IB datafeed and constant volume bars

J

just21

Is the IB datafeed suitable for use with multicharts in drawing cvb's? Do you get the correct volume in the snapshot feed?
 
How does multicharts work with the IB datafeed? I am using Amibroker and get a few disconnects. Some days are very bad for disconnects.
 
It probably does work just fine.... until you get a disconnect. Then you're screwed as IB offers no historical tick data which is what is used to build the volume bar charts in the first place.
 
Quote from bundlemaker:

It probably does work just fine.... until you get a disconnect. Then you're screwed as IB offers no historical tick data which is what is used to build the volume bar charts in the first place.
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Actually, IB backfills CVB on Multicharts just fine other than being slow (pacing). Another alternative is to use Open Tick for backfilling and IB for real time.

To the OP, I have been comparing IB/MC setup against Proflogics (search ET) eSignal/MC chart postings and they are extremely close, but not exact. I'll try and post a screen shot as soon as I figure out how to do it.


OK, here is Proflogics chart posted today on another thread...

http://www.elitetrader.com/vb/attachment.php?s=&postid=1789243

Here's a screen shot of MC with IB.

http://i25.tinypic.com/kbyxjk.jpg

My ERG is different than his because I haven't figured out the exact coding yet. That's still a work in progress.
 
Quote from bighorn:

Actually, IB backfills CVB on Multicharts just fine other than being slow (pacing). Another alternative is to use Open Tick for backfilling and IB for real time.

To the OP, I have been comparing IB/MC setup against Proflogics (search ET) eSignal/MC chart postings and they are extremely close, but not exact. I'll try and post a screen shot as soon as I figure out how to do it.
More...

This is wonderful news. In the past when I tried this no backfill occurred. I will start experimenting again, using Opentick for historic and IB live. Would be fantatic if this works, as I have no love loss with esignal, nor do I enjoy paying them monthly:)
 
Quote from bundlemaker:

This is wonderful news. In the past when I tried this no backfill occurred. I will start experimenting again, using Opentick for historic and IB live. Would be fantatic if this works, as I have no love loss with esignal, nor do I enjoy paying them monthly:)
More...


MC and their crazy setup will not print a chart until every last tick has been collected for that chart. This can take several hours with IB on a new install, depending on how far back you are going, which may be why you thought it wasn't working. I read where the new release will address this problem. Another reason it may not be backfilling is that the symbol must be added on setup and formated correctly for each data source. May want to check the settings.

I know the IB backfill works as well as Open Ticks. It's the matter of setting it up properly. I have been using it about a year, maybe more, and they have come a long way since then. I like it.
 
Quote from bighorn:

Actually, IB backfills CVB on Multicharts just fine other than being slow (pacing). Another alternative is to use Open Tick for backfilling and IB for real time.

To the OP, I have been comparing IB/MC setup against Proflogics (search ET) eSignal/MC chart postings and they are extremely close, but not exact. I'll try and post a screen shot as soon as I figure out how to do it.


OK, here is Proflogics chart posted today on another thread...

http://www.elitetrader.com/vb/attachment.php?s=&postid=1789243

Here's a screen shot of MC with IB.

http://i25.tinypic.com/kbyxjk.jpg

My ERG is different than his because I haven't figured out the exact coding yet. That's still a work in progress.
More...

Well done.
Looking good.
Yes, I forgot but you can use Open tick for the backfills and that is an inexpensve alternative.
 
Quote from bighorn:

MC and their crazy setup will not print a chart until every last tick has been collected for that chart. This can take several hours with IB on a new install, depending on how far back you are going, which may be why you thought it wasn't working. I read where the new release will address this problem. Another reason it may not be backfilling is that the symbol must be added on setup and formated correctly for each data source. May want to check the settings.

I know the IB backfill works as well as Open Ticks. It's the matter of setting it up properly. I have been using it about a year, maybe more, and they have come a long way since then. I like it.
More...

Just adjust the amount of data on a chart and it will help. If you have a couple years worth of dta is takes a while to load. If you have 60 days of data it loads in a snap, 3 weeks and it's super fast.
 
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