Amibroker and esignal Data


#1

Hi, I am using 15 min delayed data from esignal, but my charts in ami give me horizontal lines for candles during some hours althought it looks just fine in esignal chart. Can you please tell me what could be wrong, please see attached the two charts

Ami Chart http://imagizer.imageshack.com/img923/9243/V5jHwU.png

(please see the horizontal lines aroun 18:00 and 1 pm today

Esignal chart

Also, please see the Ami chart is not really updating on time. The last bar seems to be 1.59 pm. whereas the time now is 3.12 pm

Please let me know hwo to get this fixed.
Best wishes,
Suji


#2

Make sure your database settings in amibroker has correct setting in Configuration > No of Symbols limit: to match your subscription usually 200 unless you pay for more eg 500. Then make sure you do not exceed symbol limit.
Suggest you read the amibroker manual on how to set up eSignal.

Also if you right click the green OK database button and force backfill it should refresh the chart with new data.

Richard


#3

The green button is plugin status bottom right of Ami window


#4

Hi Richard thanks. The green light at bottom right is always on, but I have to keep backfilling otherwise it doesnt seem to update. Would you know why that might be? Thanks


#5

ITs usually something in the database configuration setup. and usually to do with symbol limit.

Check again
Symbols are set to match your eSignal Subscription see attached Database Config window in Amibroker.
image
Number of symbols limit should match your subscription
Then make sure you don’t exceed this limit by limiting the no of symbols open in both eSignal and Amibroker to be less than your limit. Make sure watch list size of any exploration or backtest doesn’t exceed available symbols.

If this is all good make sure your intra-day settings in Database settings are correct

Check out the manual https://www.amibroker.com/guide/h_esignal.html

Hope this helps

Richard


#6

Hi Richard, thanks, I am following one symbol (ES) only. The problem was that I am subscribed to their 15 min delayed data feed Classic, so apparently I have to keep backfilling the chart.


#7

It is limitation of eSignal OnDemand that you are using.
To get streaming data you need to use “regular” eSignal subscription.

As written in http://www.amibroker.com/esignal.html
eSignal OnDemand is now 3rd party application compatible, so you can use it with AmiBroker, but you don’t receive any streaming RealTime quotes, but only historical (via backfill). Tick data is also not available.

Also on eSignal page they write about that http://www.esignal.com/support/ondemand/newuser_orientation.aspx (in theory you should get update every 5 minutes (sic))


#8

Ok thanks for letting me know

Cheers Richard


#9

Hi Tomasz and Richard,

Does this mean that the only available option for streaming data to Amibroker is esignal streaming data at 153USD per month? Are there any other cheaper alternatives available at all for intraday CME data to Amibroker ?


#10

There are other, cheaper real-time streaming options including for example IQFeed, Interactive Brokers

A full list of compatible data sources is available here:
http://www.amibroker.com/guide/h_quotes.html


#11

You can use Metatrader 5 for futures contracts, somewhere around the net you will find a dll for sale, I can`t remember the link now search with google.