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Re: [amibroker] New Interactive Brokers plugin 1.5.0 - featuring 30 DAYS backfill


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] New Interactive Brokers plugin 1.5.0 - featuring 30 DAYS backfill
  • From: "Tomasz Janeczko" <amibroker@xxxxxx>
  • Date: Fri, 27 Jan 2006 22:24:25 +0100

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Hello,

I will add possiblity to set your "default" in the future along with option to cancel backfill.
Now it is set to 5 days to prevent situation when user switches to 30 days
and then runs AmiBroker and it at start goes on with 30 day backfill
without option to cancel. 

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "ronbo" <ronbo@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, January 27, 2006 9:44 PM
Subject: RE: [amibroker] New Interactive Brokers plugin 1.5.0 - featuring 30 DAYS backfill


> 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
> 
> 
> 
> 
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> 
> 
> 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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