Here is one study: http://www.csidata.com/csi/reviews/reprintsep99.html
Bill ----- Original Message ----- From: "brian_z111" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, February 15, 2008 12:35 PM Subject: [amibroker] Re: AP's RT data feed - for MarkK > 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. >> > > >> > >> > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > > > -- > No virus found in this incoming message. > Checked by AVG Free Edition. > Version: 7.5.516 / Virus Database: 269.20.4/1277 - Release Date: 2/13/2008 > 8:00 PM > >
