This was recently discussed on the Amibroker-at list under topic "Disturbing 1-min database comparison".
IB transmits Snapshots of data, i.e. it is streaming data but you receive only two quotes/second, whatever other trades took place will not show on your chart on TWS. This makes good sense as it would probably overload your system to collect live data for 24+ stocks on your TWS/AB. In fact it is nice to work with Snapshots; saves a lot of computer power for other tasks. However, the fluidity of data makes it extremely difficult to match a simululated session with a Backtested session, or with a backtest on backfilled data, or even with data backfilled at different times. We spend a lot of time just figuring out why there are so many difference. The bottom line is that "Historical Data Changes". This is not unique for IB data, I remember using eSignal data and also having problems as they correct (cleanup) data during/after the trading day. best regards, herman --- In [email protected], "seayks" <[EMAIL PROTECTED]> wrote: > > Hi,I'm using amibroker's IB DATA PLUGIN receive IB DATA FEED. > But I found a little problem.I receive realtime data is different from > backfill data.I mean I received realtime data in RTS.After market > close,if I use "backfill current" function to backfill data.The data in > RTS changed. > 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 <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
