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

[amibroker] Re: New User Question using IB feed



PureBytes Links

Trading Reference Links

If you set your database for 1 minute then 50K bars won't be enough. 
Mine is set to 500K to allow about 8 months of data to be stored. AB 
will truncate data beyond the number of bars you specify. 

Backfilling 1 minute data, you can back fill up to 30 days of data. 
Right click on the green COMM icon at the lower right and set the 
back fill limit to 30 days and then back fill. If you have a lot of 
symbols expect pacing errors. IB is a pain in the butt when it comes 
to back filling data. They will throw up a pacing error if you try to 
download too much data in a period of time. AB handles the errors but 
it might take a while to finish back filling. Let it finish and then 
click on every symbols to ensure it back filled them all.

Once you back fill all the data you can get change the back fill 
period to 1 day. I have a formula that will backfill data for all 
symbols and graph them. DON'T run this on an active chart. It really 
slows your system down. I display that chart once at the beginning of 
the day and it will back fill data for all symbols. Then I do it at 
the end of the day. I included the formula below. I put all symbols 
in watchlist 40. The easiest way to do this is open AmiQuote and 
import the symbols from AB. Save that list in a txt or csv file and 
import that into a watchlist. If you use something other than 
watchlist 40 you will have to change that in the formula. 

Barry

_SECTION_BEGIN("1 Minute Grabber ");  
SetChartOptions(0,chartShowArrows|chartShowDates); 
Filename = StrLeft(_DEFAULT_NAME(),StrLen(_DEFAULT_NAME())-2);
_N(Title = filename + StrFormat(" - {{DATE}} {{VALUES}} "));

// Version 1a - Coded 1/23/08
// Program designed by Barry Scarborough

Watchlist = 40; // change to the watchlist you want to use
Color = 2;
Count = 0; 
// retrive comma-separated list of symbols in watch list 
list = CategoryGetSymbols( categoryWatchlist, watchlist ); 
for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ ) 
{ 
	MyC = Foreign( sym, "C");
	++Count;
	++Color;
	if(i == 0 OR count == 7) // puts 7 symbols on a line
	{
		plot(MyC, "\n" + strleft(sym, 4), color, 
styleownscale); // get the close values for the symbol from the 
watchlist
		Count = 0;
	}
	else
		plot(MyC, strleft(sym, 4), color, styleownscale); // 
get the close values for the symbol from the watchlist
} 

_SECTION_END();

--- In amibroker@xxxxxxxxxxxxxxx, "howard smith" <hsmith1661@xxx> 
wrote:
>
> Hi I am a new user of Amibroker and trying to use the Interactive
> Brokers TWS feed, all of the Intraday Charts look fine but when I 
try
> and select a longer term Daily chart only 5 days are returned,is 
this
> a limitation of either program, I'm using version 1.71 of the IB
> Plugin and number of bars to load is set to 50k. Thanks.
>



------------------------------------

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/