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Dear Tomasz,
thank you for the precise instructions!
In order to perform automatic backfill, I have to add all symbols to
the RTQ window and wait for the exchange trading hours. I noticed
that only during trading hours the automatic backfill is working.
Outside from trading hours I get this message:
HMDS data farm connection is inactive...
Would it not be more comfortable to have a direct menu command to get
all symbols backfilled as it works in Amiquote with historical quotes?
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
>
> Hello,
>
> Do not use this option.
>
> Instead use PLUGIN MENU - > Backfill All RTQ symbols
> As Explained here: http://www.amibroker.com/ib.html
>
> 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/apiBetan
otes.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
>
> ----- Original Message -----
> From: "spacetalk123" <spacetalk123@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, October 08, 2005 10:46 AM
> Subject: [amibroker] Backfill quotes from IB
>
>
> > Hi,
> > is there any option to backfill all stocks in database without
> > selecting every stock by hand in the workspace window?
> >
> > In the database configuration there is an option:
> > "Force instant quote retrieval for all symbols..."
> >
> > This works but does not support backfill. Only the last quote is
> > fetched.
> >
> > Thanks in advance for any suggestions!
> >
> >
> >
> >
> >
> >
> >
> >
> > 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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