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<FONT face=Arial color=#0000ff
size=2>Ken,
<FONT face=Arial color=#0000ff
size=2>
It
would probably be best if you go to <A
href="">www.csidata.com to see the
pricing. I see that they have a deal where you can pay for the first
month, get the second month free and a full refund if you aren't
happy.
<FONT face=Arial color=#0000ff
size=2>
So
far, it looks very promising. The tech guys have created a special
feature in their MarketScan program to convert to AmiBroker format... whatever
that may be. There is one user already using this feature, but I
don't think it is appropriate for me to mention his name. Perhaps he would
care to comment on his findings? I'll email him direct in case he
isn't a member of this group.
<FONT face=Arial color=#0000ff
size=2>
The
MarketScan program calls the API to get 50 stocks at once. The time
taken to read 50 is about the same as Paul was getting for three
stocks. I detect that CSI is very serious about this
project.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Ken Close
[mailto:closeks@xxxxxxxx]Sent: Wednesday, December 31, 2003 5:09
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] CSI
- info
<SPAN
>Chuck: thanks to you
and Paul and many others who have pushed this <FONT face=Arial
color=navy size=2><SPAN
>CS<FONT
face=Arial color=navy size=2><SPAN
>I thing along.
It is possible there may be sea change in data sources for a bunch of AB
users.
<SPAN
>
<SPAN
>Would you comment
please on the cost(s) of the <FONT face=Arial color=navy
size=2><SPAN
>CS<FONT
face=Arial color=navy size=2><SPAN
>I data, or point me
to a message # where you have discussed that before.
<SPAN
>
<SPAN
>Thanks,
<SPAN
>
<SPAN
>Ken
<SPAN
>
<SPAN
>-----Original
Message-----From: Chuck
Rademacher [mailto:chuck_rademacher@xxxxxxxxxx] <SPAN
>Sent: <FONT face=Tahoma
size=2>Wednesday, December
31, 2003<SPAN
> <FONT face=Tahoma
size=2>3:06
PM<SPAN
><SPAN
>To: amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: RE: [amibroker] Reply from CSI -
also note on "data holes"
<SPAN
>
<SPAN
>Hi TJ... and Happy
New Year to you and your family.
<SPAN
>
<SPAN
>CSI does pad the data
and always has done so. Most data vendors attempt to do so on days
when there was no trading. I say "attempt", because they
don't always do it. I can't imagine why anyone would want it
unpadded, but that's what makes AB such a powerful tool... the ability for
people to do their own thing.
<SPAN
>
<SPAN
>If a user is
determined to have un-padded data, I suppose that they could create their
own indicators that would skip days with zero volume. I think the
main thing is consistency. At least with CSI, there is a
consistency to always pad the data.
<SPAN
>
<SPAN
>My data downloader
actually send CSI an automatic email whenever it detects a data hole or a
missed split. Of course, there can be two kinds of data
holes. One where the particular stock/future didn't trade and one where
the data vendor simply missed the data. My software checks six
different data providers. If any of the other five have data with
volume and CSI does not, that's when CSI gets the auto email. I
don't bother emailing the others as they tend to ignore me anyway.
Reuter's is finally coming around to taking their stock data a bit more
seriously, but they aren't quite there yet.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----<SPAN
>From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]<SPAN
>Sent: <SPAN
>Wednesday, December 31, 2003<FONT
size=2> <SPAN
>2:55 PM<SPAN
><SPAN
>To:
amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: Re: [amibroker] Reply from CSI
- also note on "data holes"
<SPAN
>Chuck,
<SPAN
>
<SPAN
>You say "none data holes in CSI". What happens if
trading is suspended on given security for a day or two
?
<SPAN
>"No holes" would need to mean that CSI pads data by
itself, which from my point of view is not the best
<SPAN
>thing to do because I may prefer to have unpadded
data, and can pad on my own when I need that.
<SPAN
>
<SPAN
>Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE
>
<SPAN
>----- Original Message -----
<FONT face=Arial
size=2><SPAN
>From:<FONT
face=Arial size=2> <A
title=chuck_rademacher@xxxxxxxxxx
href="">Chuck Rademacher
<SPAN
>To:<FONT
face=Arial size=2> <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
<SPAN
>Cc:<FONT
face=Arial size=2> <A
title=amibroker-dll@xxxxxxxxxxxxxxx
href="">amibroker-dll@xxxxxxxxxxxxxxx
<SPAN
>Sent:<FONT
face=Arial size=2>
<SPAN
>Wednesday, December 31,
2003<SPAN
> <FONT
face=Arial size=2>8:05
PM
<SPAN
>Subject:<FONT
face=Arial size=2>
[amibroker] Reply from CSI - also note on "data
holes"
<SPAN
>
<SPAN
>Please forgive
the double posting (AmiBroker and AmiBrokerDLL). The subject
of CSI data has been brought up on both boards
recently.<SPAN
>
<SPAN
>The CSI Unfair
Advantage Program Manager has been in contact with me and is keen to
support AmiBroker users in any way possible. Thanks to
those of you who contacted Rudi, we seem to be getting some
action.
<SPAN
>At the moment,
CSI are sending me a list of un-documented things to try as well as some
beta software. At some point, I will need to involve TJ
and Paul, but will keep you posted.
<SPAN
>On the subject of
"data holes", I can tell you that the data from CSI Unfair Advantage has
none. Occassionally one or two show up, but there are enough serious
users around who notify CSI of the problem and it is fixed with the next
day's data distribution. However, if a user continues to
use their original data (local database?), they won't see the thousands of
data fixes that come through every day. I would suggest that
users of QP2 (or whatever) may have a similar problem. Perhaps
your data supplier is distributing fixes (missing data, splits, etc.) but
you aren't seeing these changes coming into your local data?
Just a thought.
<SPAN
>Since
<SPAN
>New Zealand<FONT
face=Arial color=blue> is
the first country to see in the new year, I would like to wish all of you
a Happy New Year and may 2004 be a great one for you!
<SPAN
>
<FONT
face="Times New Roman" size=3><SPAN
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><FONT face="Courier New"
size=2>Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<SPAN
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-----------------------------------------
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