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Thanks Herman for sharing your ideas , I have started to save my data
in different group , thus temp my prob is solved
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> Just a followup on my earlier post...
>
> I collected one day of TWS data and overlayed/charted both in
excel. eSignal
> had about 30% more quotes, about 13000 vs about 10000..
>
> While I thought that eSignal broadcasts all quotes i now doubt
that, since
> if that were the case all TWS quotes would be within the eSignal
High/Low
> ranges however they were not - they took turns in setting new highs
and
> lows. About 15% (61/390) of the minute prices differed between the
two
> sources. Price differences ranged from 1-10 cts on a $70 stock.
>
> Regarding my observation that TWS quotes lead on eSignal, I
couldn't confirm
> this from the data since the numbers were so drastically different
and the
> best AB resultion is 5 seconds. However this is what i experienced,
browsing
> on the EliteTrader forums I found that others have come to the same
> conclusion. My personal estimate (unscientific) is that eSignal may
be
> delayed from a few tenth to half a second or more wrt TWS data -
this
> probably depends on where you live and which servers you are using.
>
> I will probably start timing/trading on TWS data and develop with
eSignal.
> Another reason for doing this is that the eSignal data stream
really slows
> down my computer, adding to delays and imposing a processing limit.
Still
> another reason is that by creating a new IB database each day my
real time
> formulas are lightning fast :-) this because i am processing 10000
instead
> of 500000 bars (for a number of reasons I cannot use
SetBarsRequired/Quick
> afl).
>
> all this is not very scientific but is is the way i see it.
> best regards,
> herman
>
> -----Original Message-----
> From: Herman van den Bergen [mailto:psytek@x...]
> Sent: Monday, January 31, 2005 12:42 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Managing AB Data
>
>
> By coincidence i posted on the same problem a few days ago.
>
> For today i just created a new data-base for my IB data plugin,
since IB
> doesn't backfill you have only data for the day. You might want to
try
> this.. unless there is a solution i might end up using IB-data for
trading
> and using eSignal-data for development.
>
> At the end of the day I will perform a data and tick-count
comparison. It
> appears that i get more quotes and less delay from the TWS - my eod
day
> analysis will clear that up for a fact. If the TWS leads by several
ticks
> that could improve fills. Collected about 10,000 ticks thus far,
should be
> enough to compare the two.
>
> best regards,
> herman.
> -----Original Message-----
> From: iascool [mailto:sai20_2000@x...]
> Sent: Monday, January 31, 2005 8:38 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Managing AB Data
>
>
>
> Hi
> Is there any way to cut short AB HIst Intraday Data, so that
when
> needed the data can be recalled back.As the data processing of 6
> months hist data takes too much time.
>
> Regards
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
>
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