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[amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!



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> I would assume that the Amibroker real-time front-end charting with 
> an eSignal data backend is very solid too.   It's just that I only 
> use Amibroker for research purposes.

I am using eSignal data, but not extensively - I don't sit in it all 
the time but recently when I did follow the opening of the major US 
indices/sectors/top volume stocks on some of the days that the market 
was screaming I found the eSignal --> AB Pro charts (via plugin) to 
work like a charm  -  very happy with it. My only complaint is that 
the eS data price is too high for occasional users.

I don't use AB for trading so I don't take much notice of the Quotes 
panel.

The trend seems to be for data providers to morph into trading 
platforms e.g. eSignal now integrates with several US brokers OR for 
brokers to morph into data providers and boost their 
charting/backtesting software.

Like James, I also like the 'one stop shop' approach to trading 
(futures,SSF,international stocks,international indices, FX,oil,gold 
etc all in one platform) - for non US citizens that comes down to IB 
or IG Markets (my preferences so far).

example:

IG Markets have just introduced some basic chart trading features

http://www.igmarkets.com.au/cfd/dealthru-charts.html

They claim they were the only UK dealers to trade through the 
September LSE computer driven close down.

They are available in several non US countries and now moving into 
the US although I believe restrictions there will hobble their 
ability to do business.

http://www.igmarkets.com/international/?ct=f

I am in the early days of a trial of their products/services - so far 
so good.

Programs, like AB, that are forced to a marriage of convenience with 
providers, OR brokers, will always be at the disadvantage of not 
having total control of their destiny.

On the other hand they have the advantage of being flexible ... can't 
have it all I guess.


