aggregates ticks but the resolution seems higher than 1 second to me? Maybe
5 ticks a second or so? Its pretty constant anyway.
You might try constant volume charts - find the average volume per 100 ticks
and use that as your bar interval. Actually these are smoother than tick
charts though large orders on small value charts can leave bar with the same
OHLC now and then.
Cheers,
Nick.
-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf
Of gnader_2000
Sent: 16 May 2006 00:38
To: [email protected]
Subject: [amibroker] Re: 100 tick chart
thanks for the response.
It's odd that we would have an option to download IB data in ticks, but only
have 1 second snapshots avalibale? Also the AFL code allows us to designate
being able to access tick data.
Maybe I'm missing somthing, but it seems to me that if we can set the
database to ticks then we should be getting tick data as it streames
through. After all IB feed my front end order managment system in ticks for
me to be able to trade my account.
Anyway the fact is I cannot get my tick charts as I had hoped, thanks for
the note.
George
--- In [email protected], Graham <[EMAIL PROTECTED]> wrote:
>
> I understand IB feed is 1 second snapshot time, not tick feed
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service Yes, I write AFL code to
> your requirements http://e-wire.net.au/~eb_kavan/ab_write.htm
>
>
>
> On 5/16/06, gnader_2000 <[EMAIL PROTECTED]> wrote:
> > anyone know why my AB just will not plot a 100 tick bar chart. My
> > feed is Interactive Brokers, I have the database set to ticks, and I
> > have several tick charts set up for this database. None of them will
> > plot properly. For example the 100 tick bar chart will plot perhapse
> > 5 bars for the day!
> >
> > I am specifically only downloading the Russell futures contracts.
> > That is the only thing I have. I can see that the Interactive
> > Brokers plug in says its set to download 5 days worth of data, but I
> > am seeing nothing close to that amount of data.
> >
> > Any ideas on what I may be missing would be appreciated.
> >
> > Thanks,
> >
> > George
> >
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
>
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