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I am looking for feedback based on personal experience with various RT
Data vendors. I have noticed most often the value initially reported as
the market open changes later after refreshing the backfill data. This
is causing me to miss profit oppurtuniites as well as hitting stop loss
prematurely.
I am presently using IB to feed RT data into Amibroker. Database is
setup as a 1 minute base time interval. My trading technique requires an
accurate report of each day's market open.
Rather then de-tune my setup and loose efficiency in my system I would
like to know if eSignal, IQFeed or some other vendors are able to
provide an accurate market open duiring live data feed. Or do they all
have 'corrections' to the market open which are adjusted by later
backfills?
Here's the present rutine:
1. Start up TWS about 1.5 hours prior to market open
2. Start up Amibroker RT database
3. Backfill essential symbols
4. Wait for market to open and place my orders within 1-3 minutes after
the market opens.
One thing I havn't tried yet is to wait 1-2 minutes after market open
and force a backfill. I'll try it out next week and if that does the
trick I will have a temporary solution.
Thanks for taking the time to respond.
Pete :-)
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