You're welcome, Ken. Glad to hear the instructions worked for you. I don't believe there's currently a way to backfill from thinkorswim. I'm pushing thinkorswim for backfilling and trading integration with AmiBroker. As you are probably aware, TOS does have historical data back to 12/27/02, as witnessed in thinkback. I'd be happy to have more TOS customers pushing the same requirements!
I'm more of an end of day trader, so don't use tick data. Sounds like your 400 tick AmiBroker chart question would be a good one to post separately to the AmiBroker list since it doesn't appear to be related to just thinkorswim users. Warm regards, David On Thu, Jul 8, 2010 at 10:19 AM, Ken Close <[email protected]> wrote: > > > David: > > Thanks for the doc file with instructions. I just got my TOS data stream > flowing into Amibroker. > > Did you find any way to backfill? Or did you just have to collect data > each day until you had enough to make indicators useful, etc? > > Any other tricks? For example, I use 400 tick charts on TOS and want to > use them in AB. How do I set up a 400 tick chart. I see the standard 10, > 20, 50, 100 tick menu items. > > Ken > > ------------------------------ > *From:* [email protected] [mailto:[email protected]] *On > Behalf Of *David > *Sent:* Thursday, July 08, 2010 6:19 AM > *To:* chetan > *Cc:* [email protected] > *Subject:* Re: [amibroker] Re: Here's how to integrate AmiBroker with > thinkorswim via DDE for real-time streaming quotes of options, etc. > > Yes, live futures data such as /ES is accessible via thinkorswim > thinkDesktop's DDE interface. > > Warm regards, > David > > > On Wed, Jul 7, 2010 at 5:31 PM, chetan <[email protected]> wrote: > >> Is it possible to download streaming live futures data (say for ES) using >> this link to TOS; i would love that as that would save me a bit more than >> 100$ every month that i have to pay to a data vendor. >> >> thanks in advance! >> >> -gariki >> >> >> >> On Fri, 28 May 2010 01:55:44 -0700, David < >> [email protected]> wrote: >> >> Sure thing, Lance. I just posted my message, including the screen shot, >>> at >>> >>> http://finance.groups.yahoo.com/group/amibroker/files/thinkDesktop%20integration/ >>> . >>> >>> Warm regards, >>> David >>> >>> >>> On Thu, May 27, 2010 at 9:46 AM, smoothtrader6171 <[email protected] >>> >wrote: >>> >>> >>>> >>>> Hi David, >>>> >>>> I am very interested in this. Would you mind posting the image to the >>>> files >>>> areas of the group? I was not able to view the attached configuration >>>> image >>>> from your message. I appreciate it! >>>> >>>> Thank you, >>>> Lance >>>> >>>> >>>> --- In [email protected] <amibroker%40yahoogroups.com>, David >>>> >>>> <amibroker.ygro...@...> wrote: >>>> > >>>> > As one step along the path to determine whether I can back test option >>>> > strategies with AmiBroker even though AmiBroker isn't designed for >>>> options >>>> > traders, I've integrated AmiBroker with thinkorswim via DDE for >>>> real-time >>>> > streaming quotes of every instrument you can trade via thinkDesktop, >>>> e.g. >>>> > options, futures, stocks, ETFs, forex. >>>> > >>>> > To do the same, just follow the instructions on >>>> > http://www.amibroker.com/dde.html and copy this screen after you >>>> click >>>> the >>>> > CONFIGURE button. These entries are case sensitive. >>>> > >>>> > [image: Capture.PNG] >>>> > >>>> > Since AmiBroker doesn't use the last two fields anyway, I'm using them >>>> for >>>> > additional data I want. I used the first field for the Strike of an >>>> option >>>> > so AmiBroker can find the option I'm looking for more quickly than >>>> having >>>> to >>>> > parse the Ticker field for that info (I'm perhaps incorrectly assuming >>>> that >>>> > AmiBroker indexes that first field). I used the second field for the >>>> > VIX-style Implied Volatility index of the underlying stock, index, >>>> future, >>>> > etc. You can chose any of the thinkorswim DDE fields below instead of >>>> the >>>> > two I chose. >>>> > >>>> > 52HIGH >>>> > 52LOW >>>> > ASK >>>> > ASKX >>>> > ASK_SIZE >>>> > AX >>>> > BACK_VOL >>>> > BA_SIZE >>>> > BETA >>>> > BID >>>> > BIDX >>>> > BID_SIZE >>>> > BX >>>> > CALL_VOLUME_INDEX >>>> > CLOSE >>>> > COVERED_RETURN >>>> > CUSTOM1 >>>> > CUSTOM2 >>>> > CUSTOM3 >>>> > CUSTOM4 >>>> > CUSTOM5 >>>> > CUSTOM6 >>>> > CUSTOM7 >>>> > CUSTOM8 >>>> > CUSTOM9 >>>> > DELTA >>>> > DESCRIPTION >>>> > DIV >>>> > DIV_DATE >>>> > DIV_FREQ >>>> > DT >>>> > EPS >>>> > EXCHANGE >>>> > EXPIRATION >>>> > EXTRINSIC >>>> > FRONT_VOL >>>> > GAMMA >>>> > HIGH >>>> > HTB_ETB >>>> > IMPL_VOL >>>> > INTRINSIC >>>> > LAST >>>> > LASTX >>>> > LAST_SIZE >>>> > LOW >>>> > LX >>>> > MARK >>>> > MARKET_CAP >>>> > MAX_COVERED_RETURN >>>> > NET_CHANGE >>>> > OPEN >>>> > OPEN_INT >>>> > OPTION_VOLUME_INDEX >>>> > PE >>>> > PERCENT_CHANGE >>>> > PROB_OF_EXPIRING >>>> > PROB_OF_TOUCHING >>>> > PUT_CALL_RATIO >>>> > PUT_VOLUME_INDEX >>>> > RHO >>>> > ROC >>>> > ROR >>>> > SHARES >>>> > STRIKE >>>> > SYMBOL >>>> > THETA >>>> > VEGA >>>> > VOLUME >>>> > VOL_DIFF >>>> > VOL_INDEX >>>> > YIELD >>>> > Warm regards, >>>> > David >>>> > >>>> >>>> >>>> >>>> >> >> -- >> Using Opera's revolutionary e-mail client: http://www.opera.com/mail/ >> > > >
