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As we are on a Data Feed topic I spend time on a site where thru HoComm I
can see others charts and to match the tick charts of Sierra with IB feed or
Ensign with IB feed I must use vastly diff tick values. Sierra will be 70
tick and my Ab must be set to 30 tick to match charts. I know IB sends
bundles of ticks if price is same for a few seconds but AB must also be
playing with the tick values.
Comments please
>From: "Tomasz Janeczko" <amibroker@xxxxxx>
>Reply-To: amibroker@xxxxxxxxxxxxxxx
>To: <amibroker@xxxxxxxxxxxxxxx>
>Subject: Re: [amibroker] IQFeed backfill tick by tick
>Date: Sun, 6 Feb 2005 01:17:39 +0100
>
>
>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.
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
> >
>
>
>
>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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