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

[amibroker] Re: Can't edit Quotes


  • Date: Thu, 18 Feb 2010 17:38:52 -0000
  • From: "nx.trader" <nx.trader@xxxxxxxxx>
  • Subject: [amibroker] Re: Can't edit Quotes

PureBytes Links

Trading Reference Links

I have a method to edit quotes that I use with IQFeed RT data.  I too was unable to use the quote editor to update quotes for obviously bad data from IQFeed.  It is silly that AB won't let you have some sort of override feature in the quote editor to handle bad data.  It was truly annoying to have a single quote of say 0 or 20000 make the entire series unviewable for many surrounding bars - daily and weekly not being viewable at all.

Anyhow, what I do is create a single CSV file for each database (I have 5 minute and 15 minute databases).  Then in AB I identify the bad quote locations visually looking at the lowest timeframe for the database.  Then I enter a line in the CSV file with the following fields: symbol, date M/D/Y, 24 hour time, O, H, L, C, V.  I put corrective values into the fields (or just make a best guess).  Once you have this file, you can use the import wizard to create a import profile for this type of file (save the format with some obvious name).  Make sure you set the date and time formats correctly for this profile.  After that, you can import that file anytime to fix up known bad data from the data provider using the saved format and Import Ascii in AB.  With this method, you can freely Force Backfill all you want and then just re-import the fixup file to fix all the known problems.  I just add new items to this file as I find them.  

Try it out on a single quote first to make sure you got the format right.

Although I have not tried it, I think that you could use this method to update the last few bars of the database in RT.  You might have to re-import the fixup file again though for these the next session as the last few bars are pulled again.





--- In amibroker@xxxxxxxxxxxxxxx, "Randy" <BlakeRandy@xxx> wrote:
>
> I have an obvious bad quote on symbol UUP from IB on 9/21 at 8:58 am.
> 
> Using 5.29.2 beta and I can't seem to edit the bad 1 min quote.
> 
> I change it in the edit quote window but it won't take.
> 
> Any suggestions?
>




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

**** 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/