Thanks Thomas, that does help explain the data loss a number of us have been seeing.
I had been doing the scan in the morning, not the end, and was under the impression that doing a database save-all would save all date that had been collected.
Having to perform a scan just to write my data seems a bit counter-intuative
Is there any chance you would consider changing AB so that this save is done automatically?
Re IQ/Esig vs IB. I agree, the backfill is bad and slow. But it is adequate for my needs. I only trade a few stocks and the eminis
I am quite happy to wait a few minute for the backfill and put up with IB's limitations in this area.
All feeds have problems from time
to time, but I have found the IB R/T feed to be more than adequate .. it kept up nicely during tuesdays free fall.
I think you have a number of users in this category.
IB TWS has one very big advantage over any of the other feeds
I often access my TWS data from another computer over my home lan. None of the the other feeds allow this. In fact, they go out of their way to prevent it. And I can get two feeds from IB, just by opening a paper trading account. Again, this gives me the flexibility I sometimes need.
Regarding IB Plugin enhancements ... I offer my short list for your consideration
1) Autosave all collected data when I exit AB or press the save all button
2) Allow backfill for tick data . I have used several other programs using the IB feed and they allow this.
- I know it's not real 'tick' data. I want it for 'volume' based charts, and its' more than
adequate for that need.
- doesn't have to be 30 days .. can be much less... provided I can reliably save the data as per the file-save request above.
3) - Daily Historical data ...
Thanks again !
----- Original Message ----
From: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, February 28, 2007 4:32:39 PM
Subject: Re: [amibroker] Feed on AmiBroker from IB
Hello,
Ineteractive Brokers (IB) is "special" because of their very
limited backfill capability (not allowing more than one backfill
at a time and throttling they do).
For this reason any program using IB feed must limit backfills
to just one at a time which is very inconvenient
from workflow point of view. But this is IB limitation,
not Amibroker's. If you are serious about intraday data
I would rather recommend using eSignal or IQFeed. Both are
way, way superior and orders of magnitude faster than IB.
If you choose using IB data and want to fill the
gaps
you need to trigger backfills manually. The recommended
workflow is as follows:
1. Put all symbols you want to collect data for into Real Time
Quote window
2. When you start AmiBroker with IB feed, choose "Backfill All
RT quote window symbols" from Plugin status menu.
3. Once process is completed for all symbols (it takes looong
time due to TWS throttling backfills to crawl)
you have all your historical data in place and all data are
being collected all the time automatically,
you don't need to chart them.
4. Now important part: BEFORE you close AmiBroker at the end
of the day,
go to AA window and run any SCAN (say as simple
as:
Buy = 0; )
over ALL SYMBOLS. This makes sure that data collected by the
plugin is accessed by AB and transmitted
to its local files.
After that you can close AB and all data you collected are
stored on your local disk.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Wednesday, February 28, 2007 8:21
PM
Subject: Re: [amibroker] Feed on
AmiBroker from IB
Thomasz
I have similar behavior to what the prior posters have said.
There was
a prior thread on this last week as well.. so there's a lot of us with this
problem.
- I have all my symbols in a RT quote windiw
- I don't
chart all the symbols, all the time
Most nights I review each
symbol.. Usually the symbol is NOT filled in and a backfill must be
performed.
I've found that running a scan against all syms in the morning
will make AB collect and store the data ... sometimes
But just putting
into the RT window doesn't.
This is 490.3 .. but has been this way for
many months.
----- Original Message ----
From: Tomasz
Janeczko <groups@xxxxxxxxxxxxx>
To:
amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, February 28, 2007 10:43:13
AM
Subject: Re: [amibroker] Feed on AmiBroker from IB
No, AB collects data for ALL symbols being accessed
in ANY way (you can for example run AA Scan over all
symbols
to collect all without need to chart them).
Best regards,
Tomasz
Janeczko
amibroker.com
-----
Original Message -----
Sent:
Wednesday, February 28, 2007 4:17 PM
Subject:
RE: [amibroker] Feed on AmiBroker from IB
I believe Eduardo charts in AB just ER, hence only ER's
data is being collected.
AB ONLY collects data for symbols who are being
charted! (unfortunately)
I would think that if you display all charts in
the morning there should be no problem. I am in Europe and I open the TWS +
Amibroker already before 10 a.m. CET to prepare my day, corresponding to 4
a.m. E.T.
Best to put all symbols in the real time quote
window. To open see: View -> Realtime Quote
put in the symbols you wish to have updated
during the day and then do Right Mouse Click on CONN (right bottom) and
Backfill All RT Quote symbols. If you do that every morning it should be
fine I would think,
Ed
-----
Original Message -----
Sent:
Wednesday, February 28, 2007 12:43 PM
Subject:
[amibroker] Feed on AmiBroker from IB
I have linked AmiBroker with IB with 8 symbols to feed every day.
Every day when I open AmiBroker and IB I display the 8 symbols, but
during the day I watch just ER2.
When the day end and I watch the
other symbols, noone has bees updated
to the day.
I open both
software early in the morning ( 6:00 am ET ) and I am
thinking this
could be the problem.
Need I watch the charts right after 9:30 AM ET
to update all during the
day? Or I missing another task.
Thanks in
advance
Eduardo
