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Hello,
One thing is that your settings are probably wrong (you have
to enter 20000 in number of bars
to load in file database settings).
Second thing is that IB limits one second backfill to 2000
seconds
which was discussed to death on IB board:
So you would end up with 20 100-tick bars unless you cumulate
more data over time.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Wednesday, May 17, 2006 12:01
AM
Subject: [amibroker] Re: 100 tick
chart
Tomasz,
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
> > >
>
> > > >
> > >
>
> > > >
> > >
>
> > > >
> > >
>
> > >
> >
> >
> >
> >
> >
> >
> >
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