issue with fill function.

[wzzcangzi]

First, thanks for the update recently. Howere The fill function still return weekend data to me. For example. if I asked "IBM" 5 min bar with "fill " checked. here is the partical result i get.

2011/10/17 10:50 189.125
2011/10/17 10:45 189.135
2011/10/17 10:40 188.88
2011/10/17 10:35 188.95
2011/10/17 10:30 189.38
2011/10/17 10:25 189.105
2011/10/17 10:20 189.53
2011/10/17 10:15 189.65
2011/10/17 10:10 189.41
2011/10/17 10:05 189.64
2011/10/17 10:00 189.94
2011/10/17 09:55 189.79
2011/10/17 09:50 189.84
2011/10/17 09:45 189.79
2011/10/17 09:40 190
2011/10/17 09:35 189.81
2011/10/17 09:30 189.59
2011/10/16 15:55 190.49
2011/10/16 15:50 190.49
2011/10/16 15:45 190.49
2011/10/16 15:40 190.49
2011/10/16 15:35 190.49
2011/10/16 15:30 190.49
2011/10/16 15:25 190.49
2011/10/16 15:20 190.49
2011/10/16 15:15 190.49
2011/10/16 15:10 190.49

...

2011/10/15 10:00 190.49
2011/10/15 09:55 190.49
2011/10/15 09:50 190.49
2011/10/15 09:45 190.49
2011/10/15 09:40 190.49
2011/10/15 09:35 190.49
2011/10/15 09:30 190.49
2011/10/14 15:55 190.49
2011/10/14 15:50 189.94
2011/10/14 15:45 189.89
2011/10/14 15:40 189.9

Please take a look.

Thank you.

[eostrom]

fill

The fill function is going to fill in data for the weekend. This is basically like using the "white space" function in QCharts. If there isn't data during that time then it is going to fill those gaps with the last known price. If you don't want to include these gaps then unchecking the fill box should solve this. Let me know if this helps

[wzzcangzi]

Re: fill

But this is not the case in Qlink 2. in Qlink 2 it only fill the gap during trading hour. It there a way to include only trading days and hours?

Originally posted by eostrom
The fill function is going to fill in data for the weekend. This is basically like using the "white space" function in QCharts. If there isn't data during that time then it is going to fill those gaps with the last known price. If you don't want to include these gaps then unchecking the fill box should solve this. Let me know if this helps

[eostrom]

fill

This was changed by designe. The old QLink used a file called mkthours that would have to be manually updated for holidays and various other exchange closures. It would also ignore weekends even if there was trading done for symbols over them. The fill function will now capture and display that weekend trading if there is any for a particular symbol.

[wzzcangzi]

Re: fill

I can understand that there may be some users for whom this new way to do the fill function is an improvement. However, for 99 out of a 100 market professionals the new way is not helpful. Whether on a chart or on a spreadsheet, showing non market trading days distorts anaylsis. For example, when I analyze a stock's performance against the s&p 500 and compare persistence of over/underperformance, I do not want non market days in there. If it were a 5 day period that looked back on Friday through Monday then you would have a valid result. However, if it were a 5 day period that looked back starting on Wednesday it would have 3 trading days and 2 non trading days making the 5 day performance figure nonsensical.

If you believe that some members find the new way it works helpful, great, leave this feature in. But for the other 99% of professionals who use the fill feature please bring back the option of the file called mkthours which excludes weekends and holidays. I have used several other systems, including Bloomberg, that exclude weekends and holidays. I believe it is a must have feature to be truly functional to use the api in excel to its fullest potential.

Thank you in advance for your help.

Originally posted by eostrom
This was changed by designe. The old QLink used a file called mkthours that would have to be manually updated for holidays and various other exchange closures. It would also ignore weekends even if there was trading done for symbols over them. The fill function will now capture and display that weekend trading if there is any for a particular symbol.

[eostrom]

is unchecking the fill box not working for you? If you uncheck this box, it should only give you trading days or am I not understanding the issue you're having? Please let me know.

[wzzcangzi]

I need the fill function to fill in intraday data for when a stock did not trade in a particular period during normal market hours. i.e., if I ask for 5 days worth of 1 min last in ABFS and do not check the fill box, there will be periods such as today 10/20/11 at 11:13 and 11:14 for which there were no trades. So if you do not check the fill box the rows will go from 11:12 to 11:15, skipping 11:13 and 11:14 due to the lack of a last trade. I need those rows to have data in them to compare them to a security such as SPY that did trade during the min periods 11:13 and 11:14. So the fill function will fill in those rows with the last from the previous period for which there was a trade. The old fill function in qlink 2 did this without adding rows for non market days. This is what I need the fill function in qlink 3 to do as well. Thanks.

Originally posted by eostrom
is unchecking the fill box not working for you? If you uncheck this box, it should only give you trading days or am I not understanding the issue you're having? Please let me know.

[eostrom]

fill

Oh, that makes sense now. I understand what you mean. Let me do a little more research on the functionality here and see if we can possibly get this adjusted in an upcoming build. I will update this post once I have more information.