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Restating some facts:
1. The finest historical data resolution is 1
second:
2. IB streaming data are NOT TICKS as well, they are 0.20 sec
(stocks) 0.30 sec (futures) consolidated snapshot updates
Given above no 3rd party software can give you "proper" TICK
charts out of IB feed which is NOT TICK-by-tick feed.
This is simple GIGO rule.
Best
regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Tuesday, May 16, 2006 9:16 PM
Subject: [amibroker] Re: 100 tick
chart
Nick,
Thanks for the response. I have avoided the volume
bar concept for
that very reason. Get some really funky candels at
times.
IB pushes out data every 3/10th of a second, however it seems
that the
best resolution I can get is in fact 1 min. Again this seems
odd
consider I have other charting programs that use the same data
feed
and are able to use feed 'properly' (whatever that is). The sad
part
is that the other programs just do not have the power of AB, and
that
is why I am trying to get these charts to work properly.
Again
thanks for the input.
George
--- In
[email protected], "Nick Ali" <[EMAIL PROTECTED]>
wrote:
>
> Historical data from IB is 1 sec minimum. For 'live'
data it still
> 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 <kavemanperth@>
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
<zepplin@> 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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