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FYI, the NYSE and AMEX high/low daily data are especially dirty. If you
trade the QQQ based on daily data from HB, watch out.
-----Original Message-----
From: Bilo Selhi [mailto:biloselhi@xxxxxxxxxxx]
Sent: Monday, March 18, 2002 8:11 PM
To: Volny; Todd Hoff
Cc: omega-list@xxxxxxxxxx
Subject: Re: history bank data
take a look at 1 min:
- coffee, been oil, crude, cotton, live cattle, nq, etc...
- csco, msft, orcl, qcom...
- some ny stocks...
you'll see bad ticks everywhere...
also there are plenty of time gaps in data...
and NO, historybank does not get cleaned up in the future...
bilo.
ps. i have about 4G of futures, indicies and stock data
from historybank in 1 min resolution in the server folder and
i use TS 5.0 + historybank data primarily to>>>>>>>>>>
***model BAD TICK FILTERING*** :-) ... that's all it's good for.
hey, at least it gets used for a good reason...
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