Yes, it seems that they added number of trades to historical feed but then streaming data come without this info (and each streaming "IB-tick" may consist of more than one physical trade).
More interesting is that apparently they finaly start sending OPEN price. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: Wes Smith To: [email protected] Sent: Wednesday, December 20, 2006 9:43 PM Subject: Re: [amibroker] Re: Settings for Tick data and bar style charts Thomasz I think they now include the trade/tick count in API 9.0 http://www.interactivebrokers.com/en/software/apiReleaseNotes/api9.php?ib_entity=llc#9_numberTrades ----- Original Message ---- From: Tomasz Janeczko <[EMAIL PROTECTED]> To: [email protected] Sent: Wednesday, December 20, 2006 3:40:09 AM Subject: Re: [amibroker] Re: Settings for Tick data and bar style charts Strictly speaking: 1. Current IB plugin HAS so called "Tick" mode and these represents IB "ticks" i.e. 0.2 sec snapshots (not 5 second). 2. There is no way to convert 0.2 sec snapshot to true tick - there is simply NO INFORMATION about individual trades in IB feed and there is no way to compare to eSignal or other tick-by-tick feeds. For example 210 tick chart from IB data is simply fake. Traders thinking otherwise I fooling themselves. Discussed to death on IB own boards: http://www.interact ivebrokers. com/cgi-bin/ discus/board- auth.pl?file= /2/37364. html Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "scourt2000" <[EMAIL PROTECTED] net> To: <[EMAIL PROTECTED] ps.com> Sent: Wednesday, December 20, 2006 1:02 AM Subject: [amibroker] Re: Settings for Tick data and bar style charts > > Don, > > It's because IB does not have tick data. They have 5 second snapshot > data at the finest granularity. If you want tick data, you have to use > a true tick-by-tick data source like eSignal. > > I know, I know. There's other charting packages out there that try > their best to take the concept of a tick and apply it to IB's data > snapshot methodology but that is not what Tomasz's IB plugin will do for > you. > > I know many traders who use these other packages, and use information > from other traders who have tick-by-tick data feeds (like eSignal or > TradeStation) and they find some kind of near-equivalent mapping to the > IB snapshot data. That modus operandi isn't gonna happen in Amibroker > for you unless you find a very clever fellow to write an IB plugin for > you that fakes Amibroker out into thinking that it's receiving real > ticks from snapshot data. > > > > --- In [EMAIL PROTECTED] ps.com, "Don Hallman" <bmwhendrix@ ...> wrote: >> >> I have been trying to set up to use tick data on 42 or 210 tick charts >> but the data does not feed in or chart correctly. I use IB for data. >> I set my database to tick, but when I try to backfill, no data comes >> in and the backfill length is set to minimum and will not change? >> >> My second problem is that charts keep defaulting back to candlestick. >> Seem no matter how I close out or save the charts this happens. >> >> Both problems are probably simple operator error, but I need some >> guidance. >> >> Thanks, >> Don >> > > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroke r.com/devlog/ > > For other support material please check also: > http://www.amibroke r.com/support. html > > Yahoo! Groups Links > > > > >
