Tomasz, Sorry for my confusion and I am glad Amibroker can import and store tick-by-tick data.
I have eSignal and have been trying to find a program that can import tick-by-tick ASCII data and then run backtesting with any-tick interval timeframe (not limited by just a list of pre-set tick intervals by the program). Not many programs can do all of the following: 1. import and store tick-by-tick historical ASCII data 2. dispay and chart any tick interval timeframe (not just a pre-set list) 3. backtest with any tick interval timeframe. Look like Amibroker can do all of these. If yes, then it is a very impressive program and you should promptly advertise this feature on Amibroker's homepage ! Peter --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > > I am sure you get tick by tick data from IB in real time. > WRONG! > > No, you don't get TICK BY TICK data from IB ! > You guys seem so far misguided by IB advertising / lack of real documentation. > IB sends 0.2 - 0.3 second "snapshots" > http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/37364.html > > IB data is NOT tick by tick ! Never designed to be and never will be > due to limitations of IB infrastructure. > > > While AmiBroker of course is fully able to store tick by tick data, > i.e. EVERY SINGLE TRADE has SEPARATE RECORD and displayed > SEPARATELY IF ONLY data source provides separate trades (for exampel eSignal does). > > And yes it can import tick ASCII data with $TICKMODE 1 > > The 5 second thing in quote editor comes from the fact that multiple ticks can have the same > timestamp (multiple trades occuring very shortly one after another), but they are stored separately > and displayed separately, i.e. if there were 15 trades within given time period then you get 15 data points on the chart > and you see 15 records in quote editor. That's what you call tick by tick. > In tick-by-tick there can be multiple records with the same date/time stamp. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "Peter" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Friday, December 08, 2006 5:55 PM > Subject: [amibroker] Re: Import ASCII tick data file > > > > treliff, > > > > I am sure you get tick by tick data from IB in real time. > > Now if Amibroker's quote window shows data down to 5-seconds only, > > then it looks like Amibroker can NOT store tick-by-tick data. > > If this is correct, then I doubt it can import tick-by-tick > > data in ASCII format. > > > > I am not a paying customer yet, so I am not sure I can ask > > Amibroker Support on this question. If you are a customer, > > maybe you can ask support ? > > > > Peter > > > > --- In [email protected], "treliff" <treliff@> wrote: > >> > >> Peter, there might be a caveat: In my experience all "tick quotes" > >> are divided by at least 5 seconds. Opening the quote editor I can see > >> multiple quotes at 3:05:15 PM but the next is at 3:05:20 PM. > >> > >> In that case I cannot select the 3:05:15 2nd, 3rd etc. quotes in the > >> chart, the vertical line can only "jump" between the first 3:05:15 > >> and the first 3:05:20 quotes. > >> > >> BUT: this does not specifically refer to ASCII import!! I experience > >> this simply storing RT quotes using IB (base time interval: tick). > >> Still thought I'd let you know. > >> > >> It never really bothered me and I'm not sure if there's anything in > >> my Settings or elsewhere that causes this. I don't necessarily blame > >> the program. If anyone knows I'd appreciate to hear (I'm using > >> 4.85.0). > >> > >> -treliff > >> > >> --- In [email protected], "Marek Chlopek" <mchlopek@> > >> wrote: > >> > > >> > CHANGE LOG > >> > Highlights of version 4.80: > >> > - ability to import tick data added to ASCII importer > >> > > >> > --- > >> > Marek Chlopek > >> > > >> > > >> > > -----Original Message----- > >> > > From: [email protected] > >> > > [mailto:[EMAIL PROTECTED] On Behalf Of Peter > >> > > Sent: Thursday, December 07, 2006 1:38 AM > >> > > To: [email protected] > >> > > Subject: [amibroker] Import ASCII tick data file > >> > > > >> > > Hi, > >> > > > >> > > I am trying Amibroker now. It looks like the trial version > >> disables > >> > > tick data features, e. g., can not display tick charts. As a > >> result > >> > > I can not verify if it can import historical tick data files or > >> not. > >> > > > >> > > Can anyone help and let me know if Ami is able to import > >> historical > >> > > ASCII tick data files. Each line in the file would be just one > >> tick > >> > > with one price, date/time stamp, and volume, there would not be > >> open, > >> > > high, low and close prices. > >> > > > >> > > And also once it is imported, I assume it can display it in any > >> > > tick intervals. right ? > >> > > > >> > > Thanks > >> > > > >> > > > >> > > > >> > > 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 > >> > > > >> > > > >> > > > >> > > > >> > > __________ NOD32 Informacje 1910 (20061208) __________ > >> > > > >> > > Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32 > >> > > http://www.nod32.com lub http://www.nod32.pl > >> > > > >> > > > >> > > >> > > > > > > > > > > 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 > > > > > > > > > > >
