|
PureBytes Links
Trading Reference Links
|
TJ,
>From note below, I assume IB Has (or will have) data for up to 6 months but
are willing to distribute only chuncks of 1 week.
While this does not make much sense to me, if true, is it possible to have
AB make repetitive calls to IB to down load chunks of 1 weeks data until all
6 months are received?
1 week of data is clearly adequate for trading, but not strategy development
work.
Thanks
Ara
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 25, 2005 2:45 AM
Subject: Re: [amibroker] IB plugin and TWS 848 multiple-day backfill
> 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
> >
> >
> >
> >
> >
> >
> >
> >
>
>
>
> 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
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/DldnlA/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|