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Hello,
If your data base collection is set to tick, then never backfill during
trading day. Probably something to due with time stamp of 'ticks'. Plus you
only back fill hand full of price bars. My data base is set to 5 sec.
Had an AB chart problem today (very rare) and lost over 20 minutes of data,
with data base setting set to 5 sec. backfilled ok. Using vol bar charts and
diff between 5 sec vs tick isn't worth the loss of having backfill data if
needed.
Regards,
Jerry Gress
Stockton, Ca.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Carl Vanhaes
Sent: Wednesday, October 08, 2008 12:23 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] IB backfill: all my ticks disappeared...
I noticed a strange thing: for some days already I was surprised to see
gaps in my data for the day before while I was pretty sure that the day
before all data were recorded, tick after tick for the 20 symbols I am
following from IB. I know it is not really tick-by-tick but rather
0.2/0.3 seconds interval but anyway: when I launch AB in the morning it
does an automatic IB backfill and actually what happens is that almost
all data for the day before are deleted and replaced, for the last 15
minutes of trading session, by a kind of compressed bars which never
took place in that time compression frame(I use 75-tick for charting).
And the bars before just disappeared!
I now switched to 1-minute backfill in database settings and will se
what happens. My point/question is: when you are connected to IB from
the beginning of the session it is probably better not to backfill at
all, right??
Thank you,
Carl
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