Hi Don, did you fix the problem with AB closing at th end of 1 year back fill? I keep experiencing, and I followed Thomasz suggestions 1,2. I use 500000 bars in 1 minute resolution, and I backfill currencies, which should correspond to 5 *24* 60 *60 which is about 450000. IS it too close to the 500000. Using 2 minutes or higher bars coul solve the problem?
Regards Ly --- In [email protected], "Don" <[EMAIL PROTECTED]> wrote: > > Tomasz and Ly, > > I have the BACKFILL setting "Regular Trading Hours only" checked in > the "Configure Interactive Brokers plugin" window and my charts are > set to display RTH. > > When I talk about the data that gets backfilled from IB, I always > refer to what I see in the Quote Editor, and not to what I see in the > chart window. > > With my settings above, as I described previously, the first 100-110 > days of the downloaded data only cover hours from 9:30 to 15:59, as I > would expect. So the RTH filtering - wherever it happens - works on > the DATABASE level, and works correctly. Now, as the 1-year backfill > continues past the first 100-110 days, the remaining data covers > hours from 9:30 to 16:59 (1 and only 1 hour longer then RTH). Thus > the RTH filtering seems to be still happening, however, 1 additional > hour of data (from 16:00 to 16:59) gets "leaked in". > > Since the cut-off date happened to be in my case in early December > 2007, this has nothing to do with Daylight Saving Time change. > > I think that RTH data filtering at the database level would be good > to have as it would speed up the backfill and AB execution as well as > save disk space and RAM. In the same vein, the ability to quickly > remove any data outside of RTH from within the Quote Editor would be > a big help. > > HTH, > Don > > --- In [email protected], "Tomasz Janeczko" <groups@> > wrote: > > > > Hello, > > > > RTH filtering is applied ON-THE-FLY on AmiBroker side depening > > on current View->Intraday selection > > As filtering can be changed in a fraction of second, the underlying > > database MUST keep ALL data. > > So all real-time plugins ALWAYS download ALL data > > (including night sessions) and filtering is applied for display > only. > > > > Best regards, > > Tomasz Janeczko > > amibroker.com > > ----- Original Message ----- > > From: "loveyourenemynow" <loveyourenemynow@> > > To: <[email protected]> > > Sent: Tuesday, May 27, 2008 5:14 AM > > Subject: [amibroker] Re: Possible new IB data plugin problem > > > > > > > Could it be rth problem is due to change of time ( energy saving) > in > > > US or other countries? > > > > > > Ly > > > --- In [email protected], "dturtle887" <dturtle887@> > wrote: > > >> > > >> Hi Tomasz, > > >> > > >> I initiated this thread because I encountered a > > >> sudden "disappearance" of AB at the end of a 1-year backfill of > a > > >> single security (with 1-minute interval). The problem is > > >> reproducible (IB.DLL 1.7.0, AB 5.00.1, TWS 882.2, Win XP SP2). > Since > > >> the backfill happens in chunks of 5 (and later 4) days, almost > all > > >> the data and be captured and saved manually (before AB quits). > So > > >> getting the data is not the problem here. The problem is that > AB > > >> quits at the end of 1-year backfills. > > >> > > >> There is another thing with 1-year backfills I noticed. I need > RTH > > >> only (9:30am - 3:59pm) and have the appropriate setting set in > the > > >> database settings. However, after the first 100-110 days or so > the > > >> remaining data (140+ days) is from 9:30am to 4:59pm taking > > >> unnecessary space and resources for the extra hour. > > >> > > >> Thanks and regards, > > >> Don > > >> > > >> --- In [email protected], "Tomasz Janeczko" <groups@> > > >> wrote: > > >> > > > >> > And it doesn't have to be repeated. > > >> > > > >> > 1. Go to File->Database Settings and make sure that you > > >> select "number of bars" large enough. > > >> > For 1 year it requires 260days * 8hours * 60 minutes per hour > = > > >> 125000 bars for STOCKS > > >> > and 3 times more (375000) for futures (since 24 hours trading). > > >> > > > >> > 2. Go to File->Database Settings->Intraday settings and > > >> UNCHECK "Request data on save". > > >> > > > >> > > > >> > Best regards, > > >> > Tomasz Janeczko > > >> > amibroker.com > > >> > ----- Original Message ----- > > >> > From: "dturtle887" <dturtle887@> > > >> > To: <[email protected]> > > >> > Sent: Tuesday, May 20, 2008 2:50 PM > > >> > Subject: [amibroker] Re: Possible new IB data plugin problem > > >> > > > >> > > > >> > >I do NOT do EOD. I think that having 1 year of intraday data > is > > >> not > > >> > > too much for backtesting intraday systems. Once downloaded, > it > > >> does > > >> > > not have to be repeated for the same symbol. > > >> > > > > >> > > --- In [email protected], "reinsley" <reinsley@> > wrote: > > >> > >> > > >> > >> Hello, > > >> > >> > > >> > >> TJ wrote these lines few days ago about 1.7.0 IB plugin... > > >> > >> > > >> > >> >> It does NOT take end-of-day data at all, it always gets > > >> intraday. > > >> > >> >> The plugin is NOT designed to be used in End-of-day mode. > > >> > >> >> It always downloads 1-minute quotes or 1-second quotes > > >> depending > > >> > >> > on base time interval. > > >> > >> >> This is strictly real-time data plugin for intraday > intervals. > > >> > >> >> > > >> > >> >> Using it for EOD is overkill, because there are zillions > of > > >> > >> > times faster sources > > >> > >> >> that can download all US exchange quotes (AmiQuote, QP2, > etc) > > >> > >> >> > > >> > >> >> Best regards, > > >> > >> >> Tomasz Janeczko > > >> > >> > > >> > >> Regards > > >> > >> > > >> > >> --- In [email protected], "dturtle887" > <dturtle887@> > > >> wrote: > > >> > >> > > > >> > >> > Hi, > > >> > >> > Has anyone experienced problems with the new IB plugin > 1.7.0? > > >> I > > >> > > ran a > > >> > >> > long 1 year backfill for one symbol and at the very end > AB > > >> quit - > > >> > > all > > >> > >> > new data lost. I repeated this twice with the same > result. I > > >> > > run the > > >> > >> > latest official version of AB 5.00.1 and never had any > > >> problems > > >> > > with > > >> > >> > the previous IB plugin version 1.6.8. > > >> > >> > > > >> > >> > Any feedback appreciated. > > >> > >> > 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.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 > > > > > > > > > > > >
