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Hello,
One sentence: you know nothing about IB API, hence IB staff can tell you anything, even if it is not true.
For your information:
IB API documentation about tickPrice event (used to sent quote updates):
http://individuals.interactivebrokers.com/php/webhelp/Interoperability/Socket_Client_C++/ewrapper.htm#tickPrice
Do you see timestamp anywhere ????
No?
That's because there is NO timestamp in tickPrice event.
Now how about tickSize event
http://individuals.interactivebrokers.com/php/webhelp/Interoperability/Socket_Client_C++/ewrapper.htm#tickSize
Do you see timestamp anywhere ???
No?
That's because there is NO timestamp in tickSize event.
Yes they have added reqRealTimeBars recently
(http://individuals.interactivebrokers.com/php/webhelp/Interoperability/Socket_Client_C++/eclientsocket.htm#realTimeBars)
that is supposed to address the problem of timestamp, but then....
suprise.... we can read that: "barSize - Currently only 5 second bars are supported, if any other value is used, an exception will
be thrown"
Oh great, only 5 second bars.
And how about currentTime function
http://individuals.interactivebrokers.com/php/webhelp/Interoperability/Socket_Client_C++/ewrapper.htm#currentTime
In addition to the fact that it was added just recently - 2 days ago AFAIK
- (old versions did not have it so plugin intended to work
with all versions can not use it), it seems still to have a problem that - it receives timestamp at the time of request, not
together
with ticks. Now because of the fact that exchange may timestamp ticks slightly different than IB and because
of internet propagation times (many hundreds of milliseconds), this is still may lead to incorrect timestamping.
How come that IB staff was reluctant to add timestamps for 4 years
when every developer using IB was keeping asking for that all the time for all those years,
and now they are saying that's client program problem.
No it is NOT. It was IB problem for 4 years.
If they recently implemented changes in IB API (2 days ago) provide real solution - it remains to be verified.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "vishy_sharma" <vishy_sharma@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 11, 2008 7:56 PM
Subject: [amibroker] Re: Real time Bars from Interactive brokers
>I have enquired from interactive brokers and they say that the program
> (amibroker) should be reading the server time and not PC time. They say
> that its a problem with the client program. Unfortunately amibroker
> guys have gone silent on this issue and I havent received any reply
> from them for this ticket.
> Interactive brokers have said that they read the timezone setting from
> the PC but after that time is taken from their server.
> I dont know whether others too have faced similar problem or am I the
> only person facing it.
>
>
>
>
>
> 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
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