[amibroker] Re: IQFeed volume issues

Coolman 20.24

Yah. It's just the EOD that I notice as with 1m interval it's hard to compare to other sources since time stamps are different and theirs a lot left to the imagination with collecting intraday data with all the exchanges.

It's easy with EOD when I know I saw daily volume at 1m at the end of trading day and when I log in later it's now 2m. Or if I perform an explore and it shows 0 under a volume column I have.

Like I mentioned though 1m database isn't even able to compress to daily since its bars are sent at 15:59:59 and 16:00:59 so either I set exchange time and to 15:59 in which my compressed time is 1 second shy of the official close or run it to 16:00 and receive 59 seconds of after hours trading in my compressed daily data which in quite a few stocks is a drastic difference. If one we're to compare something like tc2000 they just tag that extra second to the last bar. Mixed EOD won't solve the issue even if I could set the bars unless I merely wanted one day of intraday and rest EOD.

This has nothing to do with Amibroker because it's exactly the same in other software except they don't work with a database structure like Amibroker. Intraday and EOD are seperate files. Biggest differents I found we no easy way to flip through charts as fast as Amibroker. I flip through 410 symbols a few times a day in minutes with Amibroker.

The time compression is only an issue with U.S stocks which have after hours. Canadian stocks send just a flat line at close since it's just for that final second. I'm looking to move most my portfolio to U.S when a more opportune exchange rate comes along.

Unfortunately I'm weighing the pros and cons of wanting to pull my hair out with this volume issue and just moving to a different charting platform and leaving Amibroker for the research since loading a database is easy, it's the daily updating which is the nightmare. And think it's more of an issue that if I view during the day then explore in evening it's doubling. But who knows since I have better things to do after work then cross reference volume numbers with my broker and yahoo finance.

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Posted by: brandon.richard03@yahoo.com

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