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I'd like to clarify this somewhat. The data
"holes" I have seen are rare but do sometimes occur in the 1 minute bar
historical data that I've downloaded. I suppose some omissions are
inevitable.
Also, the IB TWS displays a maximum of 40
quotes per page and up to 24 pages may be created.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Glen Haponek
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, March 25, 2004 8:23
AM
Subject: Re: [amibroker] interactive data
question?
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.
In the TWS, the "Last Price" has always
appeared to be accurately reflected in the eSignal data.
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.
There are holes in the eSignal data at
times. They miss bars, but these are omissions or errors.
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Herman van den
Bergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, March 24, 2004 9:52
PM
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>
<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 advanceSend BUG
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