Amibroker / IB Data Realtime

[GlenPeake]

Thought I’d play around with Amibroker and the IB Plugin…. I’d never used it before or tried to get it working together.

Thought I’d post up a few details in case others are interested.

So for ASX FMG the symbol I used and seemed to work was/is:
FMG-SMART-STK-AUD

To add the new symbol, I used the following:

I don’t subscribe to IB Data i.e. no data subscription, so I’m very limited in what I could access… i.e. no constant refresh and only 1 symbol, however it did provide the data for the last 5 days.

E.g. after the first ‘backfill of the symbol data’ I couldn’t get any more (suspect data subscription required here etc)

One minute tick data below for FMG.au / FMG-SMART-STK-AUD

IB Controller can also be used to control orders etc…. I haven’t looked at this…. I was just interested in seeing if I could get the intra-day data happening etc….

Backtesting an intra-day strategy would be “tricky” without historical tick data etc but food for thought etc….

[GlenPeake]

Setup/Reference Links:

https://www.amibroker.com/ib.html
https://www.amibroker.com/guide/h_ib.html

Symbology, finding the right Symbol to use was a bit of a pain, but managed to find a reference
https://forum.amibroker.com/t/how-to-find-correct-ib-symbol-using-tws/125/7

https://forum.amibroker.com/t/closeallopenpositions-not-sending-to-ib-controller/15657

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