Does anyone here use IB data to trade index futures using very short-term charts?

Discussion in 'Data Sets and Feeds' started by Thunderdog, Jun 27, 2007.

  1. I only use a 1-minute chart. I'm a bit confused because different people seem to suggest different things. I'm just going to sit here and take it all in for a while. Sitting is good.
     
    #11     Jun 27, 2007
  2. Yes, you should be able to change pages without refreshing. I don't use the preserve existing bars tab, although maybe that's an advantage. Ensign originally told me to uncheck the auto refresh.

    OldTrader
     
    #12     Jun 27, 2007
  3. Lucrum

    Lucrum

    Thanks OT,
    That's odd though, because they told me I should check the auto refresh.
    Typical.
     
    #13     Jun 27, 2007
  4. joesan

    joesan

    Kiwitrader

    IB does not provide tick data download, how long period of tick data does Sierrachart allow to backfill, one day, longer, or one have to keep receiving tick data during the session ?

    Also , does Sierrachart allow making customized indicators?




     
    #14     Jun 28, 2007
  5. SC will download months of tickdata from data services that provide it but IB's fastest backload is not tick data (I think its 5 second data).

    SC lets you make customised indicators using either worksheets (its like excel language) or full programming. You can even use the charts background data to create other types of charts (I have just done PC (bar = XX price changes) bars and am about to do Constant Tick and Constant Volume bars because the standard SC volume and tick charts do the normal thing of not splitting up the extra volume in incoming ticks ... I plan to prorate any ticks that overflow the volume). You can do almost anything and its compiled so its very fast and resource light.
     
    #15     Jun 28, 2007
  6. joesan

    joesan

    Hi, kiwitrader
    Thanks for the explanation about Sierrachart.

    For HSI, how do you get its tick data, do you have to keep receiving IB ticks during the session, or is there some else tick data service (for backfill ) available ?
     
    #16     Jun 28, 2007
  7. Lucrum

    Lucrum

    Apparently, for whatever reason, checking the "Preserve Existing Bars" frequently prevents a complete refresh. I move around a lot and cannot leave my computer on all the time and have to do refreshes frequently.
    I also discovered that checking or un-checking the "Auto Refresh" changes that setting on every chart on every page
    with out having to make the change individually.
     
    #17     Jun 29, 2007
  8. joesan does not amibroker store and receive tick data?"
     
    #18     Jun 29, 2007
  9. joesan

    joesan

    Robin
    Yes. But I do not like receiving the tick data throughout the session cuz you can only backfill tick data of maybe 2-3 hours.
     
    #19     Jun 29, 2007
  10. One of the nice things about Sierra is that you can specify the contract two different ways.

    I use HSIN7-FUT-HKFE to store live (unrefreshed data) for tick charts and HSI-200707-HKFE to store data for my longer term charts (I refresh this with 30 sec data so that it is a relatively small file despite containing the last 6 months of rolled over contracts).
     
    #20     Jun 29, 2007