I was going to ask about something related to this tick timing. I ASCII imported CME data that is timestamped to the second. AB converted everything to 5 second apart timestamps. AB seems to have captured all the data, but would not support 1 second intervals.
I assume this is by design, but would this not effect all data, including realtime? --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > 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 <wes_zoltran@> 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 <groups@> > >> 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 > > > > > > > > > > >
