I am facing an issue on indonesian stock exchange datafeed where there are hiccups in provided data.
I have tried several groups of data souce provider, broadly categorized and detailed as follows
A. Brokerage company data source
- Mainly providing live feed of EOD data
- Sporadically turning off their external database server without notification, so if you tried to populate a database when their servers are off, tough luck
- Usually only provides 100D-1Y of data
B. Third party data source
- Providing EOD data & intraday data, mine specifically provides detailed data up to 1minutes
- highly closed source, when problems occurred i have no clue what to troubleshoot
- intraday source only provides data for up to 3 months, while rechecking data can only happen for the last 5 days
Now I'm facing an issue where intraday source is frequently wrong, and once it's wrong there is no way for me to 'correct' them. Sample screenshot is as follows
Those low drawdowns is something that will never occur in reality, so there must been some screwups in the database. My investigations shows that the wrong data usually is the L or H data for that specific minute
The fact that most of my intraday data is populated for more than a year, and when I tried to correct these inaccuracies the provider only gives 3 months of data, it shows that the data must be saved in a database somewhere locally.
Reading Tomasz' reply however, states that external data source doesn't write to Amibroker's database.
This stumps me as I thought I can just simply correct the wrong entry in the local database since the data source isn't rewriting old datas, so it should be fine once I find a correct way to edit the datas directly on the database.
Any thoughts on this? Or am I stuck with unusable intraday data?