|
PureBytes Links
Trading Reference Links
|
Hello,
Regarding (2) - yes it works with any data source/vendor,
but the point was that it requires manual maintenance if you are using
Yahoo/QT, while it is automatic if you use dedicated plugin that supports mixed mode.
Anyway - if it is "good enough" for you then I am happy too.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "danielwardadams" <danielwardadams@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, August 28, 2007 6:20 PM
Subject: [amibroker] Re: Real Time Source different from Backfill source
> 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.
>
> 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.
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|