I can't speak about Metaserver because I did not write it and I don't know what it is internally doing. All I know is that AB 100 tick chart represents 100 data points per bar. Whenever data point is actually a single TRADE or not depends on data source. If data source is tick-by-tick, then data point represents trade. If data source is not tick-by-tick (like IB) then data point represents what data source delivers as single streaming update. In case of IB it is tickVol. IB feed does not send price and volume updates together. It sends them SEPARATE. It can also send duplicate updates (when price and volume changes, then IB sends duplicate tick) or skip some (when for example price was at some level went up and returned to exactly the same level within 0.2 seconds). AB accounts for duplicates and skips (by detecting total volume change). I don't know what Metaserver is doing, but since IB does not provide any docs on their duplicate/skip methodology, it is up to developer to 'guess' and Metaserver people could interpret undocumented things differently.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: Carl Vanhaesendonck To: [email protected] Sent: Saturday, September 20, 2008 11:25 AM Subject: [amibroker] Re: Different tick count between AB and TS: which one is correct? Yes, I totally agree that nor Metaserver or IB plugin in Amibroker can't create tick that do not exist but then I still have difficulty to understand why the number of 100_tick bars created by 2 applications (IB plugin on AB, and Metaserver) on the same source (IB) is different. It should be the same, right? Anyway, this is good to know and I just need to adapt my systems and signals and keep that in mind. Thanks, Carl
