[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: IB Broker data limitations



PureBytes Links

Trading Reference Links

Hello,

Please note that parts of the docs may refer to OLD plugin or OLD TWS versions.
Things change and improve.
That's why there was no backfill on DEMO but now there IS 10-day backfill.
and that's why there was no open price but now there is (with MOST RECENT TWS
and IB plugin 1.7.1).
If you notice any obsolete part in the documentation please report to support. Thank you.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "markhoff" <markhoff@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, August 27, 2008 7:09 PM
Subject: [amibroker] Re: IB Broker data limitations


> 
> Tod,
> 
> I cannot confirm your issues. I use the DEMO account for system
> development and it works quite well at least for stocks and ETFs.
> 
> 1) Backfill works for the last 10 exchange open days.
> 2) Open data is available for each bar and in RT quote window.
> 3) It seems that is true. The local system needs to synchronized to
> the correct official time. However, for me the correct timestamp is
> only important for the trading session open/close. RT trading decision
> is in most cases done on the quote data, independent of timestamp
> (maybe somebody has a different opinion here?) 
> 
> Best regards,
> Markus
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "tpellaton" <tod@xxx> wrote:
>>
>> I just opened an account at IB brokers and was going to try the real 
>> time data stream they provide. I was reading in Amibroker help when I 
>> came across this:
>> 
>> NOTES ON IB API LIMITATIONS:
>> 
>> 1. Backfill is available for REAL IB accounts only (not on demo)
>> 
>> 2. Open price is NOT provided by IB. For that reason Open field is 
>> empty in real time quote window
>> 
>> 3. The data from IB does not include a timestamp on the trades. The 
>> current system time is used to timestamp each tick. 
>> 
>> No open price or timestamp? Doesn't this cause problems in a data 
>> base???
>> 
>> Tod Pellaton
>>
> 
> 
> 
> ------------------------------------
> 
> 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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/