Hello, Yes it is and it does not affect data, including real-time.
In the future I am going to change timestamp resolution to 64 bits that would support sub-second spacing, but this means re-writing all data plugins. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Homar Simpson" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Wednesday, January 03, 2007 4:10 AM Subject: [amibroker] Re: Settings for Tick data and bar style charts > 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 >> > >> > >> > >> > >> > >> > > > > > 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 > > > > >
