Re: [amibroker] Re: Tick mode is really 5-sec mode?, AmiBroker Email List Archive

Tomasz, thank you for your answer.

So if I understand correctly, all the ticks I import are preserved but their timestamp is rounded to 5-sec resolution? (BTW I used $TICKMODE 1)

Still, why isn't their timestamp to 1-sec accuracy (as this IS supported by AB)?

Thanks,

Doji

On Tue, Sep 16, 2008 at 2:28 PM, Tomasz Janeczko <groups@xxxxxxxxxxxxx> wrote:

No. Tick Mode is special mode that allows MULTIPLE bars (ticks)
with SAME timestamp.
To import TICK data from ASCII file you must use
$TICKMODE 1
command. This instructs AB not to overwrite existing bars with
same time stamp.
This is so because when you are in tick mode
there can be hundreds of trades occurring in exactly same second.
As of now, no retail data source offers accurracy better than 1 second,
hence timestamps are not unique in TICK mode.
AB timestamp currently is indeed 5s, but it does not prevent
it from having TICK mode because as above, ALL trades are stored.
There is a plan to implement new timestamp with 1 millisecond resolution,
but as far as data sources are considered, there is no retail source that offers
such resolution at the moment so it is rather "the melody of the future".

Best regards,
Tomasz Janeczko
amibroker.com

>
> --- In amibroker@xxxxxxxxxxxxxxx, "Doji Starr" <dojistarr@xxx> wrote:
>>
>> Hello members,
>>
>> I am new to AmiBroker. My goal is to analyze forex data with this
> platform
>> on a tick level.
>> I have the data and I imported it to AmiBroker using the "Import
> ASCII..."
>> command. It worked, only when I look at the imported data I see
> that it lost
>> its true time and AmiBroker arranged it in a resolution of 5
> seconds. This
>> is true in the chart as well as in the quote editor.
>> Is this a known behaviour/limitation of AmiBroker? Is the tick
> time frame
>> really is 5-sec time frame?
>>
>> BTW - when I setup a database with DDE plugin that gets RT quotes
> I get the
>> same result - the ticks are stored in 5-sec resolution.
>>
>> Any help is appreciated,
>> Thanks
>>
>> Doji
>>
>
>
>
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