[amibroker] Re: RT Data(IB): Market Open Changes After Refresh

["Pete" <dryheat3@xxxxxxx>]

Well thank you very much for the feedback. Let me fill you in on my testing so far this week. 
My routine has not changed in that I still start up TWS and AB about 1.5 hours prior to market open. I backfill essential symbols and wait for the market open. The tests have been to introduce two additional elements into the routine. First, I also have an account with thinkorswim. Upon market open I take note within seconds to see what thinkorswimm records as the market open. I then record the IB market open as it appears in my AB charts. I then right click the bottom right section of the AB chart panel and select 'Shutdown' from the menu. Immediately after this I right click and select 'Reconnect' from the menu. 
So far for Monday and Tuesday this week, the thinkorswim application reports the market open accurately and without delay. The IB data feed has reported inaccurate opens, however upon shutting down and restoring the connection the backfill which follows has so far reliably updated my AB charts to reflect an accurate market open. This can be accomplished within minutes of the market open and so far has solved my dilemma.

This is great news for me since at this stage in my development I am not prepared to switch to a more reliable, and expensive RT data provider. I would be very interested to know from others if they experience better/worse performance from other vendors. For instance, eSignal appears to be the top dog. What is their performance in reporting accurate market opens immediately and without the need to 'refresh' the backfill?

The next stage in testing would be to open an IB chart and watch the market open to see what it records for the opening bar. If it varies from what is recording the AB charts perhaps there is room for improving the way the two platforms communicate???

  Pete  :-)



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