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One thing I learned about Qcom data recently (many
thanks to the qcharts discussion at yahoo) is that the
intraday data is cleaned up as far as bad ticks are
concerned but the daily data is not. If you require
daily data request it in the form of 390 minute
intervals and you will get a cleaned up daily interval
set of data.
Their customer service is largely non-existant and you
have to download third party apps (free) from the
discussion site and monitor the discussions just to
find out which servers are working and to assisit in
logging in. Occasionally their service is out for days
at a time.
The plus side of the equation contains the following
factors: their data is compressed and loads of
intraday history (years worth) will come down the pipe
rather quickly, they have an Excel link that works
well, and you can request any interval you want, I
like to use intervals that divide evenly into the 390
minute trading day that I am researching, Ie;
1,3,5,6,....65, 78, etc., no "fractals" in other
words. They do that for me, the convenience factor at
that point is muchly appreciated, I can grab just what
I need and pretty much when I need it and maintain no
data at all on my hard drive. Going to the Global
Server is actually going to be a step backwards in
that regard.
As to the accuracy of the intraday data I would like
to see postings from anybody that has some knowledge
about it, so far I have assumed they had problems in
that area and have gone towards a slower tech analysis
interval than I would like perhaps, in order to
hopefully put the innacuracies down in the noise. I'm
kind of on the verge of going from researching to
trading and am edgy about continuing with Qcom's data.
Later
Max
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