HOW TO USE BACKFILL FEATURE
Backfill feature in plugin
1.3.7 allows to download 24 intraday historical data to fill-in the gaps that
may have occurred when AmiBroker / TWS is not running.
IB Backfill feature is
configurable from File->Database Settings, Configure
:
Two main backfill-related
settings are:
1. request length
2.
automatic backfill
When request length is
considered, as explained in TWS API Release Notes at: http://www.interactivebrokers.com/en/software/apiReleaseNotes/apiBetanotes.php
currently IB backfill feature is limited to some fixed duration / bar interval
ranges. For example you can get maximum 2000 1-second ticks, maximum 10000
5-second bars, maximum 30000 15-second bars and maximum of 86400 1-minute bars.
If you exceed the request length from lower range you will get data in higher
interval.
By default AmiBroker uses
maximum allowable amounts. You can modify the values by yourself to get more or
less data but it is recommended to keep default settings
As for "automatic backfill
on first data access" - when it is checked AmiBroker attempts to backfill symbol
when you display a chart for given symbol (or perform backtest or scan). Please
note that TWS API currently allows only one backfill at a time so when there is
a backfill already running in the background, automatic backfill request for
next symbol will be ignored, until previous backfill is complete.
It is convenient to have
this option turned on, however it can cause additional load on your internet
connection because of data needed to be downloaded during backfill
process.
If you switch "automatic
backfill on first data access" option off, you will still be able to backfill
data for current symbol or all symbols in real-time quote window list usign
appropriate menu options from plugin status menu.
Backfill
Current option allows to force backfill of currently selected symbol,
while Backfill All RTQ symbols allow to force backfill of all
symbols listed in Real-Time Quote window. Backfill of multiple symbols is
performed sequentially (one at a time) due to limitations of TWS.
During backfilling a
tooltip pops up informing the user about symbol being currently backfilled and
plugin status color changes to light blue (turquoise) as shown below:
Best regards,
Tomasz
Janeczko
amibroker.com