Anyone having reliability problems with Amibroker and IB real time ASX data?

[bettal]

I've been using Amibroker 6.1 with Interactive Brokers TWS to provide real time ASX data for about 3 months. But I just can't get Amibroker to reliably store the data in the database.

Even a backfill doesn't store properly unless I display each symbol in a chart immediately after the backfill finishes, then save the database. If I just save the database after the backfill finishes without displaying each symbol first, it will only store the backfilled data for the symbol currently being displayed.

If I leave the PC on all day, with all 35 ASX symbols displayed in the Realtime Quote window, the quotes appear to change frequently all day but only some data for each symbol gets stored in the database. The symbols I am watching are all majors eg CBA, BHP, WES, WBC, XJO, XFJ etc

To get an accurate chart at any time throughout the day, I have to do a one day backfill first.

Anyone else have these kind of problems?

 

[Wysiwyg]

Have you got database options configured?

 

[bettal]

Here are the current database settings.

1st snip is the general settings from Tools > Preferences > Data tab.
2nd and 3rd snips are for the specific real time ASX database.

 

[CanOz]

eSignal is much better, faster intra-day data for Amibroker. I'm paying roughly 100 buck a month for it... TWS was always too cluncky with Amibroker, for me.

 

[Wysiwyg]

eSignal is much better, faster intra-day data for Amibroker. I'm paying roughly 100 buck a month for it... TWS was always too cluncky with Amibroker, for me.

100? I get IQFeed at basic $75 and one real time market $50 for a monthly cost of $125. I had a look at realtime e-signal at $145 excluding exchange fees. I may have missed a hidden clause on the pricing.

 

[bettal]

... TWS was always too cluncky with Amibroker, for me.

"...too clunky..." - that's a pretty good description.

I did a test today and made four chart windows each displaying one symbol and left it alone all day. I didn't touch the machine at all, so those four symbols were the only ones displayed.

Those four symbols appear to have updated OK or nearly OK. I've only checked one in a spreadsheet so far but the charts didn't change much as the backfill happened.

But the other not displayed symbols look like those below before and after the backfill.

Note in the first chart, how today's data starts where it says "May 3" and the first timestamp is 14:49 - so it didn't start recording data until about 14:30.

The second (backfilled) chart shows a more normal looking data pattern for the whole day.

On a normal day when I'm switching between symbols, bits and pieces of different symbols get recorded at different times. So I end up with data holes all over the place.

 

[Wysiwyg]

I'm sure streaming data (not tick by tick but 0.2 s - 0.3 s snapshots) is different to backfilled data. Some sort of adjustment is made to the historical data before passed on to clients.

 

[CanOz]

100? I get IQFeed at basic $75 and one real time market $50 for a monthly cost of $125. I had a look at realtime e-signal at $145 excluding exchange fees. I may have missed a hidden clause on the pricing.

I paid $50 for the first month...then it was 100 and something...I'll confirm it.

 

[bettal]

I'm sure streaming data (not tick by tick but 0.2 s - 0.3 s snapshots) is different to backfilled data. Some sort of adjustment is made to the historical data before passed on to clients.

The charts above are showing one day's data - they are 5 minute bars.

The first chart shows what was recorded in the database from the live data stream - the first 4 hours of streaming data is missing.

The second (backfilled) chart shows what should have been recorded in the database - the full day of 5 minute bars.

There are no adjustments taking place within this one day of data from yesterday.

 

[Wysiwyg]

The first chart shows what was recorded in the database from the live data stream - the first 4 hours of streaming data is missing.

Can you watch the screen and see no data coming in?

 

[bettal]

Can you watch the screen and see no data coming in?

No, if a symbol is displayed in a chart window, it will usually update OK.

And the data always appears live and changing frequently in the Real Time Quote window. So everything looks fine.

It's only symbols that are not displayed in a chart that do not update.

So if I watch a symbol for a while in a chart, then stop viewing that symbol, it stops updating until I view it again.