[amibroker] Anyone having problems with IQFeed data?

["dwrowley_2000" <dwrowley@xxxxxxxx>]

I have a system that has been running perfectly for the last few months, but then yesterday it started showing a strange problem.  I use a 15-minute database, and part of my system uses a composite indicator that is run against a list of stocks.

Just yesterday, I started seeing timestamps on quotes within Amibroker that weren't on 15-minute boundaries (ie. 10:32AM, etc.)  I can believe that certain stocks don't trade until a couple of minutes into the bar, but I thought AB was supposed to always align the data so that it would show as a bar time of 10:30AM.

Also, when I run the composite, it seems like each bar of the resulting composite is stamped with the latest time within that bar of the data on which it is run (that is, if 10 stocks show an opening value at 10:30, 5 at 10:31 and 3 at 10:32, then the composite indicator will show a timestamp for that bar of 10:32 (the latest time)).

Any ideas why this is happening, and why it just started in the last day or so?

I'm using AB 5.26, but this new bad behavior is the same now on 5.20, 5.29, etc.

I've tried 4.6.1.0 as well as an old 4.4.0.3 client - no change

Here are a couple of images to explain:

Shows problem composite indicator -- time of bar shows as 10:33
http://img.skitch.com/20100121-1q2sefe3634jh8g3rbq17uqdcs.jpg

And a dump of one day's data for the composite indicator:
http://img.skitch.com/20100121-drb1rbajcaxnrparxhd77hrmt4.jpg

Any ideas?  Pointers, suggestions, much appreciated.

Regards,
David



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