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Hi Tomasz,
I initiated this thread because I encountered a
sudden "disappearance" of AB at the end of a 1-year backfill of a
single security (with 1-minute interval). The problem is
reproducible (IB.DLL 1.7.0, AB 5.00.1, TWS 882.2, Win XP SP2). Since
the backfill happens in chunks of 5 (and later 4) days, almost all
the data and be captured and saved manually (before AB quits). So
getting the data is not the problem here. The problem is that AB
quits at the end of 1-year backfills.
There is another thing with 1-year backfills I noticed. I need RTH
only (9:30am - 3:59pm) and have the appropriate setting set in the
database settings. However, after the first 100-110 days or so the
remaining data (140+ days) is from 9:30am to 4:59pm taking
unnecessary space and resources for the extra hour.
Thanks and regards,
Don
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> And it doesn't have to be repeated.
>
> 1. Go to File->Database Settings and make sure that you
select "number of bars" large enough.
> For 1 year it requires 260days * 8hours * 60 minutes per hour =
125000 bars for STOCKS
> and 3 times more (375000) for futures (since 24 hours trading).
>
> 2. Go to File->Database Settings->Intraday settings and
UNCHECK "Request data on save".
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "dturtle887" <dturtle887@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, May 20, 2008 2:50 PM
> Subject: [amibroker] Re: Possible new IB data plugin problem
>
>
> >I do NOT do EOD. I think that having 1 year of intraday data is
not
> > too much for backtesting intraday systems. Once downloaded, it
does
> > not have to be repeated for the same symbol.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "reinsley" <reinsley@> wrote:
> >>
> >> Hello,
> >>
> >> TJ wrote these lines few days ago about 1.7.0 IB plugin...
> >>
> >> >> It does NOT take end-of-day data at all, it always gets
intraday.
> >> >> The plugin is NOT designed to be used in End-of-day mode.
> >> >> It always downloads 1-minute quotes or 1-second quotes
depending
> >> > on base time interval.
> >> >> This is strictly real-time data plugin for intraday intervals.
> >> >>
> >> >> Using it for EOD is overkill, because there are zillions of
> >> > times faster sources
> >> >> that can download all US exchange quotes (AmiQuote, QP2, etc)
> >> >>
> >> >> Best regards,
> >> >> Tomasz Janeczko
> >>
> >> Regards
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "dturtle887" <dturtle887@>
wrote:
> >> >
> >> > Hi,
> >> > Has anyone experienced problems with the new IB plugin 1.7.0?
I
> > ran a
> >> > long 1 year backfill for one symbol and at the very end AB
quit -
> > all
> >> > new data lost. I repeated this twice with the same result. I
> > run the
> >> > latest official version of AB 5.00.1 and never had any
problems
> > with
> >> > the previous IB plugin version 1.6.8.
> >> >
> >> > Any feedback appreciated.
> >> > Don
> >> >
> >>
> >
> >
> >
> > ------------------------------------
> >
> > 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.
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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