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When i
get it working it will probably not be the most efficient way however i'll
gladly share the info; there is nothing proprietary about it. I have the data
exchange working however and it overlays EOD based data charts on the RT
data based charts (EOD and RT data comes from separate servers). It requires
running the regular EOD version first to generate EOD data needed in the RT
system, data is stored in a multidimensional table on disk. This files is
essential a shared data file between the two AB versions. I will keep doing this
until I find out how the official OHLC prices are calculated - they differ from
the RT OHLC on many days and sometimes quite significantly so, this introduces
a Random factor I definitely do not want. When I know how to do that i
should be able to derive my EOD that match RT precisely from the RT
data.
<FONT face=Arial color=#0000ff
size=2>
If
anybody knows how the official (those released in the evening) EOD OHLC prices
are calculated, and can duplicate them from RT data with a close
match, please post on this.
<FONT face=Arial color=#0000ff
size=2>
best
regards,
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Tahoma
size=2>-----Original Message-----From: dingo
[mailto:dingo@xxxxxxxxxxxx]Sent: Saturday, March 20, 2004 12:41
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
OT: Need small Tick chart for QQQ @ Open on 19/03/2004Importance:
High
<FONT face=Arial
color=#0000ff size=2>H:
<FONT face=Arial
color=#0000ff size=2>
<FONT
color=#0000ff size=2>In the spirit of your " <A
href=""
target=_blank>System Development Tutorial (by Herman
van den Bergen) "
could you / would you take some notes on setting up for both EOD and realtime
operation and post them when you get yours working? I know I'm asking a
LOT but you never know unless you ask, right?
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
From: Herman van den Bergen
[mailto:psytek@xxxxxxxx] Sent: Saturday, March 20, 2004 8:45
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] OT: Need small Tick chart for QQQ @ Open on
19/03/2004
<FONT face=Arial color=#0000ff
size=2>Whow, never thought of that...I am still not used to the luxury of
having even historical Tick data on demand, so learning goes on
:-)
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>thanks guys!
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: Saturday, March 20, 2004 8:24
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] OT: Need small Tick chart for QQQ @ Open on
19/03/2004Importance: High
Just create new tick database set number of bars to load
to 500000 and you will see all individual ticks from
yesterday.
Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman van den
Bergen
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">AmiBroker YahooGroups
Sent: Saturday, March 20, 2004 1:13
PM
Subject: [amibroker] OT: Need small
Tick chart for QQQ @ Open on 19/03/2004
<SPAN
class=765190412-20032004>Hello,
<SPAN
class=765190412-20032004>
would
anybody be able to email me a capture of a Tick-chart for the first 5
minutes after the Open for the QQQ on 19/03/2004
(Friday)?
<SPAN
class=765190412-20032004>
We got a
significant (13 ct) fill discrepancy but I had my RT data set to
minutes so i can't verify what happened.
<SPAN
class=765190412-20032004>
Many
thanks,
<SPAN
class=765190412-20032004>herman
<SPAN
class=765190412-20032004>
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