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Tomasz,
Sorry for my confusion and I am glad Amibroker can import
and store tick-by-tick data.
I have eSignal and have been trying to find a program that
can import tick-by-tick ASCII data and then run backtesting
with any-tick interval timeframe (not limited by just a
list of pre-set tick intervals by the program).
Not many programs can do all of the following:
1. import and store tick-by-tick historical ASCII data
2. dispay and chart any tick interval timeframe (not just a pre-set
list)
3. backtest with any tick interval timeframe.
Look like Amibroker can do all of these. If yes, then it is
a very impressive program and you should promptly advertise this
feature on Amibroker's homepage !
Peter
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> > 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@xxx>
> 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@> 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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