First, sorry if this makes the width exceed the width of the browser. I don't know how to contain it with img tags. Anyway, depending on the source I get different candles. I firmly believe that the ToS candles are the actual correct ones and that the yahoo and google sources are giving me garbage OR amibroker isn't displaying them correctly. This is ToS: This is Amibroker with yahoo data: Amibroker with google data: The reason I suspect it might be amibroker displaying it incorrectly is because if you goto google.com/finance you will see that it is the same as the ToS output. Same thing with yahoo. The charts at yahoo.com are the same as ToS. Why would google and yahoo give any other data than what it uses for their own charts on their websites? Is there a way to fix this?
Yahoo and Google do not have quality data. If you want quality (and support) for data you'll have to pay for it. Apart from quality issues (they actually don't care whether the data is accurate) you might also find that different data sources are used (consolidated tape, BATS-only or primary-exchange-only trades). Maybe even different order types are considered eligible for each bar. You simply don't know and they keep changing their service and providers they use without notice too. If you were a manufacturer, you'd want consistency from your suppliers and the ability to access support on their products.
Clearly it's different data or at least a different interpretation of the data. Some vendors (e.g. on a 5 minute chart) put the 16:00 bar as all trades as 15:55:00.001 through 16:00:00.000 Other vendors put the 16:00:00 bar as 15:55:00 thorugh 15:59:59.999 I prefer the former as the logic works at all timeframes (tick, minute, hourly, daily) Without any clear documentation or support channel available you just never know what they are feeding you.
All mumbo jumbo. There is nothing incorrect. Just as jharmon has said garbage in, garbage out. Amiquote 3.10 downloads from Google finance intraday data server Sample link using RHT http://www.google.com/finance/getprices?q=RHT&x=NYSE&i=300&p=2d&f=d,o,h,l,c,v 300 -> means 300 / 60 = 5 (min). 2d means recent two days of data. So since today is Tuesday Nov 11th and US markets are still closed today the upper link downloads data from Fri Nov 7th to Mon Nov 10th. So Nov 7th data of upper link used today is the following one. If you wanna use that link tomorrow downloading data till Nov 7th then you need to input 3d instead of 2d and so on. Maximum is 60 business days (12 weeks, 3 months) back to get 5-minute data from Google. Code: EXCHANGE%3DNYSE MARKET_OPEN_MINUTE=570 MARKET_CLOSE_MINUTE=960 INTERVAL=300 COLUMNS=DATE,CLOSE,HIGH,LOW,OPEN,VOLUME DATA= TIMEZONE_OFFSET=-300 a1415370900,60.7,60.84,60.6,60.84,18423 1,60.81,60.81,60.59,60.66,10616 2,60.94,60.95,60.63,60.74,29125 3,60.87,60.94,60.65,60.94,9498 4,60.84,60.96,60.78,60.82,9610 5,60.7,60.84,60.68,60.84,5464 6,60.56,60.71,60.535,60.66,13900 7,60.59,60.6,60.52,60.53,8000 8,60.72,60.72,60.61,60.61,16787 9,60.83,60.83,60.6501,60.68,10899 10,60.815,60.82,60.73,60.82,8123 11,60.75,60.81,60.75,60.77,4241 12,60.69,60.7338,60.68,60.73,5829 13,60.73,60.76,60.66,60.67,8094 14,60.725,60.74,60.71,60.72,6992 15,60.78,60.79,60.71,60.71,6697 16,60.73,60.765,60.72,60.765,9100 17,60.78,60.82,60.75,60.75,6838 18,60.76,60.8,60.72,60.77,5500 19,60.735,60.76,60.72,60.76,5500 20,60.815,60.82,60.72,60.74,6255 21,60.87,60.88,60.78,60.82,8588 22,60.88,60.89,60.83,60.884,7986 23,60.87,60.9,60.87,60.89,3400 24,60.82,60.93,60.8,60.88,9400 25,60.78,60.8,60.705,60.8,10100 26,60.7,60.78,60.69,60.77,13250 27,60.74,60.74,60.69,60.69,3900 28,60.74,60.76,60.68,60.745,24510 29,60.81,60.83,60.745,60.745,6109 30,60.88,60.91,60.815,60.815,6751 31,60.845,60.87,60.81,60.87,7663 32,60.66,60.84,60.66,60.84,13289 33,60.78,60.78,60.66,60.66,7810 34,60.85,60.8736,60.78,60.78,8335 35,60.8,60.85,60.79,60.85,6210 36,60.835,60.8504,60.8,60.81,5266 37,60.88,60.9,60.85,60.85,6800 38,60.865,60.875,60.845,60.87,4947 39,60.93,60.93,60.87,60.87,6828 40,60.97,60.98,60.91,60.93,9109 41,61.04,61.04,60.98,60.98,22262 42,61.07,61.08,61.04,61.05,8781 43,61.07,61.1,61.06,61.07,13765 44,61.105,61.11,61.065,61.07,5972 45,61.1899,61.19,61.11,61.11,6672 46,61.15,61.19,61.14,61.18,9610 47,61.19,61.22,61.13,61.16,43486 48,61.25,61.26,61.19,61.195,7689 49,61.24,61.25,61.23,61.25,6082 50,61.205,61.24,61.17,61.24,5400 51,61.19,61.21,61.14,61.2,5610 52,61.23,61.23,61.16,61.18,6713 53,61.24,61.24,61.1901,61.22,6208 54,61.28,61.3,61.24,61.24,14179 55,61.275,61.29,61.27,61.29,4771 56,61.235,61.27,61.23,61.27,5711 57,61.27,61.27,61.22,61.23,11149 58,61.29,61.29,61.245,61.27,9020 59,61.2368,61.29,61.2,61.29,12986 60,61.19,61.24,61.19,61.23,11167 61,61.14,61.18,61.1,61.18,11000 62,61.165,61.19,61.15,61.15,7085 63,61.1999,61.1999,61.16,61.16,10304 64,61.11,61.19,61.1,61.19,9253 65,61.11,61.11,61.05,61.105,8421 66,61.2,61.2,61.095,61.095,13123 67,61.23,61.23,61.19,61.2,11567 68,61.19,61.23,61.16,61.23,17010 69,61.15,61.2,61.12,61.2,19596 70,61.18,61.19,61.12,61.15,20143 71,61.15,61.2,61.14,61.185,21864 72,61.19,61.19,61.13,61.15,23201 73,61.1201,61.2,61.12,61.19,32782 74,61.11,61.15,61.09,61.12,36196 75,61.14,61.17,61.11,61.11,47670 76,61.16,61.19,61.12,61.14,49427 77,61.28,61.29,61.16,61.16,143895 The price data is CHLO Now do yourself a favor and chart that one in Excel. You will get this display of symbol RHT If you download two days of 5-minute data via Amiquote 3.10 then you will get the same chart display of Nov 7th google data in AmiBroker 5.80. Symbol RTH in AmiBroker Same input, same output from same source.
If you download Google 1-minute data instead of 5-minute data then go to formats folder of AmiBroker directory and open aqgi.format file with notepad or any other text editor and add line $TIMESHIFT -0.01666666667 at the bottom.