[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Recommendation for Intraday Data source?


  • Date: Wed, 6 Jan 2010 12:38:36 +0000
  • From: "Potato Soup" <potatosoupz@xxxxxxxxx>
  • Subject: Re: [amibroker] Re: Recommendation for Intraday Data source?

PureBytes Links

Trading Reference Links

Who said it had to be streaming or even downloadable. You're making the assumptions, not me. TAQ data can be had on dvds for CQS/CTS. 

-----Original Message-----
From: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
Date: Wed, 06 Jan 2010 11:44:45 
To: <amibroker@xxxxxxxxxxxxxxx>
Subject: Re: [amibroker] Re: Recommendation for Intraday Data source?

Hello,

Because you tend to state some meaningless stuff like "almost but not 
quite",
Let us be precise and say that it means one MILLION 1-minute bars.

That is 40 megabytes per symbol binary data PER SYMBOL
(when sent by IQFeed it is more because it is sent as text).

Now if you want to get 1300 symbols (IQFeed subscription) it means *52 
GIGABYTES* of data.

Now Google some and check how much it costs to actually transfer
that amount of data (lookup some hosting companies).
(With rate is 0.50/GB, so it would be $26 for *bandwidth* costs for 
backfill *alone*,
not counting real time streaming).

Then maybe you start adjusting down your expectations, because data vendors
must not only pay their bandwidth bills, but also pay for data, 
employees, servers, etc.

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-01-06 03:01, Potato Soup wrote:
> It is an AB problem. My point was tangential. I want more from IQ before I'm satisfied. They're in the "almost but not quite" category.
>
> -----Original Message-----
> From: "Chaitanya"<kcityg@xxxxxxxxx>
> Date: Wed, 06 Jan 2010 01:59:10
> To:<amibroker@xxxxxxxxxxxxxxx>
> Subject: [amibroker] Re: Recommendation for Intraday Data source?
>
> why do you think it is an iq problem? to me it looks like AB is stopping you from downloading more data (atleast for me for the 1minute data). If it were an iq problem how would qcollector download it from iq datasource?
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Potato Soup"<potatosoupz@xxx>  wrote:
>    
>> I really think iq should start licensing longer periods of tick data.
>>
>>
>> -----Original Message-----
>> From: "Chaitanya"<kcityg@xxx>
>> Date: Wed, 06 Jan 2010 01:52:29
>> To:<amibroker@xxxxxxxxxxxxxxx>
>> Subject: [amibroker] Re: Recommendation for Intraday Data source?
>>
>> exactly the trouble i am getting into; exactly 2 and a half years of data. hmm.. i will have to shell out another 100 bucks sometime soon; for now i am content with the four years of data that IQFeed tech guy sent me in an email.
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "Potato Soup"<potatosoupz@>  wrote:
>>      
>>> I always had issues getting more than 2.5 years of minutely data so I paid $99 for qcollector which downloads data from iq.
>>> -----Original Message-----
>>> From: "Chaitanya"<kcityg@>
>>> Date: Wed, 06 Jan 2010 00:44:23
>>> To:<amibroker@xxxxxxxxxxxxxxx>
>>> Subject: [amibroker] Re: Recommendation for Intraday Data source?
>>>
>>> Are you referring to tick data? i am downloading at only 1min resolution; and according to IQFeed customer service i should be able to go back to 2005.
>>>
>>> and pardon my ignorance; what is qcollector and how does it work? and how much does it cost?
>>>
>>>
>>> --- In amibroker@xxxxxxxxxxxxxxx, "Potato Soup"<potatosoupz@>  wrote:
>>>        
>>>> I did it by using qcollector and then importing into AB. Problem is IQ limits to 30 days tick and doesn't give full quotes.
>>>>
>>>>
>>>> -----Original Message-----
>>>> From: "Chaitanya"<kcityg@>
>>>> Date: Wed, 06 Jan 2010 00:26:41
>>>> To:<amibroker@xxxxxxxxxxxxxxx>
>>>> Subject: [amibroker] Re: Recommendation for Intraday Data source?
>>>>
>>>> Want to add that even with IQFeed you cannot have 5years of intraday data; i currently run into limitations where amibroker wont download any more data than 3years even after changing the registry settings to enable it to download and store more data (it can go only upto about 950k bars which on ES will take you about 3years back).
>>>>
>>>> Has anyone done it (download more than 3 years worth of intraday data)? if so how?
>>>>
>>>>
>>>> -Chaitanya
>>>>
>>>>
>>>> --- In amibroker@xxxxxxxxxxxxxxx, "Potato Soup"<potatosoupz@>  wrote:
>>>>          
>>>>> Iqfeed from dtn?
>>>>> -----Original Message-----
>>>>> From: "venturerider2"<venturerider2@>
>>>>> Date: Tue, 05 Jan 2010 14:46:38
>>>>> To:<amibroker@xxxxxxxxxxxxxxx>
>>>>> Subject: [amibroker] Recommendation for Intraday Data source?
>>>>>
>>>>> I currently use eSignal for my intraday data but their standard historical data package only goes back a few months (120 days).  If you upgrade to their extended intraday data package, the extended data goes back 10 years but is only accessible through their program.  You cannot access the extended data through Amibroker or any other outside package.  This is obviously a marketing strategy to "force" people to switch to using eSignal to backtest.  Big mistake.
>>>>>
>>>>> I want to backtest hourly bars going back 5 years.  I also need access to shorter time frames (1 min, 5 min, etc.) Can anyone recommend a good reliable intraday data source?
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>> ------------------------------------
>>>>>
>>>>> **** 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/
>>>>
>>>> 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/
>>>
>>> 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/
>>
>> 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/
>
> 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/
>
> 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/

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/

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:
    amibroker-digest@xxxxxxxxxxxxxxx 
    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/