I agree with Barry and yes, I have seen it happen: trades can be filled
before your IB chart even shows the trigger price - if it ever does!!!! I have
had fills that never show, even after backfills. While using eSignal you can
observe how you make the market, i.e., set a new price. I still remember the
excitement when I could see my first ever trades popping up on the eSignal
chart, I felt like I was changing the world :-) Good data is a whole new
ball-game.
IB is not a data provider; they only provide minimum data backfill to
support trading activities. No matter how hard you try, using IB data will
eventually cost you in terms of time and money. Not to mention the stress and
frustration of working with unreliable data. Sticking with IB for too long may
prove to be penny-wise and pound-foolish. IB Realtime data has odd features
and if you trade fast you better be aware of the possible problems (see
UKB).
If you need backfilled data to run your system the very first thing you
should do when your system makes a little money (or before) is to subscribe to
quality data. The money is well worth it.
eSignal isn't bad for RT trading and PremiumData has great EOD
histories/categories for most popular markets.
Best regards,
herman
Wednesday, August 20, 2008, 3:50:43 AM, you wrote:
> One thing you can do is use two computers, we all
have two or more
> right, and process half on each one. You will need
more than one
> account. One can be their simulation account. Of
course if you are
> trying to auto trade that won't work unless you are
writing them to a
> file both computers can access. That is
doable.
> IBs back fill is a pain in the butt and is going to
drive you nuts. I
> have only 60 symbols and I run into pacing errors
all the time. I have
> one formula that scans and plots all of them to keep
my data base
> current. I believe that formula has to be on the
active chart. If it is
> in a background chart AB will not update it. But you
have to keep it
> current or you will run into the pacing errors. When
you scan all the
> symbols you can keep your data bases up to date and
avoid some of this
> if you do it every day. And make sure you are only
back filling one day
> or you will run into pacing errors.
> As soon as your system is making good money, or
before you run out of
> hair, switch to a real data feed that supports as
many symbols as you
> need and back fills without all the hassle IB gives.
IBs back fill
> policy is so stupid it defies description. The 100
limit will be the
> beginning of your woes if you try to use IBs
feed.
> Another thing I ran into with IBs data feed, it is
slow. I can see
> changes on TWS that do not get posted on my system
for a significant
> delay. I have been told that a good data feed will
cause AB to trade
> before TWS shows the price. I believe it.
> Barry
> --- In amibroker@xxxxxxxxxps.com, "sonyfanaticsss"
> <sonyfanaticsss@...> wrote:
>> Hi,
>> I've just constructed a database with about 200+
symbols and I used
>> Automatic Analysis to scan these symbols in real
time and put a few of
>> them in the favorite list for further analysis
later.
>> The problem is that in the mid-way Amibroker
told me I have hit IB's
>> 100 symbols limit. I'm aware of this limit, and
I'm wondering if it is
>> possible to ask Amibroker to cancel the market
data subscription after
>> it has scanned a symbol? (so it request data for
one symbol, run the
>> afl and then cancel the data subscription, then
move on to the next
>> symbol etc...)
>> Thank you.
>
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