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[amibroker] Re: Real Time Source different from Backfill source



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i agree with tomasz on the convenience part of it. I use 2 datafeeds 
because i can cross check the data if something is invalid. However i 
would love to have the ability to integrate them. I currently run a 
EOD database with Qp2 and a realtime DTN.  all my prep and scans are 
done with Qp2 and my trading signals come from DTN. if dual plugin is 
a future reality, i would be a more gratified customer.

in terms of yahoo, i have seen enough issues that puts me off yahoo. 
symbol changes, data corrections, plugin not working at times if 
there are server changes. Yahoo is good for initial analysis. but 
once the money is on the line in a trade, we better be using proper 
datafeeds. i have tried paid version of Qt with Amibroker. just too 
many pieces to troubeshoot if there is a issue. Qt tech support is 
very good too. but when ur money is on the line, you better figure 
out a way to make it work better.

thats my 2 cent worth.




seede
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> 
wrote:
>
> Hello,
> 
> Regarding (2) - yes it works with any data source/vendor,
> but the point was that it requires manual maintenance if you are 
using
> Yahoo/QT, while it is automatic if you use dedicated plugin that 
supports mixed mode.
> 
> Anyway - if it is "good enough" for you then I am happy too.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "danielwardadams" <danielwardadams@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, August 28, 2007 6:20 PM
> Subject: [amibroker] Re: Real Time Source different from Backfill 
source
> 
> 
> > Tomasz,
> > Thanks for your thoughts. I think convenience and features are
> > subjective things and are a matter of being "good enough" for a
> > particular person/system. If I'm primarily trading on EOD data 
and it
> > just takes me a couple of minutes a day to get things set up to 
see
> > real-time updates, this setup may be more than "good enough" for 
me
> > (still TBD).
> > 
> > Regarding your other points:
> > 
> > (1) It appears I can get 1 minute resolution into AB for all my 
(about
> > 170) symbols of interest. (More than "good enough" for me).
> > (2) My mixed intraday/EOD database appears to be working exactly 
as
> > I'd expect but maybe there is still some problem I haven't seen 
(?).
> > (3) I don't need 9 months intraday but I have even more than 10 
years
> > EOD via Yahoo (all available data I think).
> > (4) Granted - no time and sales available but I have them from 
other
> > sources (two brokers).
> > 
> > The jury is still out but I was getting tired of paying money to 
DTN
> > for IQFeed features that I was never using.
> > 
> > I have never used AB for trading but use it primarily for systems
> > development, backtesting, and displaying charts anyway I want.
> > 
> > Dan
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> 
wrote:
> >>
> >> Just FYI: Linking through QT is NOWHERE near convenience, 
features
> >> and speed of direct link to IQFeed.
> >> 
> >> When linking via QT:
> >> - you don't have streaming real time (quotes from QT are only
> > snapshots taken periodically)
> >> - you don't have mixed intraday / eod data in the same database
> >> - you don't have 9 months intraday and 10 years EOD
> >> - you don't have time&sales
> >> 
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message ----- 
> >> From: "danielwardadams" <danielwardadams@>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Tuesday, August 28, 2007 4:35 PM
> >> Subject: [amibroker] Re: Real Time Source different from 
Backfill source
> >> 
> >> 
> >> > Claude (& Seede),
> >> > I verified I could do what you suggest with IB. Thanks.
> >> > 
> >> > Another option which I'm investigating is to use the $20/month
> >> > Quotetracker (QT) version of IQFeed (I have a 7 day trial on 
one
> >> > computer and my "full" IQFeed on another). According to DTN, 
there is
> >> > no difference in the reliability, speed, resolution, or number 
of
> >> > symbols in the two IQFeeds. The only differences are: (1) the 
QT
> >> > version doesn't work with Amibroker (but wait, there's more!) 
and (2)
> >> > the intraday historical data isn't as long.
> >> > 
> >> > However if you use the QT version of IQFeed to feed 
Quotetracker and
> >> > then use the Amibroker QT plugin, you get the real-time data 
into AB.
> >> > 
> >> > If I use this with my Yahoo EOD database, it works exactly how 
I (and
> >> > I think you) want -- the last daily bar updates in intraday 
real-time.
> >> > I can even run with Quotetracker minimized and everything 
updates in
> >> > AB. The only caveat is that you have to have the symbols of 
interest
> >> > in a QT portfolio that is being updated.
> >> > 
> >> > I haven't experimented much with intraday charts using this 
