|
PureBytes Links
Trading Reference Links
|
Tomasz and Ly,
I have the BACKFILL setting "Regular Trading Hours only" checked in
the "Configure Interactive Brokers plugin" window and my charts are
set to display RTH.
When I talk about the data that gets backfilled from IB, I always
refer to what I see in the Quote Editor, and not to what I see in the
chart window.
With my settings above, as I described previously, the first 100-110
days of the downloaded data only cover hours from 9:30 to 15:59, as I
would expect. So the RTH filtering - wherever it happens - works on
the DATABASE level, and works correctly. Now, as the 1-year backfill
continues past the first 100-110 days, the remaining data covers
hours from 9:30 to 16:59 (1 and only 1 hour longer then RTH). Thus
the RTH filtering seems to be still happening, however, 1 additional
hour of data (from 16:00 to 16:59) gets "leaked in".
Since the cut-off date happened to be in my case in early December
2007, this has nothing to do with Daylight Saving Time change.
I think that RTH data filtering at the database level would be good
to have as it would speed up the backfill and AB execution as well as
save disk space and RAM. In the same vein, the ability to quickly
remove any data outside of RTH from within the Quote Editor would be
a big help.
HTH,
Don
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> 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@xxx>
> 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@>
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
> >
> >
> >
>
------------------------------------
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/
|