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I was going to ask about something related to this tick timing.
I ASCII imported CME data that is timestamped to the second. AB
converted everything to 5 second apart timestamps. AB seems to have
captured all the data, but would not support 1 second intervals.
I assume this is by design, but would this not effect all data,
including realtime?
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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@> 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@>
> >> 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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