brian_z



--- In amibroker@xxxxxxxxxxxxxxx, "scourt2000" <stevehite@xxx> wrote:
>
> 
> Ed,
> 
> I am using eSignal 8.0 rc2 charting / datafeed with IB as my 
broker.  
> It has been rock solid throughout all of this volatility.  
> 
> Version 10.x of eSignal charting is still a mess.  There's data 
lags 
> galore there.   Someone did their best and brightest to mess that 
> version cycle up but good.
> 
> I would assume that the Amibroker real-time front-end charting with 
> an eSignal data backend is very solid too.   It's just that I only 
> use Amibroker for research purposes.
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Ed Fast" <fasttrader@> wrote:
> >
> > For what it is worth, I do not know of any platform that is 
> performing
> > reliably.  The Trade Station people are screaming about lock ups, 
> The Ninja
> > people the same.  I think that the incredible volatility is just
> > overwhelming the systems everywhere.  If anyone has had a solid 
> reliable
> > rock steady platform the last 2 weeks, I would like to hear about 
> it.
> > 
> >  
> > 
> > Ed 
> > 
> >  
> > 
> >   _____  
> > 
> > From: amibroker@xxxxxxxxxxxxxxx 
[mailto:amibroker@xxxxxxxxxxxxxxx] 
> On Behalf
> > Of James
> > Sent: Friday, October 17, 2008 11:59 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a 
> fix? I
> > don't think so!
> > 
> >  
> > 
> > FWIW: I just went to the elitetrader message board 
> www.elitetrader.com  to
> > see if anyone was complaining. The board is pretty active and IB 
> monitors it
> > or has in the past. This is the first thing I saw:
> > 
> >  
> > 
> > 
> >   <http://www.elitetrader.com/i/down.gif> 
> > 
> > Interactive Brokers
> > 
> >  
> > 
> > treat <http://www.elitetrader.com/br/?action=view&R_FirmID=43>  
> customers
> > like they're ex-boyfriends. unreliable platform.
> > 
> >  
> > 
> > 
> >   <http://www.elitetrader.com/i/down.gif> 
> > 
> > Interactive Brokers
> > 
> >  
> > 
> > charts and <http://www.elitetrader.com/br/?
action=view&R_FirmID=43>
> > backfill useless
> > 
> >  
> > 
> > 
> >   <http://www.elitetrader.com/i/down.gif> 
> > 
> > Interactive Brokers
> > 
> >  
> > 
> > HORRENDOUS <http://www.elitetrader.com/br/?
> action=view&R_FirmID=43>  SUPPORT
> > - IB GET YOUR BACK FILL CORRECTED
> > 
> >  
> > 
> >  
> > 
> > so maybe they will get the message. I hate IB, but I also hate to 
> change
> > while I am in the middle of learning AB. Don't need anymore on my 
> plate. I
> > think IB is the main platform that TJ has supported as far as a 
> plugins and
> > automated trading. If TJ jumps ship, I'm going where he goes. 
> MFglobal seems
> > to have some decent futures platforms but I don't think they 
clear 
> stocks so
> > I guess that is out of the question. Too bad IB can't get their 
act
> > together, because it is a wonderful concept to be able to trade 
all 
> these
> > markets and instruments worldwide with one account and one 
platform.
> > 
> >  
> > 
> >  
> > 
> >   _____  
> > 
> > From: Peter <aretep@>
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Friday, October 17, 2008 1:25:53 PM
> > Subject: RE: [amibroker] Re: IB plugin 1.8.0 released - This is a 
> fix? I
> > don't think so!
> > 
> > Hi
> > 
> > Same for me with ESZ8-GLOBEX- FUT. Hopeless!!
> > 
> >  
> > 
> > Can anyone comment on using another live data supplier e.g. 
eSignal 
> and
> > still use Amibroker to trade a Interactive Brokers account? Is 
this
> > possible?
> > 
> >  
> > 
> > Peter
> > 
> >  
> > 
> > From: amibroker@xxxxxxxxx ps.com <http://ps.com/>  
> [mailto:amibroker@
> > yahoogroups. com] On Behalf Of James
> > Sent: Saturday, 18 October 2008 7:09 a.m.
> > To: amibroker@xxxxxxxxx ps.com
> > Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a 
> fix? I
> > don't think so!
> > 
> >  
> > 
> > I am currently trying to backfill 1 day of data for 6CZ8-GLOBEX- 
> FUT. It has
> > been running for over two hours and the Plugin Status window says:
> > 
> > Connected OK
> > 
> > Backfilling (#18) 6CZ8-GLOBEX- FUT (1/1)
> > 
> >  
> > 
> > No throttling messages to my knowledge. It is streaming fine from 
> the moment
> > I clicked on the symbol, but the overnight history is missing.
> > 
> >  
> > 
> >   _____  
> > 
> > From: Tomasz Janeczko <groups@xxxxxxxxxx com>
> > To: amibroker@xxxxxxxxx ps.com
> > Sent: Friday, October 17, 2008 2:48:17 AM
> > Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a 
> fix? I
> > don't think so!
> > 
> > Hello,
> > 
> >  
> > 
> > The fix was required because recent TWS started to REJECT
> > 
> > backfill requests with same requestID but different start/end 
times.
> > 
> > Pre-1.8.0 versions used same requestID for ONE symbol in order
> > 
> > to backfill more than 5 days for one symbol. 
> > 
> > But new TWS simply rejects it with error code.
> > 
> > So new (1.8.0) uses continuously increasing requests IDs for
> > 
> > each subsequent backfill request and this is actually the only
> > 
> > way to get backfill longer than 5 days working with newest TWS.
> > 
> > It works fine on my end and from the feedback I received in a 
> couple of
> > days, 
> > 
> > it works for others too better than 1.7.0
> > 
> >  
> > 
> > Error 162 is "Historical market Data Service error message."
> > 
> >  
> > 
> > It means that something is wrong on TWS/IB end (i.e. with their 
> historical
> > server).
> > 
> > You may be not connected or you may be facing IB throttling.
> > 
> >  
> > 
> > As I wrote many times on this list TWS has *fixed* limit of 1 
> backfill at a
> > time.
> > 
> > It can not be worked around. This is hardcoded in TWS.
> > 
> >  
> > 
> > Therefore you need to ask for data once at a time. 
> > 
> >  
> > 
> > Best procedure is as to run AB before market open, put the 
symbols 
> you need
> > 
> > into Real-time QUote window, click with RIGHT mouse button over 
> plugin
> > status
> > 
> > window and select "Backfill All RTQ symbols", this will step 
> through all
> > 
