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From AB support:
"Natively it's not possible to store bid/ask prices in AmiBroker database,
so the only workaround would be to catch Bid prices in the LAST field when
using DDE plugin. Alternatively - please search for an engine that will
allow you to store the quotes in the SQL database and then - use ODBC
plugin:
http://www.amibroker.com/odbc.html";
On Fri, 16 Mar 2007 13:30:14 -0400, James <jamesmemphis@xxxxxxxxx> wrote:
> My attempt at breadth for IB. I am getting the data from IB, but I
> cannot get AB to "record" the data, so all I get is a flat line across
> the chart (or 3 flat lines in this case) representing the last values.
> Is there a way to keep the data throughtout the day so you can see the
> trend of the breadth? Also, if there is a more efficient way of writing
> this code, please advise. -jk
>
> Title= "NYSE Adv-Dec Issues";
> //Attempt to Plot Advancing - Declining Issues on NYSE
> Advancing = GetRTDataForeign( "Bid", "AD-NYSE-NYSE-IND" );
> Declining = GetRTDataForeign( "Ask", "AD-NYSE-NYSE-IND" ) * -1;
> Breadth = Advancing + Declining;
> Plot( Breadth, _DEFAULT_NAME(), ParamColor( "A/D color", colorBlack ),
> ParamStyle("A/D style", styleThick ) );
> Plot( Advancing, "ADV", ParamColor( "ADV color", colorGreen ),
> ParamStyle("ADV style") );
> Plot( Declining, "DEC", ParamColor( "DEC color", colorRed ),
> ParamStyle("DEC style") );
>
>
>
>
> ----- Original Message ----
> From: cstrader <cstrader232@xxxxxxxxxxxx>
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, February 25, 2007 6:52:38 AM
> Subject: Re: [amibroker] Re: AD-NYSE for IB feed
>
> Can't you use GetRTData() to get the bid and ask?
>
> ----- Original Message -----
> From: "kebiebi" <kebiebi@xxxxxx com>
> To: <amibroker@xxxxxxxxx ps.com>
> Sent: Saturday, February 24, 2007 8:45 PM
> Subject: [amibroker] Re: AD-NYSE for IB feed
>
>> I will apologize in advance for the impending double post - I didn't
>> realize there is up to a 24 hr lag in a post appearing, at least from
>> my end.
>>
>> In any case, AD-NYSE is unlike almost every other symbol in IB in
>> that there is no last price data transmitted:
>>
>> "This is an unusual IB symbol. The advancing issue count is
>> transmitted via the bid and the declining issue count as the ask
>> price. The number of unchanged NYSE issues is reported in the "Bid
>> Size". No "Last price" is transmitted for this symbol."
>>
>> AD-NYSE will not even show up as a quote in TWS (Traderworkstation in
>> IB).
>>
>> I am sure those in the know in Amibroker can parse the ask and bid
>> from the IB data feed and calculate the difference and plot it, but
>> as it is, it will not plot in Amibroker.
>>
>>
>> --- In amibroker@xxxxxxxxx ps.com, "Tomasz Janeczko" <groups@xxx>
>> wrote:
>>>
>>> If you can get data you certainly can plot it.
>>>
>>> Best regards,
>>> Tomasz Janeczko
>>
>>
>>
>>
>>
>> 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
>>
>>
>>
>
>
>
>
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