I have done every single step exactly as David outlined and still have no success in connecting TOS to AB. I tested on Excel and DDE is working from TOS, but somehow it just keeps saying WAIT in AB.
Can anyone help? --- In amibroker@yahoogroups.com, Ken Close <ken45...@...> wrote: > > David: > > Thanks for the doc file with instructions. I just got my TOS data stream > flowing into Amibroker. > > Did you find any way to backfill? Or did you just have to collect data each > day until you had enough to make indicators useful, etc? > > Any other tricks? For example, I use 400 tick charts on TOS and want to use > them in AB. How do I set up a 400 tick chart. I see the standard 10, 20, > 50, 100 tick menu items. > > Ken > > _____ > > From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf > Of David > Sent: Thursday, July 08, 2010 6:19 AM > To: chetan > Cc: amibroker@yahoogroups.com > Subject: Re: [amibroker] Re: Here's how to integrate AmiBroker with > thinkorswim via DDE for real-time streaming quotes of options, etc. > > > > > 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.abm...@...> 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.ygro...@...> wrote: > > > > Sure thing, Lance. I just posted my message, including the screen shot, at > http://finance.groups.yahoo.com/group/amibroker/files/thinkDesktop%20integra > tion/. > > Warm regards, > David > > > On Thu, May 27, 2010 at 9:46 AM, smoothtrader6171 <growl...@...>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>, 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/ >
