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Hello,
As for IB data quality vs. eSignal - according to my
knowleadge the data in IB represent not only trades through IB but entire market
activity,
and in some cases (globex for example) IB is a little bit
quicker.
See some discussions at:
<A
href="">http://www.elitetrader.com/vb/showthread.php?s=&postid=440794&highlight=esignal+ib#post440794
<A
href="">http://www.elitetrader.com/vb/showthread.php?s=&postid=118115&highlight=ib+esignal+delay#post118115
Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Herman van den
Bergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, March 25, 2004 3:52
AM
Subject: RE: [amibroker] interactive data
question?
<FONT face=Arial color=#0000ff
size=2>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.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>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.
<FONT face=Arial color=#0000ff
size=2>
Good
luck,
<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: goldwing01
[mailto:GOLDWING01@xxxxxxx]Sent: Wednesday, March 24, 2004 8:33
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [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
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