Hello, TICK data are not timestamped with millisecond accurracy as you seem to think. In tick mode you have MULTIPLE trades/ticks with SAME time stamp.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "loveyourenemynow" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Tuesday, January 02, 2007 8:12 PM Subject: [amibroker] Re: Settings for Tick data and bar style charts >I am trying to get the 0.2 sec IB pseudo tick data , but it still > shows as 5 sec bar even if I choose tick in the view menu. > > Is there any other extra setting or a new plugin has been released? > > Thk > > Ly > > I set basetime interval to tick in database setting > --- In [email protected], Wes Smith <[EMAIL PROTECTED]> wrote: >> >> 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 >> >> > >> >> > >> >> > >> >> > >> >> > >> >> >> >> >> >> >> >> >> >> >> >> >> <!-- >> >> #ygrp-mlmsg > {font-size:13px;font-family:arial,helvetica,clean,sans-serif;} >> #ygrp-mlmsg table {font-size:inherit;font:100%;} >> #ygrp-mlmsg select, input, textarea {font:99% > arial,helvetica,clean,sans-serif;} >> #ygrp-mlmsg pre, code {font:115% monospace;} >> #ygrp-mlmsg * {line-height:1.22em;} >> #ygrp-text{ >> font-family:Georgia; >> } >> #ygrp-text p{ >> margin:0 0 1em 0; >> } >> #ygrp-tpmsgs{ >> font-family:Arial; >> clear:both; >> } >> #ygrp-vitnav{ >> padding-top:10px; >> font-family:Verdana; >> font-size:77%; >> margin:0; >> } >> #ygrp-vitnav a{ >> padding:0 1px; >> } >> #ygrp-actbar{ >> clear:both; >> margin:25px 0; >> white-space:nowrap; >> color:#666; >> text-align:right; >> } >> #ygrp-actbar .left{ >> float:left; >> white-space:nowrap; >> } >> .bld{font-weight:bold;} >> #ygrp-grft{ >> font-family:Verdana; >> font-size:77%; >> padding:15px 0; >> } >> #ygrp-ft{ >> font-family:verdana; >> font-size:77%; >> border-top:1px solid #666; >> padding:5px 0; >> } >> #ygrp-mlmsg #logo{ >> padding-bottom:10px; >> } >> >> #ygrp-vital{ >> background-color:#e0ecee; >> margin-bottom:20px; >> padding:2px 0 8px 8px; >> } >> #ygrp-vital #vithd{ >> font-size:77%; >> font-family:Verdana; >> font-weight:bold; >> color:#333; >> text-transform:uppercase; >> } >> #ygrp-vital ul{ >> padding:0; >> margin:2px 0; >> } >> #ygrp-vital ul li{ >> list-style-type:none; >> clear:both; >> border:1px solid #e0ecee; >> } >> #ygrp-vital ul li .ct{ >> font-weight:bold; >> color:#ff7900; >> float:right; >> width:2em; >> text-align:right; >> padding-right:.5em; >> } >> #ygrp-vital ul li .cat{ >> font-weight:bold; >> } >> #ygrp-vital a { >> text-decoration:none; >> } >> >> #ygrp-vital a:hover{ >> text-decoration:underline; >> } >> >> #ygrp-sponsor #hd{ >> color:#999; >> font-size:77%; >> } >> #ygrp-sponsor #ov{ >> padding:6px 13px; >> background-color:#e0ecee; >> margin-bottom:20px; >> } >> #ygrp-sponsor #ov ul{ >> padding:0 0 0 8px; >> margin:0; >> } >> #ygrp-sponsor #ov li{ >> list-style-type:square; >> padding:6px 0; >> font-size:77%; >> } >> #ygrp-sponsor #ov li a{ >> text-decoration:none; >> font-size:130%; >> } >> #ygrp-sponsor #nc { >> background-color:#eee; >> margin-bottom:20px; >> padding:0 8px; >> } >> #ygrp-sponsor .ad{ >> padding:8px 0; >> } >> #ygrp-sponsor .ad #hd1{ >> font-family:Arial; >> font-weight:bold; >> color:#628c2a; >> font-size:100%; >> line-height:122%; >> } >> #ygrp-sponsor .ad a{ >> text-decoration:none; >> } >> #ygrp-sponsor .ad a:hover{ >> text-decoration:underline; >> } >> #ygrp-sponsor .ad p{ >> margin:0; >> } >> o {font-size:0;} >> .MsoNormal { >> margin:0 0 0 0; >> } >> #ygrp-text tt{ >> font-size:120%; >> } >> blockquote{margin:0 0 0 4px;} >> .replbq {margin:4;} >> --> >> > > > > > 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.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > >
