Spark by Iguana sends data incorrectly, was: Volume and T&S from DDE to Amibroker not correct

Hi everyone,

I am hoping to get some assistance regarding using a DDE datafeed into Amibroker. I understand that AB doesn't cover support for third party DDE data sources but i have tried everything i can possibly think of over the last couple months and i cant for the life of me work it out.

(First I just wanted to say I have searched the forum for an answer and cannot find an issue similar, nor can I find a solution online and I have also spent months trying different things to fix this problem on my own but to no avail)

The issue is pretty straight forward. The time and sales window in AB and also the volume bars on the chart don't accurately mirror the T&S from the platform the data feed is coming from. The platform is Spark by Iguana2.

After playing around with it for a while I notice a pattern, Amibroker T&S is only printing the last order for either each timestamp or maybe as each individual order goes through on the exchange (hopefully that makes sense) (see attached screenshot of ticker CGF)

So then i thought, ok maybe the issue is the data feed. But when i use the Spark DDE call in excel the time and sales are a perfect match to the T&S of the platform (as per the screenshot attached of ticker APT).

I have changed pretty much every input in the database setup window and although different things produce different results (sometimes double prints as per the screenshots) I cant get it to display the T&S and volume accurately.

I thought it might have something to do with the speed of the data stream since it seems to miss prints with the same timestamp but i have tried 2 different internet connections, one 10x faster than mine, but given it prints in excel fine i don't think that's the issue.

Hopefully its something small I'm overlooking and @Tomasz will know in a split second.

I am running version 6.20.1 in 64 bit and its a purchased registered version.

Thank you in advance

APT%20AB%20Excel%20Spark%20example

Amibroker%20SPark%20sussed%20out

No takers?

Oh well, Ive tried absolutely every combination of input variables in the database configure window now so I guess Amibroker just cant accurately read the DDE data at the speed at which the platform is sending it.

If anyone comes across this post at a late date and has any ideas at all please reply.

Thanks,

RB

Sorry but I just have to say that your "guess" is nonsense. Somehow people having no clue think that they "know" (Dunning Krugger effect). It has nothing to do with internet connection speed or "ability" to process. Clearly and quite obviously your unsupported 3rd party data source (Spark) is NOT compatible and it does not send the data in expected way (trade size is sent incorrectly without proper DDE_Advise for each tick).
The thing is that "DDE" as the source of RT data is not standarized and every DDE server does that differently. The "double prints" as you call it clearly say that your configuration and the way Iguana sends records is incorrect/unexpected. DDE plugin expects certain way of delivering data (via properly sent DDE_Advise message). If DDE server does not do what is expected (sending DDE_Advise for every tick), it won't work or will just display records for which DDE_Advise was sent. Clearly your Iguana is NOT sending DDE_Advise properly. Excel may work without it (it is not representative) but DDE plugin REQUIRES proper DDE_Advise. BTW: you did not even include screenshot from your DDE plugin config. Wrong settings obviously produce wrong results.

The list of SUPPORTED and working DDE servers is available
http://www.amibroker.com/dde.html

and the page very clearly says:

Note: DDE plugin is provided freely on "as-is" basis. No "hand holding" is provided especially with regards to configuring 3rd party applications / 3rd party DDE servers. The information below is everything what is offered. As DDE real-time streaming varies from source to source and each data vendor using its own format / methods / different implementation it may or may not work for you (i.e. for particular data vendor). You can find the sample tested configurations at the end of this page. We do not guarantee the operation for untested sources. It is always way better to find a broker or data vendor that has dedicated plugin available

Spark is NOT on the list so obviously it is NOT supported.

DDE is ancient technology. You should use dedicated data plugins, such as IQFeed, eSignal, Interactive Brokers.

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

Anything that is NOT listed is NOT supported.

Last but not least, the email that you use for the forum is NOT registered for AmiBroker.
You need to use registered email address or your account will be removed after 30 days trial period.