ggoom, I don't know if you have followed earlier discussions about IQFeed. It is wellknown that IQFeed is (still) an unfiltered feed. Historical intraday time series, stored on the IQFeed servers, are calculated by tick data aggregation. Since the tick data is unfiltered, which means that it can include bad ticks, this results in historical minute data time series which can have a lot of erroneous bars, also referred to by many users as "spikes". In particular, IQFeed's historical minute data for very actively traded stocks often includes these "spikes".
As for historical time series with timeframe daily, they are not calculated by unfiltered tick data aggregation, therefore the data is much cleaner. Only the last (= rightmost) bar displayed in the Amibroker chart is calculated by aggregating all streaming quotes received during the trading session, which means that it can be wrong if Amibroker received some bad ticks. DTN's Jay Froscheiser has repeatedly promised improvements to IQFeed's historical server architecture for (more than) 2 years already. But nothing has happened so far if I'm not mistaken. I suppose that, as far as the API is concerned, things move only slowly too. Nevertheless, IQFeed is not totally bad, and it holds good promise if certain improvements are eventually implemented. Personally, I'd of course love to get much cleaner data, but at present I stick with IQFeed simply for the fact that I can watch the movements of a large number of stocks in realtime (using timeframe "daily", not intraday bars), for a much lower monthly price than a comparable Esignal subscription would cost. I do not do much minute data charting, given that I don't have the time for daytrading anyway. So whether IQFeed could be a feed for you, it depends on your exact requirements and trading habits. If clean data is important to you, for charting or to run trading systems, and if you don't need a high symbol limit, my recommendation would therefore be NOT to chose IQFeed right now and stay with Esignal for the time being. Hope it helps. -- In [email protected], "ggoom" <[EMAIL PROTECTED]> wrote: > > Global investor, > > Do you mean IQfeed is fine for intraday data usage? > I was considering moving to IQfeed (but stopped because of these > issues discussed here) and I only use minute bars in my chart and AA. > So I wonder whether you have some on-hand knowledge about it? > Thanks. > > ggoom > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
