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Hello,
Yes it is and it does not affect data, including real-time.
In the future I am going to change timestamp resolution to 64 bits
that would support sub-second spacing, but this means
re-writing all data plugins.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Homar Simpson" <x77777x@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, January 03, 2007 4:10 AM
Subject: [amibroker] Re: Settings for Tick data and bar style charts
> 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
>> >>
>> >> >
>> >>
>> >> >
>> >>
>> >> >
>> >>
>> >> >
>> >>
>> >> >
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >> <!--
>> >>
>> >> #ygrp-mlmsg
>> > {font-size:13px;font-family:arial,helvetica,clean,sans-serif;}
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>> >> padding-bottom:10px;
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>> >> background-color:#e0ecee;
>> >> margin-bottom:20px;
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>> >> }
>> >> #ygrp-vital #vithd{
>> >> font-size:77%;
>> >> font-family:Verdana;
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>> >> text-transform:uppercase;
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>> >> width:2em;
>> >> text-align:right;
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>> >> #ygrp-vital ul li .cat{
>> >> font-weight:bold;
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>> >> #ygrp-vital a {
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>> >> color:#999;
>> >> font-size:77%;
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>> >> padding:6px 13px;
>> >> background-color:#e0ecee;
>> >> margin-bottom:20px;
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>> >> #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;
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>> >> o {font-size:0;}
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>> >> #ygrp-text tt{
>> >> font-size:120%;
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>> >> 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
>> >
>> >
>> >
>> >
>> >
>>
>
>
>
>
> 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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