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[amibroker] Re: Possible new IB data plugin problem



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Hi don,

I know, but if it is not very convenient to stay there and wait every
symbol , save and reenter AB again .. 20 times for example.
Using backfill al RT symbols option I can easily back fill all the
symbols I put in the RT windows, up to 180 days.

But with 1 year AB closes .. as you now.
Anybody else is experiencing the same?

Thanks
Ly

--- In amibroker@xxxxxxxxxxxxxxx, "Don" <dturtle887@xxx> wrote:
>
> Hi Ly,
> 
> I no longer experience the problem with AB closing at the end of 1 
> year backfills ... since I do not try any more :)  The things that 
> Tomasz mentioned do not apply to me and I responded to his specific 
> points in my post #124259.
> 
> The actual number of bars in my 1 year backfill was only a little 
> over 100000 and it did not prevent AB from closing (at the very 
> end).  I was still able to capture almost all the data, though, by 
> saving intermediate results (backfill happens first in chunks of 5 
> and later 4 days every 5 minutes).
> 
> Good luck,
> Don
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow" 
> <loveyourenemynow@> wrote:
> >
> > 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@> 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
> > > > > 
> > > > > 
> > > > >
> > > >
> > >
> >
>



------------------------------------

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
http://www.amibroker.com/support.html
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