PureBytes Links
Trading Reference Links
|
Hello,
TICK data are not timestamped with millisecond accurracy as you seem to think.
In tick mode you have MULTIPLE trades/ticks with SAME time stamp.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "loveyourenemynow" <loveyourenemynow@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, January 02, 2007 8:12 PM
Subject: [amibroker] Re: Settings for Tick data and bar style charts
>I am trying to get the 0.2 sec IB pseudo tick data , but it still
> shows as 5 sec bar even if I choose tick in the view menu.
>
> Is there any other extra setting or a new plugin has been released?
>
> Thk
>
> Ly
>
> I set basetime interval to tick in database setting
> --- In amibroker@xxxxxxxxxxxxxxx, Wes Smith <wes_zoltran@xxx> wrote:
>>
>> 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@xxx>
>> 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
>>
>> >
>>
>> >
>>
>> >
>>
>> >
>>
>> >
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>> <!--
>>
>> #ygrp-mlmsg
> {font-size:13px;font-family:arial,helvetica,clean,sans-serif;}
>> #ygrp-mlmsg table {font-size:inherit;font:100%;}
>> #ygrp-mlmsg select, input, textarea {font:99%
> arial,helvetica,clean,sans-serif;}
>> #ygrp-mlmsg pre, code {font:115% monospace;}
>> #ygrp-mlmsg * {line-height:1.22em;}
>> #ygrp-text{
>> font-family:Georgia;
>> }
>> #ygrp-text p{
>> margin:0 0 1em 0;
>> }
>> #ygrp-tpmsgs{
>> font-family:Arial;
>> clear:both;
>> }
>> #ygrp-vitnav{
>> padding-top:10px;
>> font-family:Verdana;
>> font-size:77%;
>> margin:0;
>> }
>> #ygrp-vitnav a{
>> padding:0 1px;
>> }
>> #ygrp-actbar{
>> clear:both;
>> margin:25px 0;
>> white-space:nowrap;
>> color:#666;
>> text-align:right;
>> }
>> #ygrp-actbar .left{
>> float:left;
>> white-space:nowrap;
>> }
>> .bld{font-weight:bold;}
>> #ygrp-grft{
>> font-family:Verdana;
>> font-size:77%;
>> padding:15px 0;
>> }
>> #ygrp-ft{
>> font-family:verdana;
>> font-size:77%;
>> border-top:1px solid #666;
>> padding:5px 0;
>> }
>> #ygrp-mlmsg #logo{
>> padding-bottom:10px;
>> }
>>
>> #ygrp-vital{
>> background-color:#e0ecee;
>> margin-bottom:20px;
>> padding:2px 0 8px 8px;
>> }
>> #ygrp-vital #vithd{
>> font-size:77%;
>> font-family:Verdana;
>> font-weight:bold;
>> color:#333;
>> text-transform:uppercase;
>> }
>> #ygrp-vital ul{
>> padding:0;
>> margin:2px 0;
>> }
>> #ygrp-vital ul li{
>> list-style-type:none;
>> clear:both;
>> border:1px solid #e0ecee;
>> }
>> #ygrp-vital ul li .ct{
>> font-weight:bold;
>> color:#ff7900;
>> float:right;
>> width:2em;
>> text-align:right;
>> padding-right:.5em;
>> }
>> #ygrp-vital ul li .cat{
>> font-weight:bold;
>> }
>> #ygrp-vital a {
>> text-decoration:none;
>> }
>>
>> #ygrp-vital a:hover{
>> text-decoration:underline;
>> }
>>
>> #ygrp-sponsor #hd{
>> color:#999;
>> font-size:77%;
>> }
>> #ygrp-sponsor #ov{
>> padding:6px 13px;
>> background-color:#e0ecee;
>> margin-bottom:20px;
>> }
>> #ygrp-sponsor #ov ul{
>> padding:0 0 0 8px;
>> margin:0;
>> }
>> #ygrp-sponsor #ov li{
>> list-style-type:square;
>> padding:6px 0;
>> font-size:77%;
>> }
>> #ygrp-sponsor #ov li a{
>> text-decoration:none;
>> font-size:130%;
>> }
>> #ygrp-sponsor #nc {
>> background-color:#eee;
>> margin-bottom:20px;
>> padding:0 8px;
>> }
>> #ygrp-sponsor .ad{
>> padding:8px 0;
>> }
>> #ygrp-sponsor .ad #hd1{
>> font-family:Arial;
>> font-weight:bold;
>> color:#628c2a;
>> font-size:100%;
>> line-height:122%;
>> }
>> #ygrp-sponsor .ad a{
>> text-decoration:none;
>> }
>> #ygrp-sponsor .ad a:hover{
>> text-decoration:underline;
>> }
>> #ygrp-sponsor .ad p{
>> margin:0;
>> }
>> o {font-size:0;}
>> .MsoNormal {
>> margin:0 0 0 0;
>> }
>> #ygrp-text tt{
>> font-size:120%;
>> }
>> blockquote{margin:0 0 0 4px;}
>> .replbq {margin:4;}
>> -->
>>
>
>
>
>
> 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
>
>
>
>
>
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.16.3/614 - Release Date: 1/2/2007 2:58 PM
|