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[amibroker] Re: Real Time Source different from Backfill source



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Tomasz,
Thanks for your thoughts. I think convenience and features are
subjective things and are a matter of being "good enough" for a
particular person/system. If I'm primarily trading on EOD data and it
just takes me a couple of minutes a day to get things set up to see
real-time updates, this setup may be more than "good enough" for me
(still TBD).

Regarding your other points:

(1) It appears I can get 1 minute resolution into AB for all my (about
170) symbols of interest. (More than "good enough" for me).
(2) My mixed intraday/EOD database appears to be working exactly as
I'd expect but maybe there is still some problem I haven't seen (?).
(3) I don't need 9 months intraday but I have even more than 10 years
EOD via Yahoo (all available data I think).
(4) Granted - no time and sales available but I have them from other
sources (two brokers).

The jury is still out but I was getting tired of paying money to DTN
for IQFeed features that I was never using.

I have never used AB for trading but use it primarily for systems
development, backtesting, and displaying charts anyway I want.

Dan


--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Just FYI: Linking through QT is NOWHERE near convenience, features
> and speed of direct link to IQFeed.
> 
> When linking via QT:
> - you don't have streaming real time (quotes from QT are only
snapshots taken periodically)
> - you don't have mixed intraday / eod data in the same database
> - you don't have 9 months intraday and 10 years EOD
> - you don't have time&sales
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "danielwardadams" <danielwardadams@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, August 28, 2007 4:35 PM
> Subject: [amibroker] Re: Real Time Source different from Backfill source
> 
> 
> > Claude (& Seede),
> > I verified I could do what you suggest with IB. Thanks.
> > 
> > Another option which I'm investigating is to use the $20/month
> > Quotetracker (QT) version of IQFeed (I have a 7 day trial on one
> > computer and my "full" IQFeed on another). According to DTN, there is
> > no difference in the reliability, speed, resolution, or number of
> > symbols in the two IQFeeds. The only differences are: (1) the QT
> > version doesn't work with Amibroker (but wait, there's more!) and (2)
> > the intraday historical data isn't as long.
> > 
> > However if you use the QT version of IQFeed to feed Quotetracker and
> > then use the Amibroker QT plugin, you get the real-time data into AB.
> > 
> > If I use this with my Yahoo EOD database, it works exactly how I (and
> > I think you) want -- the last daily bar updates in intraday real-time.
> > I can even run with Quotetracker minimized and everything updates in
> > AB. The only caveat is that you have to have the symbols of interest
> > in a QT portfolio that is being updated.
> > 
> > I haven't experimented much with intraday charts using this method but
> > I will.
> > 
> > Personally, I've liked Quotetracker for along time and one mode I
> > could see using would be to look at intraday charts with it and look
> > at historical daily charts in AB (with the last bar being updated).
> > 
> > If you're not familiar with Quotetracker and you're worried about
> > cost, you can get it free if you want to live with some advertisements
> > at the top of the window. You can eliminate the ads by paying
$60/year.
> > 
> > Dan
> > 
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "claudecaruana" <claudecaruana@>
> > wrote:
> >>
> >> Daniel,
> >> 
> >> I beleive you can already do this. My current setup is quite similar:
> >> I enable mixed EOD/Intraday mode. 
> >> I use Yahoo EOD quotes updated via AmiQuote (I had to change the 
> >> format in order to have unadjusted close for History), and also for 
> >> ticker name and the fundumental data provided.
> >> 
> >> I then enabled the IB Plugin which currently backfills my db
intraday.
> >> 
> >> Symbol differences can be solved using the symbol mapping
function in 
> >> Amiquote.
> >> 
> >> What is neat about this setup is that even if you trade EOD, you
have 
> >> confirmation of current prices in the daily chart (last bar gets 
> >> updated in realtime) - this I find is important for me, especially 
> >> since I also use Amibroker as my trading platform and hardly ever 
> >> touch TWS.
> >> 
> >> My reason for wanting to replace intraday backfills with IQFeed is 
> >> that IB is not coping with my intraday backfill requests (some data 
> >> pacing violation message), and it's taking me lots of time everyday 
> >> just to get my database in order.
> >> 
> >> MarketDelta, another program which uses IQFeed advertises that there 
> >> is a backfill-only service (for those who want to use IQFeed tick 
> >> backfills together with IB for realtime) from IQFeed costing $25. If 
> >> this works also with Amibroker (I have not confirmed this yet) then 
> >> this would save me around $70 a month (assuming no requirement to 
> >> subscribe to the exchanges from the IQFeed side when using only 
> >> backfill).
> >> 
> >> BR
> >> Claude
> >> 
> >> 
> >> 
> >> 
> >> 
> >> --- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams" 
> >> <danielwardadams@> wrote:
> >> >
> >> > Claude,
> >> > I would be interested in this too. I (once again) am tired of
paying
> >> > IQFeed fees and am looking for alternatives. I like IQFeed but I 
> >> find
> >> > that more and more of my trading is just done on EOD data so it's
> >> > overkill for what I really need. I, too, now also have IB data and 
> >> I'd
> >> > like to somehow use it to see real-time current day data in
> >> > conjunction with a Yahoo EOD database (I used to do this by 
> >> updating a
> >> > QuotesPlus EOD database via the QuoteTracker plugin which was being
> >> > fed real-time from CyberTrader but then CyberTrader made their feed
> >> > unavailable to Quotetracker).
> >> > 
> >> > Losing the Cybertrader feed was what led me to get IQFeed.
> >> > 
> >> > Dan
> >> > 
> >> > 
> >> > --- In amibroker@xxxxxxxxxxxxxxx, "claudecaruana" <claudecaruana@>
> >> > wrote:
> >> > >
> >> > > Hi,
> >> > > 
> >> > > I am looking into the possibility of getting Amibroker to have a 
> >> > > realtime feed from Interactive Brokers and using a backfill from 
> >> IQFeed.
> >> > > 
> >> > > If this works then the subscription to IQFeed would be
cheaper as 
> >> you 
> >> > > would only need backfill function.
> >> > > 
> >> > > In order to do this, I think a dedicated plugin would be
required.
> >> > > Could anybody tell me whether this possiblity could be acheived, 
> >> iether 
> >> > > through standard means, or through the development of a new 
> >> plugin - is 
> >> > > this possible through the API offered?
> >> > > 
> >> > > Many thanks for any feedback,
> >> > > 
> >> > > Claude
> >> > >
> >> >
> >>
> > 
> > 
> > 
> > 
> > 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.

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SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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