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	Forums ›› Tools of the Trade ›› Data Sets and Feeds ›› IQFeed historical data does not include days with zero volume?

dholliday

Registered: Mar 2007
Posts: 36

01-15-12 10:44 PM

I am building a system with IQFeed and when testing I noticed that historical daily data does not include days with zero volume. For example symbol ABL is missing data for 1/5/2011. Sure enough when I looked at ABL in another program there was a bar with zero volume (and no trading range). This seems to be quite common. When I downloaded data to all of the symbols in FinFiz (about 6700 major exchange symbols) using IQFeed, nearly 2000 had at least one day in the last 200 trading days with zero volume.

This isn’t really a problem since I don’t want to be trading symbols with low volume anyway, but it was a surprise.

Am I missing something?

Thanks,
David

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Bob111

Registered: May 2002
Posts: 6433

01-15-12 11:06 PM

what's the big deal? and what's the point to have a day without volume. i think they are correct. what you going to put in ohlc? data from previous day? it would be incorrect. zeroes? also wrong. and of course you can always add whatever by yourself.

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