Global investor, Thank you very much for your kind and informative reply.
ggoom --- In [email protected], "global_investor" <[EMAIL PROTECTED]> wrote: > > 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" <ggoom@> 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/
