Real time market data feeds and API for easy integration into your analysis. Real-Time, TRUE Tick-by-Tick Data on US and Canadian Equities (NYSE,. Tick by Tick Data for Amibroker in 500/pm. Amibroker Data. Amibroker Data Provider in india. Realtime data for cash, fno. Commodity,currency and more.
Do you know how those 40 bytes are generated ? I think 1 double has 8 bytes, right ? So 5 values in a bar structure OHCLV but Date is missing Therefore a bar would be structured in the following way. 4 bytes for a int for the Volume maybe also a short 2 bytes would do 4 double with 8 bytes and the rest for the Date Time This leads to the conclusion that for storing tickdata a tick structure of 8 bytes (volume and Date Time) and 8 bytes for Price is needed 2 million ticks/day * 120days * 16 bytes =3.84 GB But I am not sure if that is needed in the RAM because there is always only a limited lookback period. Even if I will display the complete data by shrinking my timescale in an chart, i guess that the chart application will reduce the needed data in an intelligent way. Because the eye cannot see every tick and the indicator calculation is maybe only done on slices. I think that is the way a good program should be reduce data. Maybe that could be the reason why it would take that long for Tomasz to implement that feature. Because maybe Amibroker has no strategy to deal in the above discribed way with data. |
It is interesting you mention this, because I was confused by the 'lookback' or whatever you want to call it on a chart. I asked Tomasz how I could limit a chart to only 'x' bars or 'x' days, or to specify a specific period such as 1/1/2011 - 1/1/2012, and if I understood his answer correctly you cannot do this. Apparently it loads all or nothing in the entire database, so the only way to split it up is by having multiple databases? I haven't questioned him further on this but that was my understanding.
MikeI've gone back and forth multiple times with AmiBroker support but not getting anywhere.
Has anyone successfully hooked up IQFeed with AmiBroker and downloaded 120 days of historical tick data?
Here is my original email to them:
Hi, I am new to AmiBroker and am just spending a few hours trying to set it up. The first step seems to be the database and data. I use IQFeed for historical data. So far, it seems to me that I must have separate databases in AmiBroker in order to have tick, minute, and daily bars from IQFeed. Is this accurate? If I create only a tick database, then it seems it requests only tick data and not minute or daily data. So I’ve created a separate daily, minute, and tick database. Then the next step was I increased HKCU/Software/TJP/Broker/Settings/MaximumNumberOfBars to 10000000 and restarted AmiBroker. I think requested a new symbol and viewed the backfilling window and the chart. The result seems to be somewhat random cut offs of data. IQFeed provides 120 days of historical tick data, but AmiBroker is stopping around 2,500,000 bars or so which varys from symbol to symbol. This is after hours so there is no limitation on IQFeed’s side. For example, the earliest date I can view in AAPL is 5/7/13 and in C is 6/3/13. The number of bars are similar, but dates vary. Is there some sort of maximum number? I want to be able to backfill the full 120 days from IQFeed, which will be increased to a bigger number soon… Please let me know what I am missing. BTW I am not worried about local resources. i7 2600k overclocked to 5ghz on water, 2x256GB SSD RAID 0, 32GB ram for this workstation, and I am using AmiBroker 5.66.0 x64 on Win7 x64. Thanks. |
So far their replies have been unhelpful, they haven't even read my message because they say to modify registery (in my original email), they say to use tick database (in my original email), and they say it was because during market hours and IQFeed policy (not the case, again in my original email).
Am hoping someone here who has done this before can assist me.
Thanks.
Mike