Hello, http://www.amibroker.com/ib.html IB TWS streaming data are ****NOT***** tick-by-tick, but rather 0.2-0.3 second snapshots, read this for details: http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/37364.html
You would need to use eSignal OR IQFeed which are tick-by-tick to do any comparisons vs TS. Answering your question from another thread that you created. IB STREAMING is in 0.3 intervals (not tick-by-tick) Backfill is even worse - limited to 1second bars. Please DO read this: http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/37364.html And no, Metaserver as any other software is not able to produce ticks from IB, because the data are NOT there. Browse IB discussion boards - it is ENDLESSLY discussed there. Miracles (such as creating money from thin air) can only be done by Fed. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Carl Vanhaes" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, September 19, 2008 5:28 PM Subject: [amibroker] Different tick count between AB and TS: which one is correct? > Hello, > > I switched to AB few days ago for several reasons, but mostly due to > the slowness of my old tradestation 2000. > I am happy I did and can only see benefits using AB (5.10). > So now, during the passage time between TS towards AB (you know...re- > writing all studies in AFL, it takes some time...) I am running both > applications, both using IB as my intraday quotes stream: AB with the > integrated plugin and TS with 2 heavy interfaces: metaserver => > globalserver => TS. > But...but...I made a surprising discovery: charting in both apps the > same symbol (EWZ) with the same time interval (100 ticks) gives > totally different charting; from 2 given points on time I have 10 > bars in AB and 15 bars in TS. Please see my file "100ticks.pdf" > posted in the file section. > How comes? This is a bit frightening because now I wonder which > application is right and which is not??? > Anyone has had this experience before?? As a matter of fact, AB > generates less bars than TS for the same dataflow. > Perhaps Tomasz could explain this mystery? > > Thanks for any help, > Carl > > > ------------------------------------ > > 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 > > >
