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Tim,
I also use volume bar that required tick data. This depend also on
how far the RT provider
have historical tick data. For example I used esignal and some symbol
have only 2 days back,
and some 1 week worth of tick data. As long as you keep updating your
AB local database at least every 2 days you will be collecting all
that tick data. But if you miss some of that day you need to import
tick data from other vendor.
Tony
On Mon, Jul 14, 2008 at 5:35 PM, Tim <raven4ns@xxxxxxxx> wrote:
>
> Thank you Tomasz. When you use the exploration backtest with the wait
> for backfill on, is the historical data that is gathered Daily or
> Intraday? I use tick volume to display volume charts and it is the
> historical tick data that I wish to save. Thank you.
>
> Tim
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>>
>> Hello,
>>
>> It was discussed dozen of times and all. The fact that you have
> given symbol
>> in RT quote list does not mean you have historical data. RT quote
> displays
>> only current quotes (no history).
>> If you want to have history saved in local database you need to
>> a) setup IQFeed as shown in the video:
>> http://www.amibroker.com/video/IQFeed.html
>>
>> b) access every symbol you want to have history by either
>> displaying its chart, or running scan/exploration/backtest.
>>
>> No matter how given symbol data is accessed it will trigger backfill
>> and get history from IQFeed.
>> Once data are obtained from IQFeed, it will be saved in local database
>> provided that "Local data storage" is set to "ENABLED" as in the video.
>>
>> If you are using AA to access data, make sure to run at least one scan
>> with "wait for backfill" turned ON. This is essential as it
> guarantees that AmiBroker waits
>> for IQFeed to respond with backfill data. It usually takes few
> seconds for IQFeed to
>> respond for every backfill request.
>> Otherwise AB will scan orders of magnitude faster than IQFeed is
> able to respond and you won't get data for all symbols.
>>
>> The backfill procedure does NOT differ, it is the same for
> QCollector and AB
>> (request -> wait -> IQFeed responds - transfer the data - save).
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: Louis Préfontaine
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Monday, July 14, 2008 9:15 PM
>> Subject: Re: [amibroker] Re: re:Intraday data
>>
>>
>> They told me the same thing. Try to contact their support and
> tell them exactly what is the problem and be sure you installed
> everything fine with AB.
>>
>> Louis
>>
>>
>> 2008/7/14 Tim <raven4ns@xxx>:
>>
>> Here is DTN's response:
>>
>> Hello Tim, with saving data onto your computer it is actually up
> to AB
>> or any other 3rd party software to do so not IQFeed. With IQFeed we
>> provide the raw data from our quote servers and the historical data
>> which is saved on our end then when you request the data, it
> will sent
>> to you. I believe that there is a way to save the data within AB but
>> not 100% sure how, so your best bet would be to contact AB
> Support to
>> know for sure.
>>
>> Thanks.
>>
>>
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "Tim" <raven4ns@> wrote:
>> >
>> > Hi Louis,
>> > I just sent DTN a message regarding this issue. Thank you for your
>> > suggestion.
>> >
>> > Tim
>> >
>> >
>> >
>> >
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
> <rockprog80@>
>> > wrote:
>> > >
>> > > Hi Tim,
>> > >
>> > > I had the same problem. This is why I subscribed to QCollector (
>> > > http://www.mechtrading.com/qcollector/esignal/index.htm ) to
>> > download my
>> > > quotes from DTN.
>> > >
>> > > I contacted DTN support to tell them about this problem. I
> suggest
>> > you do
>> > > the same (the more people tell them, more quickly they will
> try to
>> > deal with
>> > > this problem) and you may consider getting QCollector as well.
>> > >
>> > >
>> > > Best of luck,
>> > >
>> > > Louis
>> > >
>> > > 2008/7/14 Tim <raven4ns@>:
>> > >
>> > > > How do I save Intraday data for my stocks? I use DTN data and
>> > for some
>> > > > reason it looks like AB is not saving the historical
> Intraday data.
>> > > > Most likely I am doing something incorrectly. I appreciate any
>> and all
>> > > > help.
>> > > >
>> > > > Kindest regards,
>> > > >
>> > > > Tim
>> > > >
>> > > >
>> > > >
>> > >
>> >
>>
>
>
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