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Re:Quote.com data



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Quote.com data is kind of interesting. Is it scrubbed? Yes and no. The intraday
data is scrubbed but the daily data is not. You can ask for a 390 minute chart
if that bar interval matches your trading day, like the NYSE standard trading
day. You will get scrubbed daily data that way. You can use any number greater
than 390 and their servers will truncate it to 390. Run two instances of
qcharts and pull up the same issue on each but ask for daily bar interval on
one and 390 minute interval on the other, you will be able to find issues where
the two charts are different. For a weekly bar interval you have to use the
daily data but a bad tick that alters a high or low on a daily bar will not
necessarly affect the weekly bar and even less so a quarterly bar.

Quote.com data can have missing bars, same as from any provider. The way the
qcharts charting program works you can't see that very readily but TS2k will
obviate the missing data if you have your settings right. I use quote.com for
backtesting because of the incredible depth of intraday data, I don't know if
any other provider has that and actually, if someone knows of another source
perhaps you could be so kind as to inform me/us all, the more choices the
better.

Max


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"The race may not always go to the swift nor the battle to the strong, but it is the way to bet"