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Data spikes
This is a discussion on Data spikes within the Equities forums, part of the Financial Markets category; Hi Guys I hope im not covering old ground, but here goes, i have always traded futures but now i ...
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Jul 28, 2008, 3:29pm
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| Senior Member Join Date: Feb 2003 Location: cambridge Posts: 104
| Data spikes
Hi Guys I hope im not covering old ground, but here goes, i have always traded futures but now i fancy having ago at uk stocks, i use IB and downloaded historiacal data and was surprised at the amount of spikes, so i thought i will wait untill the market opens then collect real time data, and to my surprise the data is full of spikes, what i want to know is, is this the norm for uk stocks, also i checked the stocks on a bigcharts.com and the data was spike free. i use tradestation 2000 and IB. Best Regards mark |
 
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