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Hello,
"Tick" base time interval is supported only
by eSignal, DDE, and Interactive Brokers plugins.
Unfortunatelly IQFeed plugin does not support it yet.
I would love to add tick support but for that the feed needs to
have seconds in tick time stamp. This is needed by AmiBroker
to properly build 5-second and 15-second intervals
that are available when tick base interval is selected.
IQFeed tick feed however comes only with HH:MM timestamp
(no seconds) and we (and other vendors too) are waiting for IQFeed to add seconds
to their feed. Seconds in the timestamp was promised 1.5 years ago and supposed
to be ready by the end of previous year.
http://forums.iqfeed.net/index.cfm?page=topic&topicID=189
I could "make up" seconds from local computer time, but obviously
local computer time is not synchronized with exchange and/or IQFeed server
and "making up" seconds would lead to certain ticks begin accounted
into wrong bar. Wrong bar data would lead to wrong charts and you would
probably not be too happy to have wrong charts.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "romacop" <romacop@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, February 05, 2005 11:22 PM
Subject: [amibroker] IQFeed backfill tick by tick
>
>
>
> Hi, I use AmiBroker with IQFeed (Eminis & Eurex), and I've seen that
> this couple runs as fast as my broker's book (lightning!).
> I have seen that:
> - if I select File - Database Settings - Base time interval=1 Minute
> the backfill it's ok, but...
> - if I select Base time interval="tick" and then I force the backfill
> I receive a lot of data, but I'm not able to display tick by tick
> charts (I can choose 10-20-50-100-200 ticks, but I don't get their
> charts).
> I agree that I've to set "Base time interval=1 Minute" but the IQFeed
> customer service (via E-mail) says: "Our feed stores 8 days of tick
> history, and 120 days of minute data. However the software you choose
> will also have to have this option available."
> Does anybody knows if there is a way to download tick data from
> IQFeed with AmiBroker so that you can use it x backtesting?
> Thank you very much.
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> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
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