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Yes, it seems that they added number of trades to historical feed but then streaming data come without this info
(and each streaming "IB-tick" may consist of more than one physical trade).
More interesting is that apparently they finaly start sending OPEN price.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Wes Smith
To: amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, December 20, 2006 9:43 PM
Subject: Re: [amibroker] Re: Settings for Tick data and bar style charts
Thomasz
I think they now include the trade/tick count in API 9.0
http://www.interactivebrokers.com/en/software/apiReleaseNotes/api9.php?ib_entity=llc#9_numberTrades
----- Original Message ----
From: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, December 20, 2006 3:40:09 AM
Subject: Re: [amibroker] Re: Settings for Tick data and bar style charts
Strictly speaking:
1. Current IB plugin HAS so called "Tick" mode and these
represents IB "ticks" i.e. 0.2 sec snapshots (not 5 second).
2. There is no way to convert 0.2 sec snapshot to true tick
- there is simply NO INFORMATION about individual trades
in IB feed and there is no way to compare to eSignal or other
tick-by-tick feeds. For example 210 tick chart
from IB data is simply fake.
Traders thinking otherwise I fooling themselves.
Discussed to death on IB own boards:
http://www.interact ivebrokers. com/cgi-bin/ discus/board- auth.pl?file= /2/37364. html
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "scourt2000" <stevehite@xxxxxxxx net>
To: <amibroker@xxxxxxxxx ps.com>
Sent: Wednesday, December 20, 2006 1:02 AM
Subject: [amibroker] Re: Settings for Tick data and bar style charts
>
> Don,
>
> It's because IB does not have tick data. They have 5 second snapshot
> data at the finest granularity. If you want tick data, you have to use
> a true tick-by-tick data source like eSignal.
>
> I know, I know. There's other charting packages out there that try
> their best to take the concept of a tick and apply it to IB's data
> snapshot methodology but that is not what Tomasz's IB plugin will do for
> you.
>
> I know many traders who use these other packages, and use information
> from other traders who have tick-by-tick data feeds (like eSignal or
> TradeStation) and they find some kind of near-equivalent mapping to the
> IB snapshot data. That modus operandi isn't gonna happen in Amibroker
> for you unless you find a very clever fellow to write an IB plugin for
> you that fakes Amibroker out into thinking that it's receiving real
> ticks from snapshot data.
>
>
>
> --- In amibroker@xxxxxxxxx ps.com, "Don Hallman" <bmwhendrix@ ...> wrote:
>>
>> I have been trying to set up to use tick data on 42 or 210 tick charts
>> but the data does not feed in or chart correctly. I use IB for data.
>> I set my database to tick, but when I try to backfill, no data comes
>> in and the backfill length is set to minimum and will not change?
>>
>> My second problem is that charts keep defaulting back to candlestick.
>> Seem no matter how I close out or save the charts this happens.
>>
>> Both problems are probably simple operator error, but I need some
>> guidance.
>>
>> Thanks,
>> Don
>>
>
>
>
>
>
> 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.amibroke r.com/devlog/
>
> For other support material please check also:
> http://www.amibroke r.com/support. html
>
> Yahoo! Groups Links
>
>
>
>
>
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