Re: [amibroker] Re: IQFeed volume issues [2 Attachments]

 
[Attachment(s) from Tomasz Janeczko included below]

Brandon,

One question: did you run your scan with "wait for backfill" flag turned ON?
At least for initial first scan during the day?

http://www.amibroker.com/guide/h_rtsource.html

Excerpt from manual:

BACKFILLING ALL SYMBOLS AT ONCE

To backfill all symbols at once in the data source that supports "Wait for backfill" feature (IQFeed, eSignal), one can use Analysis window. The procedure is as follows:

1. Open Formula Editor and type a simple single-line rule like below and choose Tools->Send to Analysis

Buy = 1;

2. In the Analysis window select Apply to: *All symbols and Range: 1 recent bar

and turn on Wait for backfill option.

3. Press Scan button

The Analysis window will iterate through all symbols, requesting backfill for each symbol and waiting until the data arrive, so at the end of the scan all symbols will be backfilled.



Best regards,
Tomasz Janeczko
amibroker.com

On 2016-06-14 05:24, brandon.richard03@yahoo.com [amibroker] wrote:
Yah. It's just the EOD that I notice as with 1m interval it's hard to compare to other sources since time stamps are different and theirs a lot left to the imagination with collecting intraday data with all the exchanges.     It's easy with EOD when I know I saw daily volume at 1m at the end of trading day and when I log in later it's now 2m. Or if I perform an explore and it shows 0 under a volume column I have.     Like I mentioned though 1m database isn't even able to compress to daily since its bars are sent at 15:59:59 and 16:00:59 so either I set exchange time and to 15:59 in which my compressed time is 1 second shy of the official close or run it to 16:00 and receive 59 seconds of after hours trading in my compressed daily data which in quite a few stocks is a drastic difference. If one we're to compare something like tc2000 they just tag that extra second to the last bar.  Mixed EOD won't solve the issue even if I could set the bars unless I merely wanted one day of intraday and rest EOD.     This has nothing to do with Amibroker because it's exactly the same in other software except they don't work with a database structure like Amibroker. Intraday and EOD are seperate files. Biggest differents I found we no easy way to flip through charts as fast as Amibroker. I flip through 410 symbols a few times a day  in minutes with Amibroker.     The time compression is only an issue with U.S stocks which have after hours. Canadian stocks send just a flat line at close since it's just for that final second. I'm looking to move most my portfolio to U.S when a more opportune exchange rate comes along.     Unfortunately I'm weighing the pros and cons of wanting to pull my hair out with this volume issue and just moving to a different charting platform and leaving Amibroker for the research since loading a database is easy, it's the daily updating which is the nightmare. And think it's more of an issue that if I view during the day then explore in evening it's doubling. But who knows since I have better things to do after work then cross reference volume numbers with my broker and yahoo finance.     ------------------------------------  Posted by: brandon.richard03@yahoo.com  ------------------------------------    **** IMPORTANT PLEASE READ ****  This group is for the discussion between users only.  This is *NOT* technical support channel.    TO GET TECHNICAL SUPPORT send an e-mail directly to   SUPPORT {at} amibroker.com    TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at  http://www.amibroker.com/feedback/  (submissions sent via other channels won't be considered)    For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:  http://www.amibroker.com/devlog/      ------------------------------------    Yahoo Groups Links    <*> To visit your group on the web, go to:      http://groups.yahoo.com/group/amibroker/    <*> Your email settings:      Individual Email | Traditional    <*> To change settings online go to:      http://groups.yahoo.com/group/amibroker/join      (Yahoo! ID required)    <*> To change settings via email:      amibroker-digest@yahoogroups.com       amibroker-fullfeatured@yahoogroups.com    <*> To unsubscribe from this group, send an email to:      amibroker-unsubscribe@yahoogroups.com    <*> Your use of Yahoo Groups is subject to:      https://info.yahoo.com/legal/us/yahoo/utos/terms/      

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**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/


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