Hi, I use IQfeed for data. For backfill it offers 1 minute or tick-by- tick data. Yet I don't really need a tick database. I use 5 second and 1 minute charts anyway. With tick database I must load 1,000,000 bars to display two or three weeks of history. So now I have two databases: Tick database for trading and 1 minute database for wider context. I was thinking of maintaining just one database, that is a 5 second one. With 1,000,000 bars to load it should mean over a half year of history. The problem is that with tick-by-tick datafeed I apparently cannot use 5 second base time interval, because AmiBroker interprets the backfilled data incorrectly then. It swaps open and close of the 5 second bars. And since all other displayed intervals are calculated from the base time interval, they are corrupted too. I am not quite sure if this is a general compatibility problem (5 sec base with tick data) or just AmiBroker + IQfeed compatibility problem. So...
1. Is anybody maintaining a 5 sec database with tick-by-tick datafeed (and backfill)? Do you experience the same problem? How do you do it, then? 2. Is there a way to convert a tick database into a 5 second database? And I don't mean just compression for displaying data, but true compression of the database itself. (For archivation purposes.) 3. Is there a way how to swap open and close for each bar in the database? Or more preferably, for each bar after a certain date and time? (If nr.2 is not possible, this could be an option for archivation purposes, too.) (And please bear in mind that I am not a programmer. I've learnt AFL quite well, but that's it.) Regards, Ondrej
