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Re: [amibroker] Re: re:Intraday data



PureBytes Links

Trading Reference Links

If you are using mixed EOD/intraday mode then both (EOD and 1-minute) are retrieved at the same time.

Tick-by-tick (i.e. single trade by trade) data is other story. These are *huge* data sets.
Single day can be as much as 10 MB of data and more than 200000 ticks per day is not rare.
They don't mix with EOD.
You may be quickly running out of storage space and/or 'number of bars' limit as
set in the database settings.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Tim" <raven4ns@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 14, 2008 11:35 PM
Subject: [amibroker] Re: re:Intraday data



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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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:
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