Thanks for the reply Herman.
I don't think theirs a way to fix it or I should say, do what I want it to do.
Amibroker just requests the data from IQFeed and its the way that IQFeed submits it.
I think IQFeed is actually forward time stamped but the Amibroker plug in puts it into a natural time stamp.
The only real way to fix it would be for IQFeed to add an extra second onto the last bar of exchange close.
With TSX data ,which doesn't have any after hours trading, I get an extra bar basically at the end of each day with any interval since the last bar sent is 3:59:59 and then theirs a bar sent for the final second at 4 which is the official close. Good news with the TSX is that I can compress to daily and know the close of the day but it still provides a redundant bar intraday.
Was hoping for some insight from other users that use intra-day data and how its handled. Curious as to how yahoo data compares to the IQFeed intraday bars and will compare tomorrow.
By all means its nothing ridiculous in price difference if I change the session hours to 15:59 for a close, its one second off . No worse then adding a bit of slippage or using the official closes and opens instead of NYSE opening and closing auction prices or NASDAQ's opening and closing cross prices.
Posted by: brandon.richard03@yahoo.com
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