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Hello,
What exactly you are writing? How do you
exactly use AmiBroker IQFeed plugin ?
You can not normally see the
WM_USER_STREAMING_UPDATE.
Are you really writing external application that mimics AB
interface and connects to our plugin?
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, December 18, 2008 5:55
AM
Subject: [amibroker] Capturing IQFeed
streaming tick data via plugin
Hi,
I'm writing a plugin that analyzes the IQFeed streaming tick data, (and
also saves it to a file for later use). My main database is 1-minute, not
tick.
Since GetRTData() is
called at the chart refresh rate, I am getting the the data in real time by
monitoring the message loop for WM_USER_STREAMING_UPDATE, (which I believe is
called whenever a new tick arrives), and then reading RecentInfo
directly.
Looking at ADK/QT.cpp
as an example of how RecentInfo, (ri in the code below), is filled I
see:
(*1)
if( ri->fLast != fOldLast || ri->fAsk != fOldAsk || ri->fBid !=
fOldBid )
{
ri->nDateUpdate =
ri->nDateChange;
ri->nTimeUpdate =
ri->nTimeChange;
}
ri->nBitmap = RI_LAST | ( ri->fOpen ? RI_OPEN : 0 ) | (
ri->fHigh ? RI_HIGHLOW : 0 ) | RI_TRADEVOL | RI_52WEEK |
RI_TOTALVOL |
RI_PREVCHANGE | RI_BID | RI_ASK | RI_DATEUPDATE | RI_DATECHANGE;
(*2)
ri->nStatus = RI_STATUS_UPDATE
| RI_STATUS_BIDASK | RI_STATUS_TRADE | RI_STATUS_BARSREADY;
Now with IQFeed I see plenty of ticks where (*1)is false,
and they don't seem to be used by the Time&Sales, so what do they
represent?
Also I would expect nStatus to generally not be zero, see
(*2), but it is zero - once the initial feed gets up to date.
Why?
Thanks,
Mike
S
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