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Hello,
RTH filtering is applied ON-THE-FLY on AmiBroker side depening
on current View->Intraday selection
As filtering can be changed in a fraction of second, the underlying
database MUST keep ALL data.
So all real-time plugins ALWAYS download ALL data
(including night sessions) and filtering is applied for display only.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "loveyourenemynow" <loveyourenemynow@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 27, 2008 5:14 AM
Subject: [amibroker] Re: Possible new IB data plugin problem
> Could it be rth problem is due to change of time ( energy saving) in
> US or other countries?
>
> Ly
> --- In amibroker@xxxxxxxxxxxxxxx, "dturtle887" <dturtle887@xxx> wrote:
>>
>> 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@>
>> 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@>
>> > 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.
>
> 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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