One way I used in the past --which also cleans up bad quotes, is to update for the last 2 trading days each night.
BR, Dennis On Jan 9, 2008, at 3:07 PM, Scott wrote: > I was wondering if anyone else has had a problem with gaps in price > data > (missing ticks) (EOD data)? > > For example, I use amiquote to update my data (does not matter what > server - msn/yahoo/quote.com) - normally using the auto update menu > from > amibroker, and if one of the symbols fails to update (server timeout, > invalid response, etc.), and I do not notice it, or maybe there is not > even an error, I am now missing that tick. The next day I tell it to > update, and it works, it updates for that day, but I am still missing > the previous day. > > So picture that now I have prices from 1/1/08-1/7/08, but 1/8/08 fails > and is missing, but I have 1/9/08. > > This is causing real issues with my scanning scripts. > > Is there a way to try to ensure this will not happen? Like if > amiquote > would look at each symbol and check that it has the last date... > Or any other ideas? >
