Liam wrote:
But, a history download using IBLoader now looks nothing like a live
data file. There's about ten times as much data in a download
compared to live data.
This is because live data are only snapshots. You do not receive
every trade in your live data.
I don't see a way to throttle the history
download or to change the live data input to GlobalServer to match.
Because of how IB does this (transmit snapshots in it's live data feed)
you will never be able to match the live data and the historical download.
The live data includes only price changed ticks. The history
downloaded data includes unchanged price ticks. Hence the large
difference in character. IBLoader renders my indicators for realtime
useless after fixing a data hole.
So your indicators work on data that is not correct (because it is
incomplete data) and apperantly do not work on correct data.
So, with the idea of using Paulo's history downloader (jTWSdump)and
GlobalServer's ASCII import tool, I'm seeking help with importing
ASCII intraday 1-sec data. So far, just in all but two tries an
error has occurred. And in the those two cases where there was no
import error, I could not find the supposedly imported data.
Thoughts?
Yes, the history importer from www.traderssoft.com :-) HistoryCentre
or use a datafeed that will transmit all ticks (wich however will make
your indicators fail to work in real time also probably)
Greetings,
Henri Amand
Tremendous Group BV - The Netherlands
Licenced Bloomberg 3rd party software developer
www.bbadapter.com
|