|
PureBytes Links
Trading Reference Links
|
I'm not going to try to defend what I'm doing and the jury is still
out on whether I'll even stick with it. At one time or another I've
probably tried most every popular datafeed: eSignal, DTN, Quotes.com,
QuotesPlus, broker feeds from Cybertrader and Schwab (when they were
different), Ameritrade, IB (just recently), etc. I've usually reached
the conclusion most of the subscription services were overkill for
what I was trying to do (which, naturally, keeps changing too).
I also used to hear horror stories about Yahoo which is what led me to
QuotesPlus (which I liked) but, personally I've never had problems
with it except for an occasional server problem. I also think there
are lots of people on the AB thread who use Yahoo with success.
I'm not trading as intensely as I was in the past and many days I
might just spend a few minutes pre-open and maybe check once or twice
during the day to see what my stocks are doing. This change in
activity level is contributing to my thinking I don't need the
high-fidelity tools (feeds) I used to think I needed.
I agree if something goes wrong with the IQFeed/QT/AB "thread", it
could be hard to troubleshoot. I'm pretty sure I will keep one of my
two IQFeed subscriptions (QT or "full") and I know I'll always have AB
and, probably QT.
I think you have the two best subscription services available (DTN &
QP) and I agree a dual plugin would be nice AND very "convenient".
I'm rambling ... sorry.
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@xxx> wrote:
>
> 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@>
> 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@>
> > 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
> > >
> > >
> > >
> > >
> > >
> >
>
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|