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Why don't we all just admit what's going on here with these
Interactive Brokers "special symbol cases": it was a terrible design
decision made by IB and the charting vendors are left holding the
bag to come up with a workaround so they can be plotted just as
easily as data that comes in on the LAST.
What I don't like about Amibroker's "workaround" to this problem is
that it's passing on the burden to the end-user to deal with this IB
abomination when it should be dealt with as a special case by the
charting package (specifically, the inside the IB plugin) so that is
is EASY to plot NYSE advancers/decliners and NYSE up volume/down
volume in real-time.
DDE? ODBC? Are you guys (Tomasz, Marcin) serious?
I even heard something like using AddToComposite() as a
workaround. This is not what the end-user wants. This information
updates once every 6 seconds.
Tomasz, maybe I'm way off base here and I just don't understand how
to do it, but show me in 3 lines of AFL code how to plot the NYSE
advance/decline ratio in real-time in candle plot form using the IB
plugin.
--- In amibroker@xxxxxxxxxxxxxxx, "Bill Schmidt" <wjschmidt@xxx>
wrote:
>
> 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@xxx> 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@xxx>
> > 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@>
> >> 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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