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I use QuoteTracker plugin to import intraday data and notice that, for
some stocks, especially the ones are not actively traded, there are
often missing several bars in between.
For example,(just an example)
FFIV 11/29/2005 9:48:00 AM 52.15 52.19 52.19 52.1 2100
FFIV 11/29/2005 9:47:00 AM 52.18 52.11 52.3 52.11 10574
FFIV 11/29/2005 9:45:00 AM 52.19 52.13 52.22 52.01 8892
FFIV 11/29/2005 9:44:00 AM 52.17 52.18 52.23 52.14 3499
FFIV 11/29/2005 9:42:00 AM 52.22 52.2 52.25 52.12 10782
FFIV 11/29/2005 9:41:00 AM 52.23 52.19 52.23 52.18 4003
FFIV 11/29/2005 9:38:00 AM 52.19 52.23 52.23 52.19 1100
FFIV 11/29/2005 9:37:00 AM 52.23 52.25 52.25 52.11 7200
FFIV 11/29/2005 9:36:00 AM 52.25 52.35 52.37 52.1801 4519
There is no data for the periods 9:43:00 AM, 9:39:00 AM and 9:40:00 AM.
My questions are:
1. Do you think the row for 9:41:00 AM cover all the missing period
from 9:39:00 AM to 9:41:00 AM?
2. Is amibroker able to handle the situation like this where there is
missing bars? in other word, do I need to repair the data with the
missing bars?
thanks,
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