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Hi
I have got a question about the IB realtime data and how it is
stamped in Amibroker.
I have an AFL indicator which has the following two lines of code:
======================================================================
===
sysTimeStr = NumToStr(Now(4), 1.0, False);
_TRACE("Time = " + sysTimeStr +" LastC = " + NumToStr(LastValue(C),
1.2));
======================================================================
===
I then run it on a 5-second chart in a database with base interval as
5-second,
for symbol HSIF9-HKFE-FUT-HKD. I synchrozie my computer time with
time server
every one minute. And in Amibroker-Preference-Intraday setup, I
choose the
Time stamp of compressed intraday bar chart as : Start time of
interval .
I recorded the debug results in the software DebugView, which is
recommended
in Amibroker help file for the funtion _trace()
Here is the debug result :
Debug begins:
00000000 11:40:44.940 [3276] Time = 114044 LastC = 12,685.00
......
......
......
// On 5-second chart , for the bar of 11:43:15, it has
OHLC as :
O-12694
H-12697
L-12694
C-12697
Related debug reports:
00000064 11:43:12.930 [3276] Time = 114312 LastC = 12,692.00
00000065 11:43:15.930 [3276] Time = 114315 LastC = 12,694.00
00000066 11:43:18.930 [3276] Time = 114318 LastC = 12,694.00
00000067 11:43:20.414 [3276] Time = 114320 LastC = 12,694.00
00000068 11:43:21.930 [3276] Time = 114321 LastC = 12,697.00
00000069 11:43:24.930 [3276] Time = 114324 LastC = 12,692.00
.....
.....
I understand that Amibroker program executes the AFL code for every
incoming quote,
then the ticks appearing in the debug report should be all the ticks
that AB has received , right ?
I can see from above debug results that from 11:43:15 to 11:43:20 ,
there has never been a price of 12697 ,it was always 12694.
Then why on the chart, the bar has a high of 11697 ? ( How does
AB know the high of this bar is 11697 if it has not recived such price
for this bar ? )
Thanks for any help
Best regards/Huanyan
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