Interactive Brokers - Add-on Software

Quote from murky:

I have problems with Amibroker getting bogged down when storing more than a week's tick or 5s data for more than a few symbols. All I have is price+volume showing, and I have to rename existing symbols & start new ones every week to get around this. I think rough edges like this may put off some real time charting users, but it's great for EOD data and backtesting and a great deal.
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I have been a user of AB for a couple of years so I'm pretty happy with it, but I do agree that some of the real-time performance can be improved. I think more attention is not paid to this area because most of the users of Amibroker are probably EOD traders, and it is only with the introduction of the IB plugin that more real-time traders have started to use it. So I am happy to see this, as it will encourage the developer to add more real-time features, and optimize performance. The developer has done recent things like improving the IB backfill speed. I haven't used tick charts lately because IB is not a tick datafeed and I believe Amibroker only stores data with 5 second granularity anyhow.

You might want to try the latest beta a try, as it gives chart timing numbers. Also I believe the developer is working on a future version that is supposed to be optimized for dual-core and/or 64 bit systems. Looking forward to that as I am already in the process of replacing an old computer to a dual-core AMD system.
 
Besides charting, can someone input some information on trade execution. I am looking to trade US stocks mainly use Level 2, and hot key execution. Can I do that with IB?
 
Where do you get EOD data from? Is there a way to download EOD into your IB database from another source so that you can have many days of data despite the fact that IB does not offer many days of data? Problem here is that I want to look at daily charts and am unable to since only 5 bars are loaded. I just installed amibroker with IB and don't want to have to wait weeks before I can analyze daily charts. Anyone have any ideas?

Thanks a lot

Quote from murky:

Yes if they are in charts they should be, except... (see below)



No, you don't lose any data.



I leave Amibroker running for weeks at a time.

EVERY night, Amibroker's IB plugin loses its connection to TWS. I emailed support already and they seem clueless about this. (Lack of testing I guess).

You have to manually reconnect. If you have more than a few symbols, you have to view each symbol, or run a scan also, because Amibroker stops collecting data if you don't.

If you are using tick or 5s data, you cannot backfill more than a couple hours. So if you don't manually reconnect and make sure Amibroker is collecting data for each symbol within a couple hours, there's no way to fill those data holes.

1min data will backfill for a much bigger time window.
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Anyone here know how to set up amibroker's y-axis for fractional increments? I need 32nds for us treasury note futures. any help would be very greatly appreciated Thanks

Quote from LivermoreRisen:

Where do you get EOD data from? Is there a way to download EOD into your IB database from another source so that you can have many days of data despite the fact that IB does not offer many days of data? Problem here is that I want to look at daily charts and am unable to since only 5 bars are loaded. I just installed amibroker with IB and don't want to have to wait weeks before I can analyze daily charts. Anyone have any ideas?

Thanks a lot
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