Cone8
 ( 28.25% )
- ago
Heads up for IQFeed users. I just posted this on the IQFeed "Data Questions" forum...

QUOTE:
Daily data is incorrect for stocks whose High or Low price for the day was hit in the first few minutes of the session.

Examples (just 2 of hundreds) -

RCL - Low was 85.86, but the Daily bar Low is 86.00
RE - High was 346.58, but the Daily bar High is 346.26
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Cone8
 ( 28.25% )
- ago
#1
FYI, IQFeed said they corrected the daily bars for this session. Previously, the daily bars were missing data from trades for about the first 25 minutes.

To make sure you have the corrections, I suggest using the Data Manager’s Data Tool to truncate IQFeed daily bars for each DataSet after 4 June.
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