----- Original Message -----
Sent: Friday, June 20, 2008 8:20 AM
Subject: Re: [amibroker] Metastock and
Amibroker
Hello,
>Wouldn't that be 16 seconds or 16 * 500
tickers?
That would be true only if you were needing "last tick" for
those 500 tickers.
But if you need anything else than last tick, you need to
request backfill.
Backfill is by nature much slower due to technological
differences
(the backfill server is separate and each backfill query
pulls data from
much bigger database that by nature is slower) and is
handled on "query-response".
Streaming on the other hand is a multicast protocol (similar
to TV "broadcast")
that does not have such overhead as backfill.
How IQFeed decides which 500 tickers?
It is not IQFeed
who decides, but rather end-user. If you put 500 tickers into Real-time
quote
list this would be it. If you don't AMiBroker will use
500 most recently used (accessed) tickers.
As to backfilling - you may get holes because you are not
using "Wait for backfill" checkbox in AA
and IQFeed is not able to backfill at Automatic Analysis
scan speed.
You need to use "wait for backfill" checkbox in automatic
analysis window.
That's the only thing you need to do.
And no right-clicking on "force backfill" is not necessary.
It is only needed when you specifically
want to erase everything and start from the
scratch.
You should really read this part of
manual:
Realistically using any data source and any program,
you can not perform real-time scan for more
symbols that given data source allows.
If your account allows 500 symbols, you can scan 500 symbols
in REAL TIME
If your account allows 1300 symbols, then you can scan 1300
symbols in REAL TIME.
Expecting anything more than your account limit is
unrealistic, because backfill is much slower
process and does not allow real-time delivery of 2000+
symbols as you are wishing.
Your expectations are too high. The only source that allows
accounts with 2000 streaming symbols is eSignal.
You are free to use any software you wish, but I can safely
tell you that you won't be able
to stream 8000 symbols in real time using
consumer-level internet-based data vendors.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Friday, June 20, 2008 4:48
AM
Subject: Re: [amibroker] Metastock and
Amibroker
Hi Tomasz,
There is something I don't
understand. If IQFeed can only do real-time for 500 tickers at a time,
why would it take 8000 seconds for 8000 tickers? Wouldn't that be 16
seconds or 16 * 500 tickers?
I can live with 2000 tickers instead of
8000, but I'd need to be able to scan them for 15-minute bars. I mean:
how can I know in advance which ticker would do a breakout if that is my
strategy? Wouldn't that be possible to scan them all this way?
And how do IQFeed decides which 500 tickers it downloads RT?
This is
so confusing...
The real thing that makes me think about QCollector
was all the backfilling problems, the holes and things like that that
appeared in AB. Sometimes, the data would go from let's say March 24
and the next day is April 4 and there is no way to fill the holes. I
talked with support at IQFeed and they suspect a problem with Amibroker,
where the software would overwrite the data instead of adding to it, but of
course if that was the case I don't understand why there would be
holes... The only way I could deal with those holes was to
right-click "backfilling" but it is a long thing to do with over 5000
tickers (a REALLY long thing to do considering one would have to do it
often) but when it backfills it erases the first bars, so instead of seeing
my database getting deeper with more and more data I get the maximum one
year of intraday data offered by IQFeed.
Kind of mixed.
All I want is something reliable that works. I thought
QCollector could help me collect the data and make it grow. My goal is
to have many years of intraday data, and since I didn't find any way to
obtain that I wanted to extend my own database.
What we need to know
now is if that backfilling/holes problem (which many people talked about) is
a problem by IQFeed or by Amibroker. That seems crucial to
me.
Louis
2008/6/19 Tomasz Janeczko <
groups@xxxxxxxxxxxxx>:
Hello,
Before you buy QCollector, you need to understand
that both AmiBroker and QCollector
use the same *IQFEED API* and the same
servers.
That means that you won't get ANY better backfills that
you get with AmiBroker because it is the IQFEED API that handles
backfill.
The client application (AB or QC) just sends REQUEST and
WAITS for data to arrive. No magic here. Then data arrive as text via
socket.
The speed is totally limited by the API and IQFeed
server response time.
It can be easily seen when using IQFeed own History demo
that just downloads historical data and displays in the list
box.
The time since request to first response is well
above 1 second and transfer speed is *exactly* the same as you
would
see in AmiBroker. You will see the same using
QCollector.
As to your question - there is no problem you can have 4
folders, 2000 securities in each and AmiBroker can access
all folders simultaneously, but you need to understand
that no matter what you do, you won't get 8000 symbols updated in real
time from IQFeed.
Streaming via IQFeed (regular account) is for 500
symbols.
It will take more than 8000 seconds (2+ hours) to
backfill 8000 symbols. And that does not depend on program you are using
for IQFeed.
Generally speaking internet-based streaming RT sources
are not designed to track 8000 symbols at once.
You would need dedicated pipe or satellite dish for that
many.
-----
Original Message -----
Sent:
Thursday, June 19, 2008 8:00 PM
Subject:
[amibroker] Metastock and Amibroker
Hi,
I am considering buying Qcollector for IQFeed,
but it saves the data in Metastock files. Metastock can only have
2000 securities per file, so I was wondering if there would be any
problem for a large 1-minute databse with 8000 securities in
Amibroker. Would that be easy to
manage?
Thanks.
Louis