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[amibroker] Interactive Brokers historical data



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At the 1st of the month I stopped using the IQ-feed data for 
QuoteTracker, and focused on the Interactive Brokers feed.  One 
problem with IB is that their typical backfill is only 1 day, so it's 
very inadequte for analysis.  So I started scrounging around the IB 
site and found a source of downloadable historical data.  I emailed 
IB asking for some format protocol and got this response. I'm 
wondering if anyone would be familiar with what he's indicating?

**IB reply**
The intraday day data available for indices is: 
open, high, low, close and volume 

You can test this with the VB ActiveX sample code which is 
included with the API Components for reference. 

For the coding on how to do so please check the TWS User's Guide 
under the API section for the Code you are using. 

-Ben 
IB TAC 

**My original request**
"Mark" <dog_daddy@xxxxxxxxxxxxx> wrote on 06/10/2005 10:40:08 AM:

> Hi, I talked to Chat, but they asked me to email you....  my acct # 
is
> U153291

> I'm looking for a way to download historical quotes into 
AmiBroker.  I found
> historical index data in the "contract info" page and it offers a 
download
> of index data.  I didn't notice or was unable to understand 
specifically
> what is included (open, high, low, close & volume?) and what format 
that
> data is delivered in so I can determine if I can suck it into 
Amibroker.

> Thanks,
> Mark Clouse 
> 
> EmailRefCode:M0506698




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