Merging intra day data from 2 different vendors
Merging intra day data from 2 different vendors
I have DAX futures data from eSignal that has gaps in it as eSignal must have been down. I have the data from IB that could fill in the missing data. What do I do? Of course the sysmbols are different as each vendor has his own.
- Alex Kramer
- Posts: 834
- Joined: 23 Feb 2006
There is a way to use the other datafeed for closing gaps: you take the symbol, rename it to the IB name, reassign IB as ther data vendor, open it in On-Demand mode, make sure the gaps are filled and then restore the symbol's settings.
Make sure to back up your databases first, this is a non-standard trick.
Make sure to back up your databases first, this is a non-standard trick.