for me because of
> > the amount of AFL recoding involved, but I can no longer do
> business
> > with Quotes Plus.
> > >
> > >
> > >
> > > I need some options for other EOD data feeds. What EOD service
> > are you using? What has your experience been? What are the
> > alternatives now?
> > >
> > >
> > >
> > > Thanks and regards,
> > >
> > >
> > >
> > > Dan.
> > >
> >
>
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/
|