Times and sales access

sorry for all the questions but I'm evaluating software as a candidate for my "final destination" use.

Would you ever consider in a future release to allow access to T&S data directly (without need of tick chart) so we can compute statistics such as the ones mentionned here:
https://www.amibroker.com/guide/w_timesales.html ?

Such data (bid, ask, bid size, ask size, etc) are accesible via GetRTData() function. Note: that it requires real-time data plugin (IB, eSignal, IQFeed, etc).

Thanks for your answer.
Is it possible to know if "last price" was on the bid or ask with an IQFEED?

In other words, what accessible properties comes with "Last price", aside from price? I bet there is the time.... what else?

Everything is possible, but there is a limit of help that TRIAL user can expect.
Purchase the software and then you will receive help.


Chicken and egg.... I need some questions answered before I make the purchase :slight_smile: .

Like for example the other one from other user you made invisible where I needed to know how sessions spanning over 2 days (CME for example - 6:00 p.m. day 1 - 5:00 p.m. Eastern Time day 2 ) would be handled by AB if at all.

Unless I'm mistaking, this is not covered in the docs and that user raised a problem about it and I looked at session management but didn't saw how to handle this case properly at database level.

I think I found the solution here:

Haven't tried it yet.

Oh, and I purchased a license :).

I came to the conclusion after lots of research, that massive, accurate historical backtest is extremely impractical with other plateforms.

Will take time to read the docs and all.

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Thank you for purchasing the license.
You can check whenever last is on bid or on ask using code like this:

OnBid = GetRTData("Bid") == GetRTData("Last");
OnAsk = GetRTData("Ask") == GetRTData("Last");

The list of available fields are listed here http://www.amibroker.com/f?getrtdata
but whenever given plugins offers all fields or not is up to the plugin (data source).

Thanks for your answer.

It's hard to believe how primitive are the other platforms when it comes to working with multiple securities / strategies in the context of backtesting.
They chose the wrong approach from the start: adding different time series for backtest granularity (like 1 sec / 5mn of same instrument as 2 different data arrays), where your compression/decompression approach is so much more sensical.
Not talking about how SLOW they are and how they manage their cache badly having you reloading data over and over again each time you change a comma in your formula.

I could go on and on about... but I have better things to do like printing the Amibroker book^^.