> > rt quote window symbols once at a time at backfill them all.
> > 
> > If you experience problems with pacing violation you may also go 
to
> > File->Database Settings,
> > 
> > click "Configure" and turn OFF "automatic backfill on first data 
> access".
> > 
> >  
> > 
> > As written here:
> > 
> >  <http://www.amibroker.com/ib.html> http://www.amibroke r.com/ib. 
> html
> > 
> >  
> > 
> > If you switch "automatic backfill on first data access" option 
off, 
> you will
> > still be able to backfill data for current symbol or all symbols 
in
> > real-time quote window list usign appropriate menu options from 
> plugin
> > status menu.
> > 
> >  
> > 
> > Backfill Current option allows to force backfill of currently 
> selected
> > symbol, while Backfill All RTQ symbols allow to force backfill of 
> all
> > symbols listed in Real-Time Quote window. Backfill of multiple 
> symbols is
> > performed sequentially (one at a time) due to limitations of TWS.
> > 
> > 
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com <http://amibroker.com/> 
> > 
> > ----- Original Message ----- 
> > 
> > From: "Barry Scarborough" < <mailto:razzbarry@>
> > razzbarry@xxxxxxxxx .us>
> > 
> > To: < <mailto:amibroker@xxxxxxxxxxxxxxx> amibroker@xxxxxxxxx 
ps.com>
> > 
> > Sent: Friday, October 17, 2008 5:30 AM
> > 
> > Subject: [amibroker] Re: IB plugin 1.8.0 released - This is a 
fix? 
> I don't
> > think so!
> > 
> >  
> > 
> > > Tomasz I think there is a problem.
> > > 
> > > I added this dll and it hung up on the first symbol it tried to 
> back 
> > > fill, AA. I tried to cancel back fill and I got a 162 error 
> message 
> > > and that would not go away. After about 3 minutes I shutdown 
and 
> > > reconnected IB. The 162 message went away and AB went to the 
next 
> > > symbol to download, AIG. That says backfilling( #4) AIG (1/1) 
and 
> that 
> > > keeps flashing about once a second but never back fills the 
> symbol 
> > > and never advances to the next symbol in the list. AIG is the 
> second 
> > > symbol in the list. After a while I get an error from TWS that 
I 
> had 
> > > reached the throttling error on attempting to back fill AIG. 
Well 
> > > when it started up it started backfilling the symbol displayed 
on 
> the 
> > > chart, TFZ8 and says it is #6 and flashed at one second 
> intervals, 
> > > never backfills as the status continually says Connected OK. 
> > > 
> > > I have a formula that uses foreign to plot all the symbols in 
my 
> data 
> > > base so I don't have to worry about back filling except on 
> startup. I 
> > > stopped that, shut AB down and restarted it and it now says 
> > > Backfilling( #1) AIG (1/1) with the one second flash telling me 
> it 
> > > connected OK. 
> > > 
> > > I installed the plugin with TWS running. So I shut AB down, and 
> > > started again this time with the old DLL, 1.6.8.0. Same thing. 
So 
> I 
> > > shut AB and TWS down and replaced the old with the new DLL and 
> stated 
> > > it up again. All worked well until I stared the formula above. 
It 
> > > hung on the symbol it was downloading and kept flashing until 
the 
> > > throttling error. At this point I shut AB down and started it 
> again 
> > > and not it is hung backfilling the chart symbol. I shut down 
TWS 
> and 
> > > restarted it and it did the same thing. 
> > > 
> > > OK Now I am back to where I started. 1.6.8.0 installed and TWS 
> > > restarted. Guess what. As long as I don't start my formula to 
> plot 
> > > all the symbols it will back fill as I click on the symbol. But 
> when 
> > > I start my formula it hangs. What was working before I tried to 
> use 
> > > DLL 1.8.0 no longer works. I would think getting it back to 
where 
> it 
> > > was before using the new DLL would fix the problem but it seems 
> like 
> > > that isn't the case. I can back fill some tickers but when I 
hit 
> the 
> > > more complex ones, like COMP-NASDAQ- IND it starts with the one 
> minute 
> > > flashing.  
> > > 
> > > What is going on? Me thinks there is a bug somewhere. Do you 
have 
> any 
> > > idea where? I am using AB 4.90.5. TWS 887.2 and JAVA 1.6.0_07. 
It 
> > > worked all day and not it is broke. I guess the old adage 
> applies, if 
> > > it ain't broke don't fix it.
> > > 
> > > HELP,
> > > Barry
> > > 
> > > --- In  <mailto:amibroker@xxxxxxxxxxxxxxx> amibroker@xxxxxxxxx 
> ps.com,
> > "Tomasz Janeczko" <groups@> 
> > > wrote:
> > >>
> > >> Hello,
> > >> 
> > >>  <http://www.amibroker.com/devlog/2008/10/15/interactive-
brokers-
> tws>
> > http://www.amibroke r.com/devlog/ 2008/10/15/ interactive- 
brokers-
> tws-
> > > plugin-version- 180/
> > >> 
> > >> A new Interactive Brokers TWS data plugin version 1.8.0 is 
> released 
> > > now.
> > >> 
> > >> This version fixes "Duplicate ticker ID for API historical 
Data 
> > > query" error that occurred sometimes with newest TWS version.
> > >> 
> > >> It is available for download from:
> > >>  <http://www.amibroker.com/bin/ib180/IB.dll> 
http://www.amibroke
> > r.com/bin/ ib180/IB. dll
> > >> 
> > >> (to be copied to Plugins subfolder, replacing old version)
> > >> 
> > >> Installation instructions can be found here:
> > >>  <http://www.amibroker.com/ib.html> http://www.amibroke 
> r.com/ib. html
> > >> 
> > >> Best regards,
> > >> Tomasz Janeczko
> > >> amibroker.com
> > >>
> > > 
> > > 
> > > 
> > > ------------ --------- --------- ------
> > > 
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> > > 
> > > ************ *********
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> directly to 
> > > SUPPORT {at} amibroker.com
> > > ************ *********
> > > 
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check 
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> > > 
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> > > 
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>



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

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