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Re: [amibroker] help on Set Option marginrequirement AFL



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Hi, 

It would appear with volume being zero I am getting one tick into the 
graph on Amibroker tick charting set to 55 ticks!!

I do get ESU4-GLOBEX-FUT, ZB   SEP 04-ECBOT-FUT (watch the spacing 
per help files), YM SEP04-ECBOT-FUT, ERU2U4-GLOBEX-FUT, QQQHH-CBOE-
OPT, QQQHJ-CBOE-OPT but some other options near the price with large 
volume I get nothing, i.e. today with the Realtime Alert open but not 
showing on the screen, I did not get any quotes for qqqij but had a 
vol of 4,311 today, my last collect day was 7/30 with 2,144 for vol. 
In fact today I only got one opt with quotes (QQQHL) 17 other options 
no quotes at all (some perhaps did not have vol i.e. leaps). All 
others and stocks aok.

So for my system using options through Amibroker and IB will not work.

Regards,

Jerry


 

> Hi Jerry,
> 
> Interesting. can I just clarify. Do you get only one tick for the 
day 
> or do you get ticks for every minute. What I am getting is an 
> occasional tick on a sporadic basis which shows no obvious pattern. 
> E.G. I may get one at 11:05 then  another an hour later, then five 
> minutes later then none for the rest of the day.
> 
> They are all flat like yours. This to me is simply due to the fact 
> that since I am only getting one tick for the time period, there is 
> no basis (ie Highs/lows) for making a different candle.
> 
> Do you get any other non stock type ticker e.g. futures, options 
etc.
> 




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