[amibroker] 5 sec database with tick-by-tick data feed

["ondrej.uhlarik" <ona@xxxxxxxx>]

Hi,

I use IQfeed for data. For backfill it offers 1 minute or tick-by-
tick data. Yet I don't really need a tick database. I use 5 second 
and 1 minute charts anyway. With tick database I must load 1,000,000 
bars to display two or three weeks of history. So now I have two 
databases: Tick database for trading and 1 minute database for wider 
context.
I was thinking of maintaining just one database, that is a 5 second 
one. With 1,000,000 bars to load it should mean over a half year of 
history. The problem is that with tick-by-tick datafeed I apparently 
cannot use 5 second base time interval, because AmiBroker interprets 
the backfilled data incorrectly then. It swaps open and close of the 
5 second bars. And since all other displayed intervals are calculated 
from the base time interval, they are corrupted too. I am not quite 
sure if this is a general compatibility problem (5 sec base with tick 
data) or just AmiBroker + IQfeed compatibility problem.
So...

1. Is anybody maintaining a 5 sec database with tick-by-tick datafeed 
(and backfill)? Do you experience the same problem? How do you do it, 
then?
2. Is there a way to convert a tick database into a 5 second 
database? And I don't mean just compression for displaying data, but 
true compression of the database itself. (For archivation purposes.)
3. Is there a way how to swap open and close for each bar in the 
database? Or more preferably, for each bar after a certain date and 
time? (If nr.2 is not possible, this could be an option for 
archivation purposes, too.)

(And please bear in mind that I am not a programmer. I've learnt AFL 
quite well, but that's it.)

Regards,
Ondrej



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

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

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/