I now trade through interactive brokers (been trading with them for about 4 months now. I use the IB API to feed data to AMIBROKER. I have been pleased with three charts open at the same time (that is, 3 real time 10min charts taking data from IB at the same time). The updated charts have been fine with no noticeable delays relative to my IB order execution system... Now, however, I have decided that I want to look at the following Futures Markets/indices at the same time: CRUDE OIL QMU6 GOLD ZGU6 SILVER ZIU6 CORN ZCU6 WHEAT ZWU6 SOYBEANS ZSU6 usd/yen USD.JPY-IDEALPRO-CASH EUR/USD EUR.USD-IDEALPRO-CASH DOLLAR INDEX USS ETHANOL ZEU6 30-DAY FED FUNDS RATE ZQU6 CBOE VOLATILITY INDEX VIX Any suggestions on how I might accomplish this with IB with no delay in data and no degradation of system performance? How many symbols does IB generally recommend we have real time charts on at the same time? Is there a way to run two or three instances of IB and AMIBROKER so that we can have many real time charts displayed at the same time? Would it matter if I changed some of the time frames of some of the charts to longer time frames (i.e. would IB update the charts less frequently if we have longer time frames?)? Is there a way to allocate more CPU power (or RAM) to the JAVA engine and AMIBROKER software so that we can minimize delays and such? I tried giving BROKER.EXE, and JAVAW.EXE HIGH PRIORITY using WINDOWS XP PROFESSIONAL TASK MANAGER. This did not seem to help at all. Here is my system info: pentium 4 prescott CPU 3.0ghz ASUS P4c800 Motherboard 4 OCZ GIGs of RAM 1 Matrox G200 MMS Video Card 1 All-In-Wonder 2006 dual monitor Video Card 200 gb hard drive Broadband CABLE CONNECTION WITH INTERNET BOOST (15-30mbs) 6 AOPEN Monitors 19" LCD Also, I just bought this all-in-wonder video card and now my system RAM is showing up as 1.9gigs rather than the 4gigs that is actually in there. This is annoying also so if you have a solutino for that, I'd appreciate it. Thanks
most people do not use IB to open lots of charts, which is probably why you are not getting any replies. For that, they use something like Quotetracker, which would handle that fine, as long as you did not try to overload the charts with a dozen indicators on each
I use amibroker to accept the data from IB. Now you say quotetracker will be able to handle huge dataload....but the problem is not with AMIBROKER but rather with IB not feeding the data to AMIBROKER fast enough thus causing my system to freeze.....now how would quotetracker work any better?
I use QT and have several charts open simultaneously with no problems. Haven't used AmiB so can't compare, but I think QT will work fine for what you're trying. Give it a shot, it's free.
I think the problem is with IB not with my charting software. The more charts I have up, the slower the backfill is and the more likely my system freezes
I would check your AFL code execution time to see if it is bottleneck tools->preferences->display chart timing to see if where the time is spent in updating your charts.
Have you tried it ? I'm not familiar with Amibroker, but TWS will have no problem with keeping the charting application fed with timely data. Your requirements seem fairly modest. You can reduce the CPU consumption of TWS by minimizing it, or reducing the number of symbols on the visible page. Symbols on a page that isn't visible cause very little CPU load. Symbols do not have to be on any TWS page for a charting application to work. Fiddling with process priorities is not going to help much. If you continue to have problems, my guess is that it is not TWS or Amibroker, but something else. Possibly the new graphics card or driver.
"I think the problem is with IB not with my charting software. The more charts I have up, the slower the backfill is and the more likely my system freezes" We seem confusing backfill, the way its done and the number of realtime charts. You can have 100 charts open in real time on a program like Sierra Chart taking data from TWS but I recall one of the ib guys saying (in a refresh frequency thread) that if you had lots (at least more than 10) of charts open then the refresh frequency would drop. With 5 or 10 symbols its roughly 5 updates per second but if you have hundreds it will drop. All the advice here about processor load and open vs closed charts is application dependent but is likely to be right. Backfill is different. As is the way different programs extract it so I'm not sure how yours will perform. To avoid lockups the program needs to be intelligent about backfill requests .. so for example it could backfill 5 symbols and when filled issue a request for the next 5. If you issued a request for 100 you might find that some element(s) of your system overloaded. So if you opened 10 charts, then another 10 and so on until all were backfilled. Then open ur book with 100 charts in it. That might resolve the issue you're seeing.
Unless things have changed recently, TWS allows only one concurrent backfill request ie make the request and wait for the data before making another. The charting software should sort this out without user intervention.