|
PureBytes Links
Trading Reference Links
|
Hi Tomasz and others,
I am still looking for good reliable EOD data, but for right now... I'd like to be able to use my current IQFeed database. I have LOTS of stocks that have a hole between March 26 and April 30. E.g. One bar is March 26, the next bar is April 30. How can I backfill those? I tried to scan clicking the "backfill" button but it didn't work. Anyone has any idea?
Thanks,
Louis
2008/5/1 Tomasz Janeczko < groups@xxxxxxxxxxxxx>:
Hello,
It works with intraday AND with MIXED EOD/Intraday
mode.
With mixed mode available, it does not make any sense to use
"EOD" mode.
IQFeed plugin was never designed to be used in EOD
mode.
If you are after EOD work, you should better use cheaper
EOD-only sources that are way faster and
provide all US exchanges data without any limits.
----- Original Message -----
Sent: Thursday, May 01, 2008 5:05
PM
Subject: Re: [amibroker] Re: Backfilling
problem
Hi Tomasz, The video shows 1-minute settings; does it
mean DTN IQ Feed only works well with intraday data? Cause it's a mess
with daily data; errors, no-quotes, double-quotes,
etc. Thanks, Louis
2008/5/1, Tomasz Janeczko <groups@xxxxxxxxxxxxx>:
"Local database storage" **MUST BE** enabled when using
IQFeed!
Otherwise data are NOT stored ANYWHERE.
It is ABSOLUTELY CRUICIAL to follow EXACTLY all
instructions.
The following video shows EXACTLY how IQFeed database
should be set up:
Each and every step needs to be followed
precisely.
-----
Original Message -----
Sent:
Thursday, May 01, 2008 4:02 PM
Subject:
Re: [amibroker] Re: Backfilling problem
Hi,
But if I disable the save the database as local,
I don't see the charts automatically; will this affect the
backtest?
Louis
2008/5/1, onelkm <LKMCD1@xxxxxxx>:
Louis
That sounds like what I have encountered also. I believe it
is a
result of selecting "enable" to save the database as local in
the
database settings, but I have not disabled this feature to check
it
out. Not sure if it is something AB or IQ
controls.
Larry
--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@xxx> wrote:
>
> Hi,
>
> The problem happens when I don't backfill for some
days. If I scan
everyday
> with a force backfill I don't see a
lot of problem, but if I forget
to do it
> for some days then
the backfill is partial (e.g. only for some
days, and
> there
will be a hole of days/weeks between two bars one next to the
other).
> The big problem is that I used spx.xo as a reference
symbol and
there was
> such hole in the data (one bar was
March 26 or 27 and the next one
April 14)
> so each stock had
the same problem. So right now my database is
corrupted,
> and
I don't know what to do except to restart a new databse and
take
about 5
> hours to set everything. Maybe there is a simplier way
to do the
job?
>
> I wonder if this is a IQFeed problem
or an AB problem. If it is a
IQFeed
> problem, well I will
change data provider cause it is a big problem!
>
>
Louis
>
> 2008/4/29, onelkm
<LKMCD1@xxx>:
> >
> >
> >
Louis
> > I am also using IQ feed and have sometimes noticed
issues
> > backfilling. It seems to work ok for me when the
market is open,
> > backfills are less reliable when market is
closed which requires
> > forced backfills. Is your problem
happening primarily when the
market
> > is closed? are you
using intraday data or end of day?
> > Larry
>
>
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>,
"Louis
> > Préfontaine"
> > <rockprog80@>
wrote:
> > >
> > > Hi,
> > >
>
> > I have a big problem backfilling my quotes. I am with IQ Feed,
and
> > when I
> > > try to backfill the quotes
using a random formula with "Waiting
for
> > > backfill"
option ticked, there are three things that can happen:
> >
>
> > > 1) The backfill is ok (maybe 20%);
> >
> 2) I get only the last 5-6 days and there is a gap before
that;
> > e.g. one bar
> > > is April 04 and the
next bar is April 20. Very problematic.
> > (maybe
60%);
> > > 3) The last 5-6 days are all phony quotes; e.g.
the 5 days are
> > identical
> > > quotes with
exact OHLC (maybe 20%).
> > >
> > > This is a
big problem for me. Anybody has/had the same problem
or
> >
know how
> > > I can deal with this? (My guess is that
running the formula each
> > night
> > > could help
for point 2, but I am not sure for point 3.)
> > >
>
> > Thanks,
> > >
> > > Louis
> >
>
> >
> >
>
>
>
__._,_.___
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
![]()
__,_._,___
|