I just successfully started the DDE feed from TOS to AB and it worked after several false starts. What I mean by that is that I, like you, saw the yellow "Wait" box. I had configured the DDE box that defines the values from TOS for use in AB and I reopened it and saw that all of the values were somehow back to the defaults. Why, I do not know. I first shut AB down, and restarted in, then I redefined the values in the DDE definition box, and clicked OK. I think I immediately saw the Green OK but I might have shut AB down again and restarted--can not remember, but the Green OK was there and I could see ticks coming in. I myself am interested in tick data so I have everything set for that.
It seems like it is taking a long time to build up the 400 tick chart in AB so it looks like the 400 tick chart in TOS. I have posted a separate message about the candles of the tick chart in AB changing on the left side of the chart not just the last candle. Because of that, as well as the slow build up of the chart itself, I suspect I have something wrong, but do not know what. I sure hope there is someone else here interested in TOS tick data into AB. Ken -----Original Message----- From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of kevinkee20 Sent: Friday, July 09, 2010 1:33 PM To: amibroker@yahoogroups.com Subject: [amibroker] Re: Here's how to integrate AmiBroker with thinkorswim via DDE for real-time streaming quotes of options, etc. Yes, on the same computer. --- In amibroker@yahoogroups.com, David <amibroker.ygro...@...> wrote: > > Do you have thinkDesktop running on the same computer as AmiBroker? > This is what starts thinkDesktop's DDE feed and should eliminate the WAIT status. > > Warm regards, > David > > > On Fri, Jul 9, 2010 at 9:16 AM, kevinkee20 <kevinke...@...> wrote: > > > > > > > I'm having problem streaming data from TOS desktop to AB. On AB it > > shows "WAIT" and doesn't seem to be able to get data from TOS. > > > > I've tried to follow the steps in http://www.amibroker.com/dde.html, > > but I'm not sure how to do step 2 ("Enable DDE in the 3rd party > > software you are using as DDE server" - and I suspect this is what causes the problem). > > > > Can anyone please help ? > > > > Regards, > > Kevin > > > > > > --- In amibroker@yahoogroups.com <amibroker%40yahoogroups.com>, > > David <amibroker.ygroups@> wrote: > > > > > > 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 <chetan.abmail@> 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 < amibroker.ygroups@> > > > > wrote: > > > > > > > > Sure thing, Lance. I just posted my message, including the > > > > screen shot, > > > >> at > > > >> > > > >> > > http://finance.groups.yahoo.com/group/amibroker/files/thinkDesktop%2 > > 0integration/ > > > >> . > > > >> > > > >> Warm regards, > > > >> David > > > >> > > > >> > > > >> On Thu, May 27, 2010 at 9:46 AM, smoothtrader6171 <growl321@ > > > > > >> >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 amibroker@yahoogroups.com > > > >>> <amibroker%40yahoogroups.com><amibroker% > > 40yahoogroups.com>, David > > > >>> > > > >>> <amibroker.ygroups@> 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/ > > > > > > > > > > > > > > ------------------------------------ **** IMPORTANT PLEASE READ **** This group is for the discussion between users only. 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