----- 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