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I guess we are better off to trust the ASX file .... so if we assume
their corrections are spot on, and you enter all clean 24 hour data
by date (sounds like you have done that) then just use AB's built in
database settings >> intraday settings to view 24 hours or market
hours only ... this works fine for me and you can have the best of
both worlds.
> gawk and bash under cygwin, i can send the scripts to you if you are
> interested.
Thanks that would be good - might help me with my programming
education.
brian_z111|asat|yahoo.com
Interesting example in the US, last night, of how the goal posts are
shifting .... formerly a daily bar was market hour data only and
nothing else mattered.
Citigroup (C) traded up from 3.48 to 4.52 in overnight trading ...
then drifted a bit to open at 4.29 and then traded sideways during
market hours to finish at 4.17
This only happens in the hot US stocks but it changes the meaning of
daily bars.
C is in the top ten US stocks for vol at the moment and this is where
the O'nite action seems to happen.
(one the US opens this list will be populated with high vol stocks)
http://finance.yahoo.com/actives?e=us
The open gap on the intraday chart was actually o'nite trade.
http://finance.yahoo.com/q/bc?s=C&t=5d
--- In amibroker@xxxxxxxxxxxxxxx, "elegalpublishing"
<mark.a.brand@xxx> wrote:
>
> Hi Brian:
>
> Thanks a lot for your response, its good because you made me
actually
> count the out of hours volume which i had not actually done prior.
As
> you found it is about 2% which I can live with.
>
> <snip>
> I seem to recall adding the out of hours vol and it came to
approx
> <2% of daily vol ... is that what you get?
> </snip>
>
> One example i did was 4M on 114M total volume
>
> <snip>
> are you massaging the data into 1 min bars before importing into
AB?
> </snip>
>
> yes
>
> <snip>
> - briefly what language are you using and how are you going about
it?
> </snip>
>
> gawk and bash under cygwin, i can send the scripts to you if you are
> interested.
>
> <snip>
> If that is what you are doing then it could be a good idea because
> the pre-market data contains trade corrections from previous days
> and I found I had to delete all of that because it wasn't palatable
to
> AB's import method.
> </snip>
>
> I clean all this before import into AB.
>
> <snip>
> Have you successfully imported any of the data into AB in the
tick
> format?
> </snip>
>
> Yes, no problems with that.
>
>
>
>
> This is solved for me - I will just ignore out of hours volume.
>
> Thanks again Brian.
>
> Best Regards
> Mark
>
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