|
PureBytes Links
Trading Reference Links
|
Thanks much TJ.. this is great. i like the (6/6) showing which of the 5
day "chunks" it's backfilling.---nice.
is there a way for me to have the plugin "remember" which setting i last
used for backfilling All RTQ?? I would use a setting other than 1 Day only
when i am initially backfilling a new symbol. All other times would be 1
Day. The plugin reverts to the default, 5 Day, when you close AB and then
reopen it.
thanks again,
ron
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf
Of Tomasz Janeczko
Sent: Friday, January 27, 2006 11:02 AM
To: amibroker@xxxxxxxxxxxxxxx; amibroker-news@xxxxxxxxxxxxxxx
Subject: [amibroker] New Interactive Brokers plugin 1.5.0 - featuring 30
DAYS backfill
Hello,
A new version of Interactive Brokers data plugin has been released now.
It features (among other things) extended backfill (upto 30 days of 1-minute
bars).
Please read change log below for more details.
Download & instructions:
http://www.amibroker.com/ib.html
Direct link:
http://www.amibroker.com/bin/ib150/IB.dll
(you need to CLOSE AmiBroker, and copy downloaded file to "Plugins"
subfolder)
You can verify version numbers of all plugins using Tools->Plugins menu in
AmiBroker.
Best regards,
Tomasz Janeczko
amibroker.com
CHANGES for version 1.5.0 (as compared to 1.4.4)
+ 1-minute backfill length is now extended to upto 30 days,
user selectable from RIGHT mouse button menu over plugin status area.
(Note that due to TWS limitation backfills longer than 5 days are splitted
into chunks of 5 days and downloaded sequentially)
+ Implemented workaround to IB weird way of sending tickSize events
Problem was that IB sometimes repeats many times the same tick and sometimes
skips some ticks and cumulate them into one tickSize LAST_SIZE event.
This is because IB feed was NOT designed as tick-by-tick and never intended
to create time&sales series, but rather solely to update TWS display grid.
Now the plugin tries to workaround this weirdness by ignoring duplicate
tickSize LAST_SIZE events (with the same size) and correcting missing ticks
usign CUMULATIVE volume sent with tickSize VOLUME event. Correction is
needed because without it we would end up having incorrect total volume
(sometimes real trades may have same events so multiple REAL ticks may have
same price/size, unfortunatelly there is no way to detect whenever it is
real trade or duplicate generated by IB, so correction according to
cumulative volume is the only way to go).
+ plugin now accepts "O" and "OP" as type specification and treats it as
"OPT"
This allows to get quotes for some options that have very long symbols
(exceeding 26 characters allowed by AB).
For example to get DAX options use this symbols:
C ODAX MAR 06 5500-DTB-O
P ODAX MAR 06 5500-DTB-O
(note that there are TWO spaces between 06 (year code) and 5500 (price).)
+ Fixed some problems with Microsoft's CSocket buggy implementation
+ IB API error message 165 is used now to detect whenever backfill is
available or not (demo account for example does not offer backfill)
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
SPONSORED LINKS Investment management software Real estate investment
software Investment property software
Software support Real estate investment analysis software Investment
software
YAHOO! GROUPS LINKS
Visit your group "amibroker" on the web.
To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
--
No virus found in this outgoing message.
Checked by AVG Free Edition.
Version: 7.1.375 / Virus Database: 267.14.21/236 - Release Date: 1/20/2006
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|