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Re: [amibroker] Re: Settings for Tick data and bar style charts



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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
>> 
>> > 
>> 
>> > 
>> 
>> > 
>> 
>> > 
>> 
>> >
>> 
>> 
>> 
>>     
>>   
>> 
>>     
>>     
>> 
>> 
>> 
>> 
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> 
> 
> 
> 
> 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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