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RE: [amibroker] Re: New Interactive Brokers plugin (1.4.3)



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thanks for addressing this.  For me, having the option of easily changing
Backfill RTQ to 1 day, and Backfill Current to 5 days does the trick.

Normally i would think folks only need Backfill RTQ 1 day, yesterday plus
from 00:01 today which depending could be almost 2 days, which appears the
way you have it now---i got 5 full days and today with a new symbol.  i log
off at market NYSE close 1315 and log back on in morning 1000.  When set to
1 day Backfill all RTQ, i would like yesterday, and today to current time.
I am on a dial-up phone line, and really do not find the backfill times
excessive..

Hopefully others will state an opinion.

It's always tough when you rely on others to do the best they can
do---except you of course---you always do.

ron

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
Behalf Of Tomasz Janeczko
Sent: Tuesday, October 18, 2005 3:43 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: New Interactive Brokers plugin (1.4.3)


Hello,

Out of frustration caused by these long backfill times I have included
a couple of high-resolution timers to get timing profile of various parts
of the plugin. The plugin timings were great, but... to my surprise
- speed limiting factor is the TWS API implementation that uses
  one-character-at-time unbuffered socket reading.
I expect getting some serious speed increase using custom code.
A very sad thing in that is that one can not rely on other's people code
(TWS API) and everything needs to be rewritten to get optimum speed.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "ronbo" <ronbo@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, October 18, 2005 9:59 PM
Subject: RE: [amibroker] Re: New Interactive Brokers plugin (1.4.3)


> Thanks--TJ.  my times are longer than twice....  i'm using 10 symbols.
you
> are also backfilling from a European server, i'm in the US, so a different
> server and time of day may make a difference.
>
> Another funny thing i noticed with 1.43 just a few minutes ago.  qmx5 is
> about to expire so i added a new symbol, qmz5.  i did a backfill using
1.42
> and got 2 days of data.  i closed AB and copied 1.43 to the plug-in
folder,
> did a backfill current and it just updated from the time i had closed AB
> while copying over IB.dll 1.43.  i deleted qmz5, and then created it over
> with new symbol, did a backfill current and now i get 5 previous days plus
> today.
>
> Does the backfill only fill 5 days if it is a new (empty) symbol?  or is
the
> problem that it won't backfill a symbol which was created with a previous
> version of IB.dll?  or is it something else?
>
> ron
>

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