Ken, I am not a tick watcher or trader so this is probably a suggestion you've already considered. Do you have thinkDesktop quote speed set to Real-time - No delay? I am wondering if the other, delayed settings somehow compress ticks.
Warm regards, David On Fri, Jul 23, 2010 at 8:13 AM, Ken Close <ken45...@gmail.com> wrote: > > > Ara: > > I am trading eminis using 400t charts on TOS. I have successfully > connected a new AB database to TOS vis the DDE interface. It is connected, > even though several others have had trouble connecting. > > timeliness does not seem to be the issue. I can watch the Quote Editor (on > one monitor) and the TOS charts on the other monitor and watch the most > recent tick level to match the TOS chart instantly -- no delay. > > The problem I am having is that the candles in AB do NOT represent what I > am seeing in TOS. I asked in another message how those who successfully use > tick charts (candles) to trade to comment on their setups. For me, I have > made the settings several ways and I never have seen candles come close to > matching TOS. > > I thought the definition of a 400t chart was that (TOS) keeps track of > ticks and as soon as there have been 400 of them, it closes the candle and > starts a new one. The new candle then sits there with High and Low changing > until 400 ticks accumulate, then a new candle. Is that what you understand > about a tick chart? > > In AB, with 400 set in the Intraday Preferences, I get just several > candles. No where near the number of candles that TOS shows. > > sorry for the long answer, but timeliness does not seem to be an issue, but > constructing proper candles is an issue. Right now, it is worthless to me, > but I keep poking because I would like to set up some indicators in AB that > are more awkward in TOS thinkscript. > > Any reaction or comment (from anyone using TOS to AB) or other data vendor > to Ab on a tick basis. > > Ken > > ------------------------------ > *From:* amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] *On > Behalf Of *Ara Kaloustian > *Sent:* Friday, July 23, 2010 10:52 AM > *To:* amibroker@yahoogroups.com > *Subject:* Re: AB and TOS -- RE: [amibroker] Re: Here's how to integrate > AmiBroker with thinkorswim via DDE for real-time streaming quotes of > options, etc. > > Does the timeliness of data from TOS to Amibroker get delayed > significantly due to the DDE interface? > > I am considering using it for day trading of eminis. > > Thanks > > Ara > > *From:* bar607 <bar...@yahoo.com> > *Sent:* Thursday, July 22, 2010 1:52 PM > *To:* amibroker@yahoogroups.com > *Subject:* AB and TOS -- RE: [amibroker] Re: Here's how to integrate > AmiBroker with thinkorswim via DDE for real-time streaming quotes of > options, etc. > > > > 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 <amibroker%40yahoogroups.com> [mailto: > amibroker@yahoogroups.com <amibroker%40yahoogroups.com>] On Behalf > > Of David > > Sent: Thursday, July 08, 2010 6:19 AM > > To: chetan > > Cc: amibroker@yahoogroups.com <amibroker%40yahoogroups.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><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/ > > > > >