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PureBytes Links
Trading Reference Links
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Thanks
for the tip Gary, here is the link for others <A
href="">http://www.bayou.com/~smcg/cdata.htm
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: Gary A. Serkhoshian
[mailto:serkhoshian777@xxxxxxxxx]Sent: Thursday, March 25, 2004
2:14 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] interactive data question?Importance:
High
As if this discussion didn't need an addded wrinkle, for those concerned
about the data collection process for backtesting purposes you may consider
just buying historical data with a vendor that'll provide periodic
updates. I used CIS data (not to be confused with CSI). For a flat
fee I got tick data going back to 1994 with weekly updates that I can download
for free.
In this way, you aren't tied down to a specific intra-day vendor for fear
of missing a few days if you go on vacation. So, if this IB feed really
works out then combined with a lot of historical tick data you've got a
workable solution.
Kind Regards,
Gary
Glen Haponek <ghaponek@xxxxxxx> wrote:
<BLOCKQUOTE class=replbq
>
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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