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Re: [amibroker] Re: AP's RT data feed - for MarkK



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Bill
 
----- Original Message -----
From: "brian_z111" <brian_z111@xxxxxxxxx>
Sent: Friday, February 15, 2008 12:35 PM
Subject: [amibroker] Re: AP's RT data feed - for MarkK

> 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.
>> > >
>> >
>>
>
>
>
>
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