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PureBytes Links
Trading Reference Links
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If you have an account don't use the demo version. Sign onto account
management in your account and select account access and set up a
paper trading account. That is much better than the demo account and
has most of the features of your real account. Also, if you have more
than one computer you can test with the paper trading account and
collect data in your real account for use testing off hours. I am
testing in the paper trading account with 5 second data and you can
back fill some symbols with 5 second data. The real account data is
most accurate, or so I have been told. And you can back fill 30 days
of 1 minute data. But you can backfill the same amount of data in the
paper trading account. Actually you can collect data from both
accounts on one computer but I can't remember how. It has to do with
the API session number set in TWS and the IB controller to
differentiate the accounts and AB. There was some discussion on the
AB AT forum about doing that.
As far as I know IB does not time stamp their data and AB uses the
system clock to create the bars. But in reality that should not
matter much.
Also explore the use of ABs tool BarReplay. that will feed collected
data into your system for testing after hours. Really helpful tool.
Barry
--- 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
>
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