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Author Topic: Is there a workaround for the no CLOSE column problem?  (Read 166 times)
jbclem
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Posts: 22


« on: June 26, 2010, 06:20:30 PM »

The one thing that makes it difficult to use Quotetracker is the lack of a CLOSE column (daily closing price) in the portfolios.  The LAST column is only useful/accurate during trading hours, and if you like to sort the Val Chg% column (which is based on the LAST column) after the stock exchanges have closed, the total serendipitiousness of the numbers in the LAST column (since it's live all the time, any extraneous data will show up there and skew the Val Chg% calculations) makes this impossible to do.

I have this problem with the two datafeeds I use, TDAmeritrade and Interactive Brokers.  IB data is especially bad if I leave QT on during the midnight period where they close down the TWS program.  I always end up with 5-10 LAST prices of 1000 or 2000.  But generally, any out of order or phamtom trade after the close will skew the ValChg% column.  And the quickest way to check your portfolios, after the market's close, is to sort the ValChg% column. 

I don't remember having this problem a few years ago, but at least for the past year it's been the rule.  I used to use IQ Feed for data, could that have been the difference?

When I asked Jerry Medved about this, his answer was that the datafeeds didn't include CLOSING PRICES, so there was no way to have a CLOSE column.  But I don't think that was correct, IB told me they broadcast closing prices.  And I know that IQFeed did because they told me the two time periods in which they did this.  And also other software (Tradestation, etc...) doesn't seem to have this problem).

So I'm left with asking if anyone else if familiar with this problem, and/or has a solution to it.

John
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ydfah
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Posts: 711


« Reply #1 on: June 26, 2010, 06:27:06 PM »

I think the closing prices are broadcast when using snapshot quotes, but not with streaming quotes.
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