David: Thanks for the doc file with instructions. I just got my TOS data stream flowing into Amibroker. Did you find any way to backfill? Or did you just have to collect data each day until you had enough to make indicators useful, etc? Any other tricks? For example, I use 400 tick charts on TOS and want to use them in AB. How do I set up a 400 tick chart. I see the standard 10, 20, 50, 100 tick menu items. Ken
_____ From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of David Sent: Thursday, July 08, 2010 6:19 AM To: chetan Cc: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: Here's how to integrate AmiBroker with thinkorswim via DDE for real-time streaming quotes of options, etc. Yes, live futures data such as /ES is accessible via thinkorswim thinkDesktop's DDE interface. Warm regards, David On Wed, Jul 7, 2010 at 5:31 PM, chetan <chetan.abm...@gmail.com> wrote: Is it possible to download streaming live futures data (say for ES) using this link to TOS; i would love that as that would save me a bit more than 100$ every month that i have to pay to a data vendor. thanks in advance! -gariki On Fri, 28 May 2010 01:55:44 -0700, David <amibroker.ygro...@personalfreedom.com> wrote: Sure thing, Lance. I just posted my message, including the screen shot, at http://finance.groups.yahoo.com/group/amibroker/files/thinkDesktop%20integra tion/. Warm regards, David On Thu, May 27, 2010 at 9:46 AM, smoothtrader6171 <growl...@yahoo.com>wrote: Hi David, I am very interested in this. Would you mind posting the image to the files areas of the group? I was not able to view the attached configuration image from your message. I appreciate it! Thank you, Lance --- In amibroker@yahoogroups.com <amibroker%40yahoogroups.com>, David <amibroker.ygro...@...> wrote: > > As one step along the path to determine whether I can back test option > strategies with AmiBroker even though AmiBroker isn't designed for options > traders, I've integrated AmiBroker with thinkorswim via DDE for real-time > streaming quotes of every instrument you can trade via thinkDesktop, e.g. > options, futures, stocks, ETFs, forex. > > To do the same, just follow the instructions on > http://www.amibroker.com/dde.html and copy this screen after you click the > CONFIGURE button. These entries are case sensitive. > > [image: Capture.PNG] > > Since AmiBroker doesn't use the last two fields anyway, I'm using them for > additional data I want. I used the first field for the Strike of an option > so AmiBroker can find the option I'm looking for more quickly than having to > parse the Ticker field for that info (I'm perhaps incorrectly assuming that > AmiBroker indexes that first field). I used the second field for the > VIX-style Implied Volatility index of the underlying stock, index, future, > etc. You can chose any of the thinkorswim DDE fields below instead of the > two I chose. > > 52HIGH > 52LOW > ASK > ASKX > ASK_SIZE > AX > BACK_VOL > BA_SIZE > BETA > BID > BIDX > BID_SIZE > BX > CALL_VOLUME_INDEX > CLOSE > COVERED_RETURN > CUSTOM1 > CUSTOM2 > CUSTOM3 > CUSTOM4 > CUSTOM5 > CUSTOM6 > CUSTOM7 > CUSTOM8 > CUSTOM9 > DELTA > DESCRIPTION > DIV > DIV_DATE > DIV_FREQ > DT > EPS > EXCHANGE > EXPIRATION > EXTRINSIC > FRONT_VOL > GAMMA > HIGH > HTB_ETB > IMPL_VOL > INTRINSIC > LAST > LASTX > LAST_SIZE > LOW > LX > MARK > MARKET_CAP > MAX_COVERED_RETURN > NET_CHANGE > OPEN > OPEN_INT > OPTION_VOLUME_INDEX > PE > PERCENT_CHANGE > PROB_OF_EXPIRING > PROB_OF_TOUCHING > PUT_CALL_RATIO > PUT_VOLUME_INDEX > RHO > ROC > ROR > SHARES > STRIKE > SYMBOL > THETA > VEGA > VOLUME > VOL_DIFF > VOL_INDEX > YIELD > Warm regards, > David > -- Using Opera's revolutionary e-mail client: http://www.opera.com/mail/
