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Hello Mr. Tomasz Janeczko,
Will it be appropriate to know about how these two Auxilliary fields will work? I should accept that every user will be expecting that his wishlist will be solved by these two New fields. I was looking forward to have TOTAL_TRADED_Value in one of these fields that would behave like Volume (So that these values would cumulate just like volume when we compress to higher timeframes like Daily, Weekly, Monthly etc.); and other users should also be having expectation of thier wishlist being fulfilled.
May be there is going to come some unexpected feature from you about these Auxilliary fields : so that every user can customise the behaviour per his/her own preference. Let's see.
I will look forward to your views.
With Regards
Sanjiv Bansal
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Yes, I was thinking about it but same structure is used regardless of timeframe
> and in higher timeframes (such as 1 second) you won't have access to last bid/ask
> that way. New format has two auxilliary fields that can hold bid/ask without having to
> resort to tricks like that.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Paul Ho" <paul.tsho@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, August 05, 2009 1:13 PM
> Subject: [amibroker] Re: AmiBroker 5.27.0 ALPHA released
>
>
> > Tomasz
> > Are you considering using the HL fields to store bid and ask price. I think this would be very useful, usually OHL = C for tick.
> > if we stored bid on H and ask on low as versus (H = ask and L = bid) then it wont even compromise the integrity of timeframe
> > compression. What do you think?
> > /Paul.
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
> >>
> >> Hello,
> >>
> >> Sorry, but others have demanded storing Bid/Ask along with trade data so, contrary to your belief
> >> tick data is NOT smaller than bar data. Plus it does NOT need 44 bytes to store bar data.
> >> I don't know were you get this figure from. Single bar is 40 (fourty) bytes.
> >>
> >> As for tick data you get
> >> 64 bit date time (8 bytes), 4 bytes trade price, 4 byte trade volume, 4 byte bid, 4 byte bid size, 4 byte ask, 4 byte ask size.
> >> That's 32 bytes MINIMUM. There are other things that are comming as exchange code, tick number etc.
> >>
> >> So contrary to your belief tick data is not smaller than bar data.
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "cpescho" <cpescho@>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Wednesday, August 05, 2009 10:29 AM
> >> Subject: [amibroker] Re: AmiBroker 5.27.0 ALPHA released
> >>
> >>
> >> > Hello,
> >> >
> >> > are there any plans to account for large tick database backtesting? 44 Bytes is great for storing a OHLC bar, but for a single
> >> > tick its still a lot since you dont have OHL with tick data.
> >> >
> >> > Right now my biggest problem backtesting tick data is memory limitation. Wasting disk space is not my concern although i think
> >> > one
> >> > can eliminate the disk i/o bottleneck if a more compact format is stored on disk.
> >> >
> >> > Regards,
> >> >
> >> > Chris
> >> >
> >> >
> >> >
> >> >
> >> > ------------------------------------
> >> >
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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/
> >
> > 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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