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Hi Don,
did you fix the problem with AB closing at th end of 1 year back fill?
I keep experiencing, and I followed Thomasz suggestions 1,2.
I use 500000 bars in 1 minute resolution, and I backfill currencies,
which should correspond to 5 *24* 60 *60 which is about 450000.
IS it too close to the 500000.
Using 2 minutes or higher bars coul solve the problem?
Regards
Ly
--- In amibroker@xxxxxxxxxxxxxxx, "Don" <dturtle887@xxx> wrote:
>
> 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@>
> 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@>
> > 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
> > >
> > >
> > >
> >
>
------------------------------------
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