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Hello,
1. In my tests I am getting longer backfills for STOCKS (which have shorter trading hours)
and shorter for FUTURES (which are trading almost 24 hours a day)
Stocks are backfilled upto 5 days back, GLOBEX futures ~2days.
2. Yes the API docs says that but
a) this needs to be verified in practice (to implement that IB would need to collect the data for 6 months now,
and based on their comments I doubt if they already collected that much data)
b) accessing this would require changes in the plugin
while I was asking what results you get with CURRENT version of the plugin
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: <ninja500@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 25, 2005 2:51 AM
Subject: Re: [amibroker] IB plugin and TWS 848 multiple-day backfill
> Just tried ESU5-GLOBEX-FUT and only got 1-minute backfill from
> 7-21-2005 6PM to current time 7-24-2005 830PM, which is about two days
> when taking the weekend into account.
>
> The API also says that requests of up to one week can have an end date
> at any time within the last six months, so can't we get up to six
> months of backfill?
>
> On 7/24/05, Tomasz Janeczko <amibroker@xxxxxx> wrote:
>> Hello,
>>
>> New TWS 848 features multiple-day backfill.
>> I was just about to modify plugin to utilise these new abilities, but
>> according to my tests *existing* IB plugin (1.4.2)
>> allows to get upto 5 day 1-minute backfill (one trading week) without any change in
>> the settings.
>>
>> If you have different observations let me know.
>>
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>>
>>
>>
>> Please note that this group is for discussion between users only.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>>
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
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