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Hi Steve,
try iqfeed and they have almost all kinds of in-house indices, it's
about $50 per month plus exchange fee, if you trade stocks only, it's
about $6 extra. don't waste time on coding.
Eric
--- In amibroker@xxxxxxxxxxxxxxx, "scourt2000" <stevehite@xxx> wrote:
>
>
> 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@>
> 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@> 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@>
> > > 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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> >
>
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