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[amibroker] IQFeed Data Hole and Limit for NYSE Adv/Decl


  • Date: Wed, 24 Feb 2010 14:17:27 -0000
  • From: "progster01" <progster@xxxxxxxxxxxxxxxxxx>
  • Subject: [amibroker] IQFeed Data Hole and Limit for NYSE Adv/Decl

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Hi all.

FYI, I have discovered, and confirmed with IQFeed Support the following limitations in their EOD data for NYSE Advancers and Decliners (IQFeed:  IINA.Z  IIND.Z):

Between mid-2002 and mid-2005 closing values only are offered (instead of OHLC), and there is no data on NYSE Advancers and Decliners at all prior to May 2002.

(Picture here .)

I admit that I rather expected any modern feed to be deep and complete with basic EOD market statistics.  (Live and learn ...).    Now I and a client are forced to find another data source to do what we want to do.

I'd welcome testimonials from users of other EOD feeds as to their historical depth and completeness.  Thanks!




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