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Re: [amibroker] Cannot get new InteractiveBrokers plugin to work


  • To: amibroker@xxxxxxxxxxxxxxx
  • Subject: [amibroker] Re: interactive data question?
  • From: "goldwing01" <GOLDWINkkkkMSNkkkM>
  • Date: Wed, 24 Mar 2004 19:54:05 -0800

PureBytes Links

Trading Reference Links

Thanks for the responses, Herman and Mr.davis9 for the explanation, 
I'm still thinking about how I would like to retrieve my data or the 
best way to retrieve it without the high fee to pay, I upgrade AB a 
few months back but still have not used it for the simple fact I have 
not investigate each data source for the best solution. I appreciate 
your time.


--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen" 
<psytek@xxxx> wrote:
> InteractiveBrokers does not provide data for a fee however their 
Trader Work
> Station (TWS) displays quotes for up to 40 instruments. The new 
Plugin draws
> data from the TWS and allows you to chart real time data as long as 
the TWS
> is active. IB does not provide backfills, i.e. when you turn it on 
at 11:00
> a.m. it will not fill in data and show a chart for the period 
before 11:00
> a.m. When you start up AmiBroker you will see the data collected 
the day
> before but again it will not fill any gaps for the periods when you 
closed
> the TWS. So, this new plug in is very nice to look for a better 
entry or
> exit point in Realtime for EOD trading systems but doesn't help you 
with
> backtesting over several months of RT data - unless you collect 
data each
> and every day. Another thing to consider is the quality of TWS 
data, the
> data shown is for trades executed through IB, and imho, may not 
reflect all
> trades for a certain market. However it is a great way to progress 
from EOD
> systems to RT trading.
> 
> eSignal is a full fledged data service: you have to pay for it and 
they have
> many levels of data, from about $50/month to several hundred 
dollars per
> month. eSignal provides back fill so that all your data is 
continuous. For a
> new subscription they provide 60 days of RT backfill. With esignal 
you never
> have gaps in your data, if you don't trade for a few days and turn 
on after
> your return the data will automatically fill in all missing data. 
Nice.
> 
> Good luck,
> herman.
> 
> 
>   -----Original Message-----
>   From: goldwing01 [mailto:GOLDWING01@x...]
>   Sent: Wednesday, March 24, 2004 8:33 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] interactive data question?
> 
> 
>   I've look at interactive web page for real time data and in my 
search
>   for a price list, I didn't find one, so if someone would direct 
me in
>   the right direction please, also if some one can kindly explain 
any
>   big or excitable significant between interactive and Esignal I 
would
>   appreciated. Thanks in advance
> 
> 
> 
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