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Hello,
Not true.
August 23. AmiBroker, $SPX,
Database Base Time Interval: DAILY
Open: 1221.77
Hi: 1223.04
Lo: 1214.44
Close: 1217.59
eSignal, $SPX, Interval DAILY ( see the
ARROWS SHOWING "data window" - these are values you should read. Caption bar
shows something different (last bar))
Open: 1221.77
Hi: 1223.04
Lo: 1214.44
Close: 1217.59
They are THE SAME. If you see the
difference on your machine, it may because you are comparing different
things.
Numbers will be the same IF AND ONLY IF you
are using DAILY chart in eSignal and DAILY BASE TIME INTERVAL in AmiBroker
(File->Database Settings).
If you are using 1-minute interval and
compress to daily - results will be different in most cases because of:
inclusion of pre/after hours data in
intraday data stream, and differences between intraday and eod data on
eSignal servers
- you can see them in eSignal's own
application too comparing close price to intraday price at 16:00 as well as
comparing open price to
open price of 1-minute bar of 9:30. They
are simply different.
Best
regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Wednesday, August 24, 2005 8:54
PM
Subject: [amibroker] data feed price
differences
> Has anyone else had issues with data differeces with esignal and AB
?
>
> The DAILY range for the S&P (.SPX) yesterday on
Esignal was -
> O = 1221.77
> H = 1223.04
> L =
1214.44
> C = 1220.33
>
> In AB the same info shows as
-
>
> O =1221.73
> H = 1223.04
> L = 1214.44
> C
= 1217.59
>
> This means that there is additional price info on the
esignal feed
> that AB hasn't picked up ( either before and/or after
hours?). For
> me, this directly affects the following days' Pivot point
and Fib
> calculations ( which is why I noticed it) -
>
>
Has anyone else seen the same thing, and if so, how can I get the
>
prices to match up and/or which prices should we trade with ?
>
>
Rgds
>
> Gary
>
>
>
>
>
>
>
>
>
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