Wes,
>fwiw, many programs allow tic and volume charts with
the IB feed, .. and use IB backfill for them as well. >Of course, IB
backfill can be problematic .. but at least you can do it !
Volume charts - sure, you don't need ticks for that.
But TICK charts - no, you can't.
How many times I have to repeat you the same truth that some
other software vendors
do not tell you, but Interactive Brokers does - the truth that
I
IB does NOT HAVE TICK BACKFILL
!
PERIOD.
And no matter what software you use you
can not change that.
This is IB limitation. The finest
resolution of backfill from IB/TWS is ONE SECOND BARS
!
Go on Interactive Brokers site and READ THEIR
DOCS
You can collect ticks streaming, but you can not BACKFILL
ticks. If any other software tells you
otherwise they are lying
Best regards, Tomasz
Janeczko amibroker.com
----- Original Message -----
Sent: Friday, March 02, 2007 9:00
PM
Subject: Re: [amibroker] Feed on
AmiBroker from IB
Hi
Joseph I will place a request. fwiw, many programs allow tic
and volume charts with the IB feed, .. and use IB backfill for them as
well. Of course, IB backfill can be problematic .. but at least you can do
it ! Not knocking AB here btw.
-----
Original Message ---- From: J. Biran < jbiran@xxxxxxxxxxx> To: amibroker@xxxxxxxxxxxxxxxSent:
Friday, March 2, 2007 3:06:43 AM Subject: RE: [amibroker] Feed on AmiBroker
from IB
Wes,
regarding item 2. you can NOT use backfills if you use tick or volume
based database! I am guessing it is because IB transmits no timestamp with
the data.
try it for yourself. take a snapshot of your volume bar screen, then do
a "backfill current symbol" and compare.
the differences are sometimes VERY dramatic!
Joseph
Biran ____________________________________________
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf Of Wes Smith Sent: Thursday, March 01, 2007 2:35
PM To: amibroker@xxxxxxxxxxxxxxx Subject: Re: [amibroker]
Feed on AmiBroker from IB
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
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