Steve, I would like to know how I can decide if EOD data is clean or if intraday data is up to the demands.
It is a subject that I don't see much quality discussion on. For EOD data my best ideas so far are: 1) Data includes raw data - I can compare raw data to other providers raw data - I can't compare it to an absolute benchmark because there isn't one. 2) Data inlcudes a record of all split events and the corresponding split factor I can check the event records independently and check the math. 3) I can apply the split factor or see the results of it's application so I can check the math. 4) The event calendar should inlcude non-trading days for the market and stand down trading days for companies. 5) Data can be padded or unpadded (optional). I can't think of any other way to measure data quality. I don't think any data provider meets the criteria - maybe a few. For intraday: What could I possibly do? Buy raw tick data from several providers, compare them for a consensus and filter it myself ? I am at a loss on that one. Of course another option is to trade in such a way that bad ticks and unclean EOD data don't affect the outcomes very much (that could be a lot easier than the above). brian_z --- In [email protected], "scourt2000" <[EMAIL PROTECTED]> wrote: > > > Mark, > > No successful intraday real-time trader who does this full-time would > ever drop eSignal for Gary's new real-time service. > > It's a pennywise and pound-foolish decision. > > He's fine for clean end-of-day data. But he's way out of his league > for the demands of intraday real-time trading. > > > --- In [email protected], "MarkK" <MailYahoo@> wrote: > > > > Brian, > > > > > > > > So far I am very happy with the QP RT beta testing > > > > I believe that when it goes live they will be taking a lot of > customers away > > from the other services > > > > > > > > It is a much better value than other things out there, and so far > the data > > has been accurate > > > > > > > > > > > > MarkK > > > > > > > > _____ > > > > From: [email protected] [mailto:[EMAIL PROTECTED] > On Behalf > > Of brian_z111 > > Sent: Friday, February 15, 2008 7:47 AM > > To: [email protected] > > Subject: [amibroker] Re: AP's RT data feed - for MarkK > > > > > > > > > I am looking for an RT data provider. I used eSignal for a couple > > >of years, then quit and am ready to resart, but don't likr their > > >fees. > > > > QuoteTracker and LiveCharts have the $60 and $20 version of eSignal > > if you don't mind less backfill and fewer symbols. > > > > I have read of a few issues with LiveCharts but surely we can make > it > > work (a lot of the problems also came about because people still > > wanted it free after it changed to pay for play a year ago - of > > course it doesn't work if ou don't pay). > > > > A couple of users said it was slow - I don't know - I haven't tried > > it yet but I will. > > > > brian_z > > > > --- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com, "Ara > > Kaloustian" <ara1@> wrote: > > > > > > Mark, > > > > > > I am looking for an RT data provider. I used eSignal for a couple > > of years, then quit and am ready to resart, but don't likr their > fees. > > > > > > Would you elaborate a bit on AP. Never heard of them > > > > > > Tx > > > > > > Ara > > > ----- Original Message ----- > > > From: MarkK > > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > > Sent: Friday, February 15, 2008 3:36 AM > > > Subject: RE: [amibroker] New EOD data feed other than Quotes Plus > > > > > > > > > Dan, > > > > > > > > > > > > I use QP for EOD data, and am happy with the fundamental data > > that they provide. Not sure there is another service that offers as > > much in that area > > > > > > I also use Fast Track for EOD data. Some market internal data, > > no fundamental data to speak of, however the data has been cleaner > > than QP EOD day data. For Mutual fund data not sure there is a > > better service out there. > > > > > > > > > > > > Have been an e-signal subscriber for RT data now for 4 years. I > > cancelled my subscription since they kept raising their prices, and > > went to IQ feed. Used them for a month then they raised their > > prices. Luckily I was abe to beta test AP's RT data feed. So far > > they have been very responsive on the changed needed to make it an > > excellent RT service, and at a reasonable price. > > > > > > > > > > > > I would suggest you get hold of Gary at QP and let him know about > > your issue. I would think you will become a satisfied customer once > > again > > > > > > > > > > > > > > > > > > > > > > > > MarkK > > > > > > > > > > > > > > > ---------------------------------------------------------- > > ---------- > > > > > > From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > [mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com] On > > Behalf Of Dan Clark > > > Sent: Thursday, February 14, 2008 11:56 PM > > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > > Subject: [amibroker] New EOD data feed other than Quotes Plus > > > > > > > > > > > > I've been using Quotes Plus data for the last 2-1/2 years. > > Overall, I've been very happy with Quotes Plus data and Gary > Lyben's > > (owner/president) responsiveness. That said. > > > > > > > > > > > > In the last few days, I've swapped several e-mails about a minor > > billing issue (credit card renewed with different number) with a > > woman in his billing department. What should have been a very minor > > clerical issue left me feeling EXTREMELY angry and offended. > > > > > > > > > > > > I vowed to switch my data feed from Quotes Plus to another data > > feed as soon as possible. This is a major issue for me because of > > the amount of AFL recoding involved, but I can no longer do > business > > with Quotes Plus. > > > > > > > > > > > > I need some options for other EOD data feeds. What EOD service > > are you using? What has your experience been? What are the > > alternatives now? > > > > > > > > > > > > Thanks and regards, > > > > > > > > > > > > Dan. > > > > > >
