I am using ib plugin to get real time data . My chart does not update live for indices , but it updates for all other types of symbols like stocks , futures etc. But if i do backfill i get historical data for index.
Although i can see Index moving in realtime quote window.
Following is the pic of my setup: While real time data for same index symbol updates live, chart does not update. I am facing this issue only when the symbol is an index, while rest (fut, stock etc ) are fine.
This is exactly the same issue I am facing as well with NIFTY50 in particular. Can somebody please provide a solution.
@mrigeshk
This is could be an IB issue. But the weird thing is that symbol updates in real time if added to Realtime Quote window.
Yes. That is indeed the most weird part. IB says that this is not their issue since the data is being transmitted from their side. In any case the same data should be going to the chart and to the real time quote window. I hope Amibroker resolves this soon.
Data for various instruments are sent differently by IB. For chart to update IB / TWS must send tickPrice event with “Last price” and tickSize with “Last size” http://xavierib.github.io/twsapidocs/tick_types.html
Apparently it is not sending this for this single particular index and that is the reason.
Thanks Tomasz. IB does not send any data for tickSize as the index itself is not traded. Can this be the reason for the chart not updating. Though it should still draw the price chart purely with the tickPrice data. This would impact all indices on Amibroker isnt it?
The thing is that all other indices in IB actually SENDS tickSize with size set to ZERO.
IB for some reason is treating NIFTY-NSE-IND-INR differently than ALL OTHER indices and does not send proper event at all.
Plugin needs to rely on tickSize event because tickPrice alone is unreliable.
Then we have a deadlock here. IB is not sending proper data and amibroker will not work without it. We need to figure out another way to get around it then…
@mrigeshk I wrote you in support email that I have to look into it in detail. These are complex things and I have hundreds of such complex things on my head so it has to take TIME. The more time is spent TALKING the less time is spent working on development. The more you repeat the same thing over, the less likely it is to be done quickly because empty talk takes time, especially considering the fact that you are NOT registered user.
Requests from registered users have infinitely more weight than ones from “free riders”.
When we use IB API sample the same indicates tick size for lastSize as 0. I was not able to upload file as txt or doc not allowed.
Hi, I am now a registered user. Can I please request that this issue be looked into. It will really help....
Hi Tomasz
Please have a look at the issue with NIFTY-NSE-IND-INR in IB. Kindly try to solve it in the best possible way . Since its an important source of data for users.
I'm also having the same issue now.
I have tried modifying the time settings in the database settings thinking that might be the problem, but I am still not able to get the bars to update live. The only way I can get the bars to update is when I restart AmiBroker or when I open Database settings and just click "OK".
I also use the IB-API and it seems that the ticks that I get from the API does not report any volume information. Could this be the reason it's not updating real-time?
Example:
Ticker(contract=Index(conId=51497778, symbol='NIFTY50', exchange='NSE', currency='INR', localSymbol='NIFTY50'), time=datetime.datetime(2018, 12, 31, 6, 32, 1, 95884, tzinfo=datetime.timezone.utc), bidSize=0, askSize=0, last=10873.35, lastSize=0, prevLast=10872.85, high=10923.55, low=10861.9, close=10859.9, ticks=[], tickByTicks=[], domBids=[], domAsks=[], domTicks=[])
So, can this only be fixed by IB from their side?
The problem with Interactive Brokers is that they are limiting access to certain markets. For example clients from E.U. simply are not allowed to trade NSE or even subscribe to NSE data. Without market data subscription TWS does NOT allow to get any data (even delayed) via API. Since IB limits even ability to access data, it is impossible for us to check what is wrong with IB with regards to NSE.
The delayed quote is getting updated from SGX exchange.
i am able to update both index and futures for NIfty from NSE exchange but i have issue with
BANKNIFTY19FEBFUT-NSE-FUT-INR and also not able to update options data for nifty not sure why we get error for certain tickers alone for same exchange.
Hi All,
I am also facing issue with index not updating in real time.
I am using NIFTY50-NSE-IND-INR symbol.
Any please help.
Thanks!
You can try new plugin version that should fix the problem from
https://www.amibroker.com/bin/ib211/IB.dll
(32 bit)
https://www.amibroker.com/bin/ib211x64/IB.dll
(64 bit)
(Make sure to download correct version depending on what AmiBroker you have (check in Help->About whenever it is 32 bit or 64 bit, then replace existing "IB.dll" file that is present in "Plugins" subfolder under AmiBroker directory)
Then in AmiBroker open Tools->Plugins and you should see version 2.11.0 if it was properly copied in right place.
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