[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Bad data with IQFeed?


  • Date: Tue, 02 Feb 2010 20:26:45 -0000
  • From: "kurasake" <kurasake@xxxxxxxxx>
  • Subject: [amibroker] Bad data with IQFeed?

PureBytes Links

Trading Reference Links

Hi.

I seem to be getting a lot of bad RT data with IQFeed.  Or more accurately, AB seems to be randomly popping in bad data.

The problem is that every now and then, while I'm clicking through symbols in my watch list in a "daily view", I'll suddenly see either abnormally high volume or abnormally low or high values suddenly appear when they weren't there when I last looked at the symbol just a few minutes earlier.  These weird data points can be "fixed" if I do a "Force Backfill" but the problem happens quite often and makes browsing though symbols a problem.

What's also wierd is that if I switch from "Daily" view to "1-minute interval" view and I see the weird data and hover over the data with my mouse and get the time stamp of the data, the "bad" data does not appear in the Quotations Editor.  So for example, I'll switch to 1-minute view, see the abnormally high volume spike, see the time stamp as "3:00:00pm" as well as the bad data readings via the hover/pop-up, then I'll switch to the quotations editor only to see that the data in the quotations editor is correct.  This leads me to believe that the data coming in from IQFeed is fine and that it's AB that's doing something weird.

Also, just to note, there can be more then one "weird" data point in a single symbol and it's never been the latest tick

The problem seems to have appeared within the last few weeks or so.  I'd been using this RT IQFeed and AB combo for a few years now without problem.

I've tried flushing the cache, in "Database Settings" several times as well as creating a new database, restarting AB after each flush etc.  My database settings are "125000" for "Number of Bars" with a base time interval of "1 minute" and intraday settings of "Show Day Session Only" and "Allow mixed EOD/Intraday Data"

I'm using the latest (non-beta) version of AB and the latest IQfeed client on a WinXP Pro with 4 gigs of ram, >500gigs of HD space on an Intel Core i7.

Any help would be appreciated.

Thanks.




------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    amibroker-digest@xxxxxxxxxxxxxxx 
    amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/