|
you might want to visit the UKB and read:
http://www.amibroker.org/userkb/2007/11/28/high-frequency-automated-trading-systems-part-1/
http://www.amibroker.org/userkb/2007/12/24/high-frequency-automated-trading-hfat-part-2/
best regards,
herman
For tips on developing Real-Time Auto-Trading systems visit:
http://www.amibroker.org/userkb/
Tuesday, March 11, 2008, 6:12:24 AM, you wrote:
> Hi,
> I am streaming data from interactive brokers. What I had noticed
> previously was that my bars were being formed according to the
> timestamp of the server time(as is shown in IB TWS). But of lately I
> have noticed that bars are being formed according to my computer time.
> My computer does synchronize the time every day but still there is a
> difference of 3 to 4 seconds with IB server time. This causes bars to
> have incorrect data. When I remove the quote and backfill it then it
> becomes right. The way I am able to check this is by using other
> program to just download the historical data from IB. Now I have
> started seeing discrepancies when I am streaming the data.
> Any clues as to how to solve it. I need accurate data for my real time
> decisions.
> vishal
> 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/
>
__._,_.___
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
![]()
__,_._,___
|