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> I am sure you get tick by tick data from IB in real time.
WRONG!
No, you don't get TICK BY TICK data from IB !
You guys seem so far misguided by IB advertising / lack of real documentation.
IB sends 0.2 - 0.3 second "snapshots"
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/37364.html
IB data is NOT tick by tick ! Never designed to be and never will be
due to limitations of IB infrastructure.
While AmiBroker of course is fully able to store tick by tick data,
i.e. EVERY SINGLE TRADE has SEPARATE RECORD and displayed
SEPARATELY IF ONLY data source provides separate trades (for exampel eSignal does).
And yes it can import tick ASCII data with $TICKMODE 1
The 5 second thing in quote editor comes from the fact that multiple ticks can have the same
timestamp (multiple trades occuring very shortly one after another), but they are stored separately
and displayed separately, i.e. if there were 15 trades within given time period then you get 15 data points on the chart
and you see 15 records in quote editor. That's what you call tick by tick.
In tick-by-tick there can be multiple records with the same date/time stamp.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Peter" <redbank199-trade@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, December 08, 2006 5:55 PM
Subject: [amibroker] Re: Import ASCII tick data file
> treliff,
>
> I am sure you get tick by tick data from IB in real time.
> Now if Amibroker's quote window shows data down to 5-seconds only,
> then it looks like Amibroker can NOT store tick-by-tick data.
> If this is correct, then I doubt it can import tick-by-tick
> data in ASCII format.
>
> I am not a paying customer yet, so I am not sure I can ask
> Amibroker Support on this question. If you are a customer,
> maybe you can ask support ?
>
> Peter
>
> --- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@xxx> wrote:
>>
>> Peter, there might be a caveat: In my experience all "tick quotes"
>> are divided by at least 5 seconds. Opening the quote editor I can see
>> multiple quotes at 3:05:15 PM but the next is at 3:05:20 PM.
>>
>> In that case I cannot select the 3:05:15 2nd, 3rd etc. quotes in the
>> chart, the vertical line can only "jump" between the first 3:05:15
>> and the first 3:05:20 quotes.
>>
>> BUT: this does not specifically refer to ASCII import!! I experience
>> this simply storing RT quotes using IB (base time interval: tick).
>> Still thought I'd let you know.
>>
>> It never really bothered me and I'm not sure if there's anything in
>> my Settings or elsewhere that causes this. I don't necessarily blame
>> the program. If anyone knows I'd appreciate to hear (I'm using
>> 4.85.0).
>>
>> -treliff
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "Marek Chlopek" <mchlopek@>
>> wrote:
>> >
>> > CHANGE LOG
>> > Highlights of version 4.80:
>> > - ability to import tick data added to ASCII importer
>> >
>> > ---
>> > Marek Chlopek
>> >
>> >
>> > > -----Original Message-----
>> > > From: amibroker@xxxxxxxxxxxxxxx
>> > > [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Peter
>> > > Sent: Thursday, December 07, 2006 1:38 AM
>> > > To: amibroker@xxxxxxxxxxxxxxx
>> > > Subject: [amibroker] Import ASCII tick data file
>> > >
>> > > Hi,
>> > >
>> > > I am trying Amibroker now. It looks like the trial version
>> disables
>> > > tick data features, e. g., can not display tick charts. As a
>> result
>> > > I can not verify if it can import historical tick data files or
>> not.
>> > >
>> > > Can anyone help and let me know if Ami is able to import
>> historical
>> > > ASCII tick data files. Each line in the file would be just one
>> tick
>> > > with one price, date/time stamp, and volume, there would not be
>> open,
>> > > high, low and close prices.
>> > >
>> > > And also once it is imported, I assume it can display it in any
>> > > tick intervals. right ?
>> > >
>> > > Thanks
>> > >
>> > >
>> > >
>> > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > > http://www.amibroker.com/devlog/
>> > >
>> > > For other support material please check also:
>> > > http://www.amibroker.com/support.html
>> > >
>> > > Yahoo! Groups Links
>> > >
>> > >
>> > >
>> > >
>> > > __________ NOD32 Informacje 1910 (20061208) __________
>> > >
>> > > Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32
>> > > http://www.nod32.com lub http://www.nod32.pl
>> > >
>> > >
>> >
>>
>
>
>
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
>
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