Hello,
> It does not say that Open Interest is or is not "quotation data".
> And nowhere else in the document are we users told precisely what is or is not
"quotation data".
It also does not say that Close or High or Low is quotation data because it is
assumed that reader (trader) knows these terms.
AmiBroker user's guide is not really an encyclopedia, so it is not designed to
cover everything under the sun.
At least, if you open Quote Editor (from Symbols menu) it becomes clear what
constitutes a quotation.
Theoretically I could add encyclopedia part, but manual is already 900+ pages
and then it would be 1800 pages or more if every term
was covered with elaborate explanation.
> My reading of "accept only quotation data", means to me that if $NOQUOTES is
0,
> then non-quotation data will not be accepted.
>It does not say that any particular data, Close in this case, must be present.
It says so:
$NOQUOTES
0 - (default) accept only quotation data (AmiBroker *checks for non-zero prices
and valid dates*)
If you think this not the way how it should be described, please suggest your
(better) wording. I will gladly use anything that is better.
With regards to $HYBRID, no it will not work in the format that you have
provided because it is not designed
to do so. Close field must always be present (unless you have $NOQUOTES 1).
$HYBRID is provided to combine quotations that have multiple fixings, therefore multiple
"close" prices per day
(some markets have double fixings or fixing plus continuous trading session,
etc)
What I can do is to _extend_ functionality of $HYBRID to cover the case when
close price (or any price for that matter) is not provided.
If you want this to be added, please fill suggestion at
http://www.amibroker.com/feedback/
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-09-01 05:29, Keith McCombs wrote:
TJ --
Yes, I did read that; many times over.
It does not say that Open Interest is or is not "quotation data". And nowhere else in the document are we users told precisely what is or is not "quotation
data".
Nor does it say that Close must always be present. Is Open quotation data? If
so, why is it not required?
My reading of "accept only quotation data", means to me that if $NOQUOTES is 0, then non-quotation data will not be accepted. It does not say that any
particular data, Close in this case, must be present.
If you are still with me, could you please explain: If TA includes $HYBRID, and
his data base already includes Close, should the following work for him?
$FORMAT TICKER, Date_USA, OPENINT
$SKIPLINES 0
$NOQUOTES 0
$AUTOADD 0
$OVERWRITE 1
$SEPARATOR ,
$DEBUG 1
$HYBRID 1
A,8/27/2010,346000000
AA,8/27/2010,1020000000
Thank you for your continuing efforts in my behalf,
-- Keith
On 8/31/2010 13:27, Tomasz Janeczko wrote:
Hello,
Poor searching.
As I wrote, search for $NOQUOTES and read what is written there
http://www.amibroker.com/guide/d_ascii.html
It is clearly written:
$NOQUOTES Switch quotation data mode
0 - (default) accept only quotation data (AmiBroker checks for non-zero prices
and valid dates)
1 - switch off quotation data checking - this allows importing non-quotation
data - for example only ticker and full names
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-08-31 19:16, Keith McCombs wrote:
TJ --
I just did a word search in .pdf manual, 5.20. I could not find where it said that either that Open Interest is considered as PART of quotation. Or that
at least CLOSE price is required.
My searches included:
$NOQUOTES
openinterest
"at least close price"
"part of quotation"
I also searched pages 284-299 for:
quotation
close
and reread areas containing those words, without benefit.
-- Keith
On 8/31/2010 12:14, Tomasz Janeczko wrote:
Hello,
It is already. Check the description of $NOQUOTES in the manual.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-08-31 16:55, Keith McCombs wrote:
TJ --
IMHO, this type of information should be in the User's Manual.
-- Keith
On 8/31/2010 06:43, Tomasz Janeczko wrote:
Hello,
Open Interest is considered as PART of quotation, therefore can NOT be imported
with $NOQUOTES 1
Since it is a PART of quotation, it has to come *together* with at least CLOSE
price.
So your data file should contain
DateTime, Close, OpenInterest
fields at minimum.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-08-31 08:05, TA wrote:
TJ, by chance if you see message would you please comment. TIA
*From:* [email protected] [mailto:[email protected]] *On Behalf
Of *TA
*Sent:* Monday, August 30, 2010 7:53 PM
*To:* [email protected]
*Subject:* RE: [amibroker] Re: Open Interest Field
Hi Ed
Thanks, for the reply. Initially, I was thinking the same that the number might be too big. However, I input it manually it takes it. If I set $NOQUOTES
to 1 the $debug does produce any error but it also doesn't import the data. If I set $NOQUOTES to 0 then it produce the following error:
Error in line A,8/27/2010,346000000
Invalid (close) price. Prices must be positive. If you want to import no
quotation data please specify $NOQUOTES 1 ('no quotation data' box in Wizard)
*From:* [email protected] [mailto:[email protected]] *On Behalf
Of *Ed H
*Sent:* Monday, August 30, 2010 7:17 PM
*To:* [email protected]
*Subject:* [amibroker] Re: Open Interest Field
My WAG (Wild Ass Guess) would be that the OI field is a fixed point 32 bit number (same as volume) which has a max value of 4 billion. The AA stock is
already at 1 billion.
Try cutting off 3 zeros from each OI entry and see if that helps.
Try adding $BREAKONERROR 1 to the commands in addition to $DEBUG and see if the
error log file has ! any hints.
--- In [email protected] <mailto:amibroker%40yahoogroups.com>, "TA"
<tagro...@... <mailto:tagro...@...>> wrote:
>
> I am trying to import an ascii file with following data to the Open Interest
> field:
>
>
>
> A,8/27/2010,346000000
>
> AA,8/27/2010,1020000000
>
>
>
> The following is my format file instructions. It keeps on failing. Do you
> see why? TIA
>
>
>
> $FORMAT TICKER, Date_USA, OPENINT
>
> $SKIPLINES 0
>
> $NOQUOTES 1
>
> $AUTOADD 0
>
> $OVERWRITE 1
>
> $SEPARATOR ,
>
> $DEBUG 1
>
