Tutorial - Monitoring Data 'Completeness'

This Tutorial will demonstrate how to create two custom columns that will allow the user to quickly identify any holes in daily or intraday data. In our particular case, we are going to look at the last 100 daily and intraday bars, and see how many are missing. If you would prefer to check more (200, 300) or less (50, etc), just change the 100 to whatever number you choose throughout the tutorial.

First, create the a custom indicator with the following simple syntax:

BARS

Setup the BARS token with the preferences of "Count All Bars on File". In the Custom Indicator Setup window, at the bottom right, specify "Bars: 100" (or whatever number you decided on above). Save the custom indicator with a name such as "Bars". We are now going to use this custom indicator as the basis for two custom columns. The result of this custom indicators will be the number of bars that actually DO exist in the time range where the last 100 bars SHOULD exist.

From the menu, go to "Setup: Custom Columns...". In the "Type" tab, select type "Custom Indicator", then select the "Bars" custom indicator that we just created from the list of available custom indicators. Specify a periodicity of "Daily" for our first custom column. Now, go to the "Format" tab and supply a title of "DailyBars" and a format of "99" (whole numbers). Now, click the "Save As" button and give this custom column the name of "DailyBars" (same as title we chose). Now, in the format tab, just change the title to "IntraBars", then switch back over to the "Type" tab and change the periodicity to "1-minute". Click the "Save As" button and save this second custom column as "IntraBars" (again, same as the title we specified).

Now, in any quotepage, right-click on any column title in the quotepage and choose "Add Custom Column". Choose "DailyBars" then click "Apply", then choose "IntraBars" and then click "OK". You should now see both your custom columns in the quotepage with proper titles. As a rule, if your "IntraBars" column shows 100 (or even 101), then you have complete 1-minute bars for at least the last 100 minutes. The "DailyBars" column may give you results somewhat less than 100 due to holidays over that 100 day period. A value above 95 for "DailyBars" should be satisfactory.

You can click on the column title heading for these custom columns to sort and quickly find any instruments who may be missing bars. You may also want to create rules in the Custom Column to show values less than 98 or 95 with a red background, etc. To edit any custom column, just right-click anywhere inside the column itself.