Great - thanks for the information - that really helps. I will let the
data build over a few days, that should resolve what I am trying to do
with the charts - again, thanks for the feedback.
George
--- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote:
>
> 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:
>
http://www.interactivebrokers.com/discus/messages/2/33478.html?1143264444
>
> 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 -----
> From: gnader_2000
> To: [email protected]
> 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" <amibroker@>
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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