|
PureBytes Links
Trading Reference Links
|
If you
have real time data, like eSignal or Interactive Brokers then you also have
access to the values below (if you registered Pro AB).
I
think what you are asking is already done by many users. I use
GetRTDataForeign() almost exclusively to get my RT data from
IB
herman
- "Ask" - current best ask price
- "AskSize " - current ask size
- "Bid" - current best bid price
- "BidSize " - current bid size
- "52WeekHigh" - 52 week high value
- "52WeekHighDate" - 52 week high date (in datenum format)
- "52WeekLow" - 52 week low value
- "52WeekLowDate" - 52 week low date (in datenum format)
- "Change" - change since yesterdays close
- "Dividend" - last dividend value
- "DivYield" - dividend yield
- "EPS" - earnings per share
- "High" - current day's high price
- "Low" - current day's low price
- "Open" - current day's open price
- "Last" - last trade price
- "OpenInt" - current open interest
- "Prev" - previous day close
- "TotalVolume" - total today's volume
- "TradeVolume" - last trade volume
- "ChangeDate" - datenum (YYYMMDD) of last data change
- "ChangeTime" - timenum (HHMMSS) of last data change
- "UpdateDate" - datenum (YYYMMDD) of last data update
- "UpdateTime" - timenum (HHMMSS) of last data update
- "Shares" - total number of shares
I think some did misunderstand: With
eventbased I do not mean news. I
mean an event as a change of bid/asksize,
bid/ask price or a trade.
This is different than trading with fixed-minute
bars. Do you see what
I mean? It is about the structure of Amibroker. I am
designing trading
systems for years in wealth-lab.
SO AGAIN: IS
THIS POSSIBLE IN AMIBROKER?
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
YAHOO! GROUPS LINKS
|