junkone
-Interested User-
Posts: 28
Joined: Jul 18, 2007
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Posted: Mar 18, 2009 08:27 PM
Msg. 1 of 6
i seem to find issues with the last bar from dtniq daily. i use the intraday bars and set my intraday settings to show day session only. so it starts at 9.30 and ends at 16:00 hours every day the last bar seems to spike. for eg worden dtniq goog finance RIMM 40.98 41.12 40.98 BWLD 36.47 35.6 36.47
i am guessing that bad ticks are making it in. but at a daily basis, this is getting annoying as my indicators get messed up with bad data as it reflects inaccurate closing prices.
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 19, 2009 10:08 AM
Msg. 2 of 6
This looks to be simply a timing issue. The prices you mention for IQ are actually at 16:03-16:04. The last ticks at 16:00 for both RIMM and BWLD do match what you quote for Worden and Google. What software are you using to access the data? It appears to me that it isn't actually cutting off the data at 16:00 like you are requesting.
Jay Froscheiser DTN - Trading Markets
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junkone
-Interested User-
Posts: 28
Joined: Jul 18, 2007
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Posted: Mar 19, 2009 12:02 PM
Msg. 3 of 6
i use amibroker. i will send your response to amibroker support and see what they have to say.
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jar
-Interested User-
Posts: 39
Joined: Aug 21, 2008
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Posted: Mar 19, 2009 12:16 PM
Msg. 4 of 6
Junkone,
File-Database Settings-Intraday Settings-Show Day Settings Only
Should fix it.
j
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junkone
-Interested User-
Posts: 28
Joined: Jul 18, 2007
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Posted: Mar 19, 2009 12:35 PM
Msg. 5 of 6
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jar
-Interested User-
Posts: 39
Joined: Aug 21, 2008
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Posted: Mar 19, 2009 02:17 PM
Msg. 6 of 6
Junk,
Just downloaded data for both symbols and took a look at the candles and no spikes. In the quote editor I do have afterhours data. Kinda surprised at that with the settings and all. Maybe TJ can help.
j
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