method but
> >> > I will.
> >> > 
> >> > Personally, I've liked Quotetracker for along time and one 
mode I
> >> > could see using would be to look at intraday charts with it 
and look
> >> > at historical daily charts in AB (with the last bar being 
updated).
> >> > 
> >> > If you're not familiar with Quotetracker and you're worried 
about
> >> > cost, you can get it free if you want to live with some 
advertisements
> >> > at the top of the window. You can eliminate the ads by paying
> > $60/year.
> >> > 
> >> > Dan
> >> > 
> >> > 
> >> > 
> >> > --- In amibroker@xxxxxxxxxxxxxxx, "claudecaruana" 
<claudecaruana@>
> >> > wrote:
> >> >>
> >> >> Daniel,
> >> >> 
> >> >> I beleive you can already do this. My current setup is quite 
similar:
> >> >> I enable mixed EOD/Intraday mode. 
> >> >> I use Yahoo EOD quotes updated via AmiQuote (I had to change 
the 
> >> >> format in order to have unadjusted close for History), and 
also for 
> >> >> ticker name and the fundumental data provided.
> >> >> 
> >> >> I then enabled the IB Plugin which currently backfills my db
> > intraday.
> >> >> 
> >> >> Symbol differences can be solved using the symbol mapping
> > function in 
> >> >> Amiquote.
> >> >> 
> >> >> What is neat about this setup is that even if you trade EOD, 
you
> > have 
> >> >> confirmation of current prices in the daily chart (last bar 
gets 
> >> >> updated in realtime) - this I find is important for me, 
especially 
> >> >> since I also use Amibroker as my trading platform and hardly 
ever 
> >> >> touch TWS.
> >> >> 
> >> >> My reason for wanting to replace intraday backfills with 
IQFeed is 
> >> >> that IB is not coping with my intraday backfill requests 
(some data 
> >> >> pacing violation message), and it's taking me lots of time 
everyday 
> >> >> just to get my database in order.
> >> >> 
> >> >> MarketDelta, another program which uses IQFeed advertises 
that there 
> >> >> is a backfill-only service (for those who want to use IQFeed 
tick 
> >> >> backfills together with IB for realtime) from IQFeed costing 
$25. If 
> >> >> this works also with Amibroker (I have not confirmed this 
yet) then 
> >> >> this would save me around $70 a month (assuming no 
requirement to 
> >> >> subscribe to the exchanges from the IQFeed side when using 
only 
> >> >> backfill).
> >> >> 
> >> >> BR
> >> >> Claude
> >> >> 
> >> >> 
> >> >> 
> >> >> 
> >> >> 
> >> >> --- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams" 
> >> >> <danielwardadams@> wrote:
> >> >> >
> >> >> > Claude,
> >> >> > I would be interested in this too. I (once again) am tired 
of
> > paying
> >> >> > IQFeed fees and am looking for alternatives. I like IQFeed 
but I 
> >> >> find
> >> >> > that more and more of my trading is just done on EOD data 
so it's
> >> >> > overkill for what I really need. I, too, now also have IB 
data and 
> >> >> I'd
> >> >> > like to somehow use it to see real-time current day data in
> >> >> > conjunction with a Yahoo EOD database (I used to do this by 
> >> >> updating a
> >> >> > QuotesPlus EOD database via the QuoteTracker plugin which 
was being
> >> >> > fed real-time from CyberTrader but then CyberTrader made 
their feed
> >> >> > unavailable to Quotetracker).
> >> >> > 
> >> >> > Losing the Cybertrader feed was what led me to get IQFeed.
> >> >> > 
> >> >> > Dan
> >> >> > 
> >> >> > 
> >> >> > --- In amibroker@xxxxxxxxxxxxxxx, "claudecaruana" 
<claudecaruana@>
> >> >> > wrote:
> >> >> > >
> >> >> > > Hi,
> >> >> > > 
> >> >> > > I am looking into the possibility of getting Amibroker to 
have a 
> >> >> > > realtime feed from Interactive Brokers and using a 
backfill from 
> >> >> IQFeed.
> >> >> > > 
> >> >> > > If this works then the subscription to IQFeed would be
> > cheaper as 
> >> >> you 
> >> >> > > would only need backfill function.
> >> >> > > 
> >> >> > > In order to do this, I think a dedicated plugin would be
> > required.
> >> >> > > Could anybody tell me whether this possiblity could be 
acheived, 
> >> >> iether 
> >> >> > > through standard means, or through the development of a 
new 
> >> >> plugin - is 
> >> >> > > this possible through the API offered?
> >> >> > > 
> >> >> > > Many thanks for any feedback,
> >> >> > > 
> >> >> > > Claude
> >> >> > >
> >> >> >
> >> >>
> >> > 
> >> > 
> >> > 
> >> > 
> >> > 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.amibroker.com/devlog/
> >> > 
> >> > For other support material please check also:
> >> > http://www.amibroker.com/support.html
> >> > 
> >> > Yahoo! Groups Links
> >> > 
> >> > 
> >> > 
> >> > 
> >> >
> >>
> > 
> > 
> > 
> > 
> > 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.amibroker.com/devlog/
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > Yahoo! Groups Links
> > 
> > 
> > 
> > 
> >
>




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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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