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Tomasz,
You are missing out on selling your product to an entire world of institutional users, most of whom have access to data like this :) Not to mention deep pockets..
For the rest of traders without direct exchange connections, there are certainly a number of data feeds and vendors which provide real-time data with millisecond timestamps, i.e. TT, Reuters, and derivatives. For historical purposes there are tons of data that can be downloaded from the exchanges with millisecond resolution, i.e. TAQ (http://www.nyxdata.com/nysedata/default.aspx?tabid=730) and others, which is available for faculty and student research at a number of institutions.
I think if you could put this long-awaited feature into Amibroker, it would certainly broaden your potential customer base (institutions, professors, trading companies, more traders), not to mention help out the rest of us who are eagerly awaiting the possibility of utilizing Amibroker to process more high-frequency data and trade information instead of trying to hack around with other admittedly poorer programs.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> As far as I know, there is no data feed that gives more than 1 second resolution
> for TIMESTAMPS (in backfill data), therefore adding millisecond resolution
> (although contemplated by me) seems like wasted effort as there is no such data available.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "janhausd" <janhaus.dresden@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, May 01, 2009 1:07 AM
> Subject: [amibroker] Re: What Can't Amibroker Do?
>
>
> >I like Amibroker a great deal primarily for its charting and backtesting capabilities, but having worked with it for awhile there
> >are certainly some inherent limitations.
> >
> > Amibroker definitely cannot do the following:
> > * Depth: No Market Depth support, only limited support for best bid/ask, which are not saved and processable like OHLCVOI arrays
> > * Granularity: Timeframes < 5seconds, i.e. tick, are not fully supported, and no milliseconds support at all ((inherent
> > limitations in the data structures used by Amibroker)
> >
> > So, if you want to analyze or trade in small time increments or wish to take advantage of bid/ask sizes and search deeper in the
> > book (esp for futures), it is difficult to utilize Amibroker's full capabilities.
> >
> > For longer timeframe trades and analysis with an emphasis on stocks, or futures trades based on market prices, Amibroker + IB is a
> > great combination I recommend to anybody and it is what I've used with much satisfaction myself.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "caternore" <caternore@> wrote:
> >>
> >> Hello All,
> >>
> >> I have been trading my own account for about the last eight or so years. I have gone through the typical cycle of people getting
> >> into trading (buying advice, buying black box system, looking for the holy grail, etc) and losing money the whole time. Recently
> >> ( last 4 years or so) I have become moderately successful with a intermediate to long term trend following system that I use on
> >> stocks. However I could never break that barrier to ultimate success (consistency). I have come to relies (right or wrongly)
> >> that a system is more than a pair of entry and exit rules it must account for money management and position sizing as well(if you
> >> guys would like to add anything that cool). I also relies the limited capabilities in my (then) current software program
> >> Metastock. With Metastock I had no way to thoroughly back test all of my ideas over a portfolio of stock to see what would
> >> happened. I had no way to program inside Metastock the various rules that I used to trade stocks. I believe that of all the
> >> things that lead to my inconsistent performance, the lack of the proper software was probably number 2 contributor to my current
> >> situation (number 1 is me lol).
> >>
> >> As a result I have been researching charting and back testing software, that I could use to auto trade from for about the last 6
> >> months or so. My requirements for the new software are in order of importance.
> >>
> >> 1) True Portfolio-Level Back testing. But also with the capabilities to back test a full system ( entry, exit, money
> >> management, position sizing, etc).
> >>
> >> 2) A good charting interface.
> >>
> >> 3) The ability to Auto trade through my broker.
> >>
> >> In addition to the above I was also looking for
> >>
> >> 1) I needed a program with its own language but robust enough not to limit me. As I am not a programmer, I did not want to
> >> learn a computer language (c+ etc) for the next 3 or 4 years before I could program my system. But at the same I am willing to
> >> learn.
> >>
> >> 2) Software that can be extended and molded to what I need it to do.
> >>
> >> 3) A good community of people to bounce Ideas off of and to interact with.
> >>
> >> After reading what I could online I decided to buy a few book by a MR. Bandy and ask a few question on this board. To my
> >> surprise it seems as if Amibroker not only meets these criteria but exceeds them. Which leads me to my question. What Cant
> >> Amibroker do? Put another way what are the limitation inherent in Amibroker?
> >>
> >> Thank You
> >> ACE
> >>
> >
> >
> >
> >
> > ------------------------------------
> >
> > **** 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
> >
> >
> >
>
------------------------------------
**** 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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