|
PureBytes Links
Trading Reference Links
|
Hello,
http://www.amibroker.com/ib.html
IB TWS streaming data are ****NOT***** tick-by-tick, but rather 0.2-0.3 second snapshots,
read this for details: http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/37364.html
You would need to use eSignal OR IQFeed which are tick-by-tick
to do any comparisons vs TS.
Answering your question from another thread that you created.
IB STREAMING is in 0.3 intervals (not tick-by-tick)
Backfill is even worse - limited to 1second bars.
Please DO read this:
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/37364.html
And no, Metaserver as any other software is not able to produce ticks from IB,
because the data are NOT there. Browse IB discussion boards - it is ENDLESSLY discussed there.
Miracles (such as creating money from thin air) can only be done by Fed.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Carl Vanhaes" <carl.van@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, September 19, 2008 5:28 PM
Subject: [amibroker] Different tick count between AB and TS: which one is correct?
> Hello,
>
> I switched to AB few days ago for several reasons, but mostly due to
> the slowness of my old tradestation 2000.
> I am happy I did and can only see benefits using AB (5.10).
> So now, during the passage time between TS towards AB (you know...re-
> writing all studies in AFL, it takes some time...) I am running both
> applications, both using IB as my intraday quotes stream: AB with the
> integrated plugin and TS with 2 heavy interfaces: metaserver =>
> globalserver => TS.
> But...but...I made a surprising discovery: charting in both apps the
> same symbol (EWZ) with the same time interval (100 ticks) gives
> totally different charting; from 2 given points on time I have 10
> bars in AB and 15 bars in TS. Please see my file "100ticks.pdf"
> posted in the file section.
> How comes? This is a bit frightening because now I wonder which
> application is right and which is not???
> Anyone has had this experience before?? As a matter of fact, AB
> generates less bars than TS for the same dataflow.
> Perhaps Tomasz could explain this mystery?
>
> Thanks for any help,
> Carl
>
>
> ------------------------------------
>
> 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/
|