I just gave up on SPY. It did not matter who provided the data, it was filled with spikes from late trade reports. I came up with all kinds of filtering ideas, but the best ones required tick data running in another chart feeding aggregated bars to the main chart. AB is just not set up to handle this arrangement efficiently.
I finally went to trading only ES data. I still trade with SPY and SPY options, but I don't feed that data to AB. I feed ES data to AB. The futures data providers have clean data in realtime. It has its own challenges for contract rolling and price offsets, but the trade signals can be used.
BR, Dennis
On Feb 12, 2009, at 12:48 PM, dingo wrote: KRAP! Not the answer I wanted to hear. Yeah, I forgot about splits - really makes the data not only useless but dangerous - same as spikes. It would be really, REALLY nice if we could get a way to do a "force backfill" via AFL. Since you can do it via a button in AB seems like it would be reasonably simple to add a way in AFL.. Sure hope TJ reads this... and then likes it enuf to add it. (Begging is not beneath me) d
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