thanks for the response. I basically understand what you are pointing
out, and I also know that AB does display the 100 tick chart that I am
working with, my question is this - why is the 100 tick chart only
dispalying 3 or 4 bars for the entire day. That was my real question,
and thus far I am unable to resolve it.
I have my database set to Ticks (under the file menu), I have the
interval set to 100 ticks for the chart, and I have the preferences
set to load 500 bars on starting the chart up. I left all the cache
settings at their defaults and set the market time for 24 hours.
Its not that I am looking for tick by tick data, I am simply looking
for a chart to complete properly. I am using the default price chart.
thanks for the response its appreciated.
George
--- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote:
>
> Restating some facts:
>
> 1. The finest historical data resolution is 1 second:
>
http://www.interactivebrokers.com/en/software/apiReleaseNotes/api_84.php?ib_entity=uk#84_intraday
>
> 2. IB streaming data are NOT TICKS as well, they are 0.20 sec
(stocks) 0.30 sec (futures) consolidated snapshot updates
> http://www.interactivebrokers.com/discus/messages/2/26693.html
>
> 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 -----
> From: gnader_2000
> To: [email protected]
> 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" <nick.ali@> 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
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
> >
> >
> >
> >
> >
> >
> > ------------------------ Yahoo! Groups Sponsor
> --------------------~--> You
> > can search right from your browser? It's easy and it's free.
See how.
> > http://us.click.yahoo.com/_7bhrC/NGxNAA/yQLSAA/GHeqlB/TM
> >
--------------------------------------------------------------------~->
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
> > --
> > No virus found in this incoming message.
> > Checked by AVG Free Edition.
> > Version: 7.1.392 / Virus Database: 268.5.6/340 - Release Date:
> 15/05/2006
> >
>
>
>
>
>
>
>
> 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
>
> a.. Visit your group "amibroker" on the web.
>
> b.. To unsubscribe from this group, send an email to:
> [EMAIL PROTECTED]
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
>
>
>
------------------------------------------------------------------------------
>
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
- Visit your group "amibroker" on the web.
- To unsubscribe from this group, send an email to:
[EMAIL PROTECTED]
- Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
