RE: [amibroker] Re: OpenTick - anybody using them?

["John Tierney" <johntierney@xxxxxxxxxxxxx>]

The symbol for the Dow $5 contract is /YMM7-EC.  There were problems requesting historical data for futures.  That has been fixed.  There were also problems with the  5 and 15 second interval.  That also has been fixed.  Make sure that you are running version 0.1.2.  Remember that this is still alpha software and has not even reached beta status.  Probably the biggest problem, now,  is that the data is not being stored to the local database.  You restart AB and the data is gone.  A request to AB support has been made and they are waiting for a replay. 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of dbw451
Sent: Wednesday, February 28, 2007 7:46 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: OpenTick - anybody using them?

CJ, what symbol did you use for the YM?  I tried every combination of /YM<month><year>-<exchange> (e.g. /YMH7-EC) that I could think of and could not get a valid symbol for historical data.  I also changed the setup to various servers thinking maybe futures data is handled on different servers than stock data.

 

I took a look at historical stock data for MSFT and noticed a lot of bad (or maybe late) ticks which cause big spikes up and down on my charts.  I’m guessing that those ticks are there in raw data feeds and services like eSignal and DTN filter them out.  Since IB takes 200ms snapshots, it would be rare to exactly catch one of those blips using an IB feed.

 

The CBOT does not charge an exchange fee for its real-time e-minis, so it’s also free with opentick.  Once I can get a valid YM symbol, I would like to test the opentick YM in real-time.

 

Thanks,

 

David

 

---

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of jydejyde
Sent: 02/28/2007 7:26 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: OpenTick - anybody using them?

 

onelkm, yes, that is pretty much what I see too. They have
acknowledged a few problems and they are as fast as TJ to get fixes
out, though one gets the impression that there are still some issues
to be ironed out.
I tried 1-min data for YM (Dow mini - it's free to test) but it looked
more like tick data to me (though I haven't verified this). There does
seem to be holes in the data here and there too.
Also, I am not quite sure how the real-time is supposed to work (i.e.
does it come automatically once requested or do I have to keep
requesting it and refreshing the chart).
Still, early days, and it does show potential.

CJ

--- In amibroker@xxxxxxxxxps.com, "onelkm" <LKMCD1@xxx> wrote:
>
> CJ
> I tried the opentick plug-in last week and the data was inconsistent
> and full of gaps. Data for several days were missing but the chart
> appeared to be continous. I'd like to hear if you have the same
> experience.
> Regards,
> Larry
>
>
> --- In amibroker@xxxxxxxxxps.com, "jydejyde" <cj@> wrote:
> >
> > Hi there,
> >
> > is anybody using the new plugin and service from opentick.com already,
> > and is so, how do you find the product?
> >
> > Just want to find out if they are worth signing up with.
> >
> > All the best...
> > CJ
> >
>

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