I want to save every day 1 second chart data for 3-4 US stock symbols per day (they are different every day, not one and the same) for the time period from 7AM-9:30AM(pre-market session only). I want to create local database with this data for backtesting purposes later on.
I was thinking to get the charts/data from the Interactive Brokers plugin however Interactive brokers allow up to 2000 bars for the 1 second chart backfill, so basically I cannot backfill the whole pre-market session.I am also not sure how to save the real time data from IB plugin even for the 2000 bars that I can backfill. Any help with that will be appreciated.
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As to the answer: Trial / demo does NOT save data. Once you purchase the license, you don't need to do anything to save - AmIBroker automatically saves data it received from plugin when you exit the program if Local data storage is enabled in the database settings (that is the default setting)Explained as always in the manual:
But as you stated, you are only able to download around 30 minutes of 1sec data with the AMI plugin. This is problematic in a few ways, the most common issue is losing data connection for over 30 minutes, and not getting a full backfill because of that -- so you will have gaps in your data.
Thanks for replying.I downloaded the data from TradingView in csv and imported it to Amibroker.It is just 3-4 symbols for 2 and 1/2 hours a day so it is not something enormous and as you say probably will save me from troubles with IB
Using TV data in AMI could be useful for optimizing, and then trading on TV itself. The benefit of this option is you've got a cloud service handing all the data. I'm assuming what's printed doesn't change, but I don't know what their policy actually is.
I see the pre-market session chart on the US stocks. When I try to export CSV for the pre-market session for specific symbol on the 1 second chart the data before 9:30 is missing and also the time-periods on the csv file is completely different from what I have on the chart opened. Example:
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