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Hello
Lesmond,
The solution here
could be to be able to access a second data source, like eSignal, when the
arrival of IB quotes times-out. What would be needed is a way to read the
last quote of the backup data source so that a running comparison could trigger
an alarm and AT action can be adapted accordingly. Sometimes it is
lot easier to develop an effective "Coping Technique" than try to find/create
perfect conditions to trade (nowhere to be
found).
I use both the IB and eSignal feed. I use
eSignal for historical work and use both for real trading, to me it appears
that IB data has less lag. This may well be due to a combination of factors,
like snapshot vs full data, personal system load, server location, etc.
With Automated Trading minimum lag greatly increases the chance of
getting your LMT filled so I hope support for the IB plugin will continue
and also hope that new features will be added.
For
problems to be fixed (if possible) or to be dealt with with
protective coding they have to be clearly defined. My problems with IB/TWS
have mostly been "Freezing" of the TWS and or data drop out. I experience
"Killer-Spikes" with both sources, often at the same times- I don't think these
can be prevented except by adding protective code. Tomasz referred us to a nice
paper on this on the -at list: http://www.tickdata.com/FilteringWhitePaper.pdf
What
are your troubles with the IB feed?
best
regards,
herman.
Regarding a number of posts on this forum
related to problems with IB
data feed here is my comment.
Any
charting software that supports data from InteractiveBrokers is
in the same
position as AmiBroker. Minor and major glitches that are
quickly patched up
by charting program's developers and which
reappear a few days/weeks later
in the same or different form with
the introduction of the newer version of
TWS (which is often full of
bugs of its own).
In addition to
AmiBroker I also use SierraChart and the ratio of data
feed problems
reported on their support message board is roughly as
follows:
IB:
20 problems
MyTrack: 1 problem
About the same holds true on this
forum where the ratio of problems
between IB feed and eSignal is about 20:1
as well.
InteractiveBrokers is primarily a brokerage and not a data
feed.
Users get the data for free as a bonus. They get what they pay
for.
Anybody daytrading futures should be able to pay $70/month for
the
real feed like eSignal and IB should be considered only as a
backup
feed.
While it's understandable why some users like the idea
of using IB
data, the reality is that fixing all the bugs endlessly
generated by
lousy programming on IB's end takes lots of time that
AmiBroker's
developer could spend on enhancing other areas of his
excellent
product.
In short, with all due respect to all users of IB
data, my suggestion
is:
consider IB as a backup feed only and use
something else as a
primary
feed.
Lesmond
Please
note that this group is for discussion between users only.
To get
support from AmiBroker please send an e-mail directly to
SUPPORT {at}
amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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