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[amibroker] Re: IB transferring time stamp for its realtime data now ?


  • Date: Mon, 18 Jan 2010 22:22:06 -0000
  • From: "treatmentinprogress" <brian5545@xxxxxxxxxx>
  • Subject: [amibroker] Re: IB transferring time stamp for its realtime data now ?

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--- In amibroker@xxxxxxxxxxxxxxx, "itmwh" <toxutao@xxx> wrote:
>
> As IB did not transferring time stamp for its data previously, I have 
> been set up in Amibroker preferrence-intraday settings to make the 
> start time of the interval as the time stamp of the compressed data.
> Therefor , for HSI market I am trading, ( trading session 094500-
> 161500) On  1-minute chart, the time stamp of the first bar should be 
> 094500
> 
> But from TWS Ver.8.73, it seems that IB began to transferring time 
> stamp for the data, when I tried to backfill the 1-minute data, the 
> first bar is 094600 sometimes, and other times, the first bar would 
> still be 094500, but there would be 6 bars ( instead of 5 bars ) for 
> the first five minutes.  This had some effect on my trading, as some 
> signals vanished and some were created while they should not have been.
> 
> 
> Have someone else noticed this ? It can happen on other symbols, not 
> necessarily HSI .
>




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