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Hello,
One correction as I just checked the code for IQFeed plugin:
IQFeed _does_ send 15-minute historical data too and in fact when you
select
"base time interval" to 15 minute it will request 15-minute data
directly from IQFeed servers,
so the plugin will NOT compress it on its own.
The data that you will receive from IQFeed will appear in your
Quotations Editor as they came
from IQFeed.
With regards to composites: when running composites on intraday data, it
is important to use pad&align option in AA and use popular index (such
as S&P) as a reference symbol to ensure that there are no data holes
because of light trading.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-01-21 11:17, Tomasz Janeczko wrote:
> Hello,
>
> You should configure your database exactly as shown in the video:
> http://www.amibroker.com/video/IQFeed.html
>
> As shown in the video "Base time interval" should be set to 1 (ONE) minute.
> 15-minute data are not available directly from DTN (only tick, 1-minute
> and daily).
>
> Then to use 15-minute data use View->Intraday->15 minute menu.
>
> If you set base time interval to 15-minutes, the plugin will take 1-minute
> data it receives from DTN and compress it. If resulting datetime stamp
> is 10:32
> it means it was the very first 1-minute bar that DTN returned in given
> 15-minute period.
> But as long as it is done inside plugin you don't see it (because you
> don't see received 1-minute data).
>
> Therefore you NEED TO use base time interval of ONE MINUTE. Then you
> will see in quotation
> editor underlying 1-minute data and everything will be clear. Also you
> will be able to force timestamps to
> be on boundary (even if there is no data) using
> Tools->Preferences->Intraday "Show start time of interval"
> setting.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-01-21 03:14, dwrowley_2000 wrote:
>
>> I have a system that has been running perfectly for the last few months, but then yesterday it started showing a strange problem. I use a 15-minute database, and part of my system uses a composite indicator that is run against a list of stocks.
>>
>> Just yesterday, I started seeing timestamps on quotes within Amibroker that weren't on 15-minute boundaries (ie. 10:32AM, etc.) I can believe that certain stocks don't trade until a couple of minutes into the bar, but I thought AB was supposed to always align the data so that it would show as a bar time of 10:30AM.
>>
>> Also, when I run the composite, it seems like each bar of the resulting composite is stamped with the latest time within that bar of the data on which it is run (that is, if 10 stocks show an opening value at 10:30, 5 at 10:31 and 3 at 10:32, then the composite indicator will show a timestamp for that bar of 10:32 (the latest time)).
>>
>> Any ideas why this is happening, and why it just started in the last day or so?
>>
>> I'm using AB 5.26, but this new bad behavior is the same now on 5.20, 5.29, etc.
>>
>> I've tried 4.6.1.0 as well as an old 4.4.0.3 client - no change
>>
>> Here are a couple of images to explain:
>>
>> Shows problem composite indicator -- time of bar shows as 10:33
>> http://img.skitch.com/20100121-1q2sefe3634jh8g3rbq17uqdcs.jpg
>>
>> And a dump of one day's data for the composite indicator:
>> http://img.skitch.com/20100121-drb1rbajcaxnrparxhd77hrmt4.jpg
>>
>> Any ideas? Pointers, suggestions, much appreciated.
>>
>> Regards,
>> David
>>
>>
>>
>> ------------------------------------
>>
>> **** 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)
>>
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>>
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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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