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You
can write the system using only numbers which is very fast (no plots and no
array processing). The IB API supports up to 50 msgs per second, but I am not
sure how this effects polling prices. You may want to read up on the IB site.
This could limit your price retrievals. You would use
GetRtDataForeign() in which you can specify the ticker, it works very
nice.
If you
trade patterns you can stagger your inquiries at one second intervals, imho
minute barriers are arbitrary and mean nothing. This has been touched
upon on the Amibroker-at list. Actually your post would get more
responses there because you obviously need to use AT to take advantage
of the price changes you are looking for.
best
regards,
herman
Sorry, I don't know of any alternative. Does not
mean there are none, just I have not persued it any further
----- Original Message -----
Sent: Thursday, December 01, 2005 11:34
AM
Subject: Re: [amibroker] RT Data - only
last bar needed
Ara,
Thanks for your reply.
Will it really be hard to achieve? Even if one has no need of any
backfill/history - loading only 1 bar (last price)?
Are there any alternatives to consider (Qcharts/other sources)?
Short.
On 12/1/05, Ara
Kaloustian <ara1@xxxxxxxxxx>
wrote:
I have tried something similar with eSignal.
500 stocks is a lot to update in a minute or 2.
----- Original Message -----
Sent: Thursday, December 01, 2005
4:31 AM
Subject: [amibroker] RT Data - only
last bar needed
Hi guys,
In order to trade a system, I need to intraday scan some 500
stocks for their LAST PRICE, say once in a minute.
I don't need to see any charts or load large amounts of intraday
data - I only need to know all stocks' LAST PRICE once in a minute or
two.
Given these requirements, will it be sufficient to use the IB
datafeed, or must I use eSignal basic for such a task?
I know IB can support quote retreival of up to 100 concurrent
symbols at a time. Can these symbols be changed *PROGRAMATICALLY* from
AB, say every 15 seconds?
Thanks for your time,
Short.
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