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Re: [amibroker] Code Question



PureBytes Links

Trading Reference Links

Hello,

1. All sources deliver "tick-by-tick" data but this is not the point and it is not enough.

To display tick/5-sec and 15 second charts ---HISTORICAL--- TICK data
have to be properly time-stamped (need to contain SECONDS in the time stamp).
Unfortunatelly IQFeed does NOT contain seconds in time stamp
(the time field in IQFeed has only 1-minute resolution). That's why.

IQFeed more than half year ago promised to fix this.

2. IQFeed also does NOT deliver --HISTORICAL-- PRE and AFTER hours data
therefore they are not available.

Full featured HISTORICAL intraday data are CRUICIAL for charting. 

3. 120 days advertised by IQFeed are in fact 120 CALENDAR days, not trading days.
There are roughly only 85 trading days during 120 CALENDAR days.

But yes you would need to use ~50000 bars to ensure that all available
data is backfilled.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "ed2000nl" <pablito@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, February 04, 2004 12:17 AM
Subject: Re: [amibroker] IQFEED or ESIGNAL


> OK thanks.
> 
> few more questions if you don't mind.
> 
> What is the reason that eSignal can display this single trade and IQFeed can
> not? Because IQFeed delivers tick-by-tick.
> 
> Further I noticed that I still get after trading hours data with IQFeed but
> it does not update the chart. Or the "Last" is not updated for most stocks I
> observed while the "bid" and the "ask" show what happens after hours. Only
> the QQQ's seem to be an exception. Why is this feature only available for
> QQQ's. Is this the same for eSignal?
> 
> I guess if I really want this 120 days of interval data I have to increase
> the "number of bars to load" ? In the manual it was mentioned to put this at
> 35000 but I get only about 50 days of interval data with the current setup
> from the manual.
> 
> For the rest it is pretty inpressive.
> 
> regards, Ed
> 
> 
> 
> ----- Original Message ----- 
> From: "Tomasz Janeczko" <amibroker@xxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, February 03, 2004 11:51 PM
> Subject: Re: [amibroker] IQFEED or ESIGNAL
> 
> 
> > Hello,
> >
> > You get all trades (ticks) regadless of interval you choose.
> > So 1-minute interval bars are updated as often as every second and every
> trade occuring in
> > given minute is included in that bar.
> >
> > The "tick" setting is for the bar interval - > where single bar represents
> single trade,
> > but this mode is available only using eSignal.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message ----- 
> > From: "ed2000nl" <pablito@xxxxxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, February 03, 2004 8:12 PM
> > Subject: Re: [amibroker] IQFEED or ESIGNAL
> >
> >
> > > hi,
> > >
> > > question for IQFeed users.
> > >
> > > I just started my trial. According to the manual I have to set the data
> base
> > > using the base time interval of 1 Minute. Am I getting all the RT ticks
> this
> > > way? Or do I need to use "Tick" to get all ticks?
> > >
> > > rgds, Ed
> > >
> > >
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> 
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> 
> Yahoo! Groups Links
> 
> To visit your group on the web, go to:
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> To unsubscribe from this group, send an email to:
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> 
> 
> 

Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

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