Title: Re: [amibroker] backfill data of IB and realtime data of IB are different ?!?!
You can read some about this problem on the UKB:
http://www.amibroker.org/userkb/2007/11/28/high-frequency-automated-trading-systems-part-1/
http://www.amibroker.org/userkb/2007/12/24/high-frequency-automated-trading-hfat-part-2/
best regards,
herman
Monday, April 27, 2009, 5:03:08 AM, you wrote:
> can someone explain me why?
> If I am connected to IB and receive the data on 1 min basis I get different data compared to the backfill data.
> So if I tell Amibroker to backfill the data, the backfill data I receive is
> different to what Amibroker has in cache. I saw that if the the time of
> Amibroker is different to the TWS time (already if the time difference is less
> than 1 sec) the cache data is different to the backfill data. So candlesticks
> change their pattern and a Buy Signal could be no one…. Is this a problem of
> Amibroker, of IB? Does anyone know how to solve that problem? I recognized
> that if I reconnect to TWS the data gets backfilled every time? Is this a
> possible solution? On 1 min basis can I reconnect every 30 sec to receive proper backfill data?
> Is this problem also existing, if I receive data from esignal?
> Thanks, dubi
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**** 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/
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