Hello,
As for that points:
>1) Ability to provide a list of symbols (watchlist, text file,
whatever) for download.
This is possible now (via RTQ window).
>2) Ability to automatically download enough data to bring it current UP
TO a maximum number of days.
>For example, assume that you set the download filter = 20
days.
> If MSFT had 37 days of 1 minute bars and was missing the current
day, it would download 1 day. If AAPL had no data, it would download
20 days.
This is how other plugins work (i.e. eSignal, IQfeed, myTrack) and I will
implement this method in IB plugin as well,
HOWEVER, regardless of data source sometimes it is necessary to re-download
(force backfill) ALL data since
there may be corrections/adjustments done later and you may want to get
them.
----- Original Message -----
Sent: Saturday, February 04, 2006 3:51
AM
Subject: Re: [amibroker] Retrieve IB data
from more than 100 symbols?
Tomasz,
Thanks. Good information.
This is a tough issue because I want to use the 1-minute data for
analysis and update the data real-time for trade entry and exist. It
just makes sense to reuse the data. No worries (hopefully) about
database corruption.
I really wish that IB would package the data with a downloader and charge
a reasonable fee for the service. They have the data already in a
database and they provide the API. Ah, well... I suppose that
won't happen because it would be a change in their business model. That
would be tough.
Regarding your software, what I'd like to see:
1) Ability to provide a list of symbols (watchlist, text file, whatever)
for download.
2) Ability to automatically download enough data to bring it current UP
TO a maximum number of days. For example, assume that you set the
download filter = 20 days. If MSFT had 37 days of 1 minute bars and was
missing the current day, it would download 1 day. If AAPL had no
data, it would download 20 days.
I hope this is feasible.
Thanks and regards,
Dan.
--------------
Original message --------------
From: "Tomasz Janeczko"
<amibroker@xxxxxx>
Hello,
I was not really addressing backfill, but
rather "streaming".
Streaming is limited to 100 simultaneous
symbols.
Backfill is limited to ONE SYMBOL at a time by IB.
If you attempt to access more in parallel it won't
accept backfill request until previous backfill is
complete.
With current plugin the only method to backfill
automatically the list of symbols is to put them into RTQ
window
and use "Backfill all RTQ symbols". This way plugin will
slowly backfill symbols ONE BY ONE.
Answering second question: yes it will replace data - for
AS MUCH BACK as you have choosen (it may be 1,5,10,15,20,25,30
days).
BTW: I am working on some solution that will provide
methods to get historical data from IB for lots of symbols
easier.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Friday, February 03, 2006 9:50
PM
Subject: [amibroker] Retrieve IB data
from more than 100 symbols?
Hi. I need
one-minute historical data for a 20-day analysis (NOT real-time) on
300-600 symbols. I'd like to use my IB account. In a recent post (snippet
below), Tomasz said that the easiest way of getting IB intraday data for
mutiple symbols is to run an AB scan. The caveat is that IB is
limited to 100 symbols backfill. So...
- Can I just run multiple scans, each with a list of
100 symbols?
- For a specific symbol, does AB append to
or replace prior days' data? For example, today I
backfill 20 days data for MSFT. Tomorrow, I backfill MSFT
again. Will it backfill JUST the incremental data for
tomorrow or will it re-backfill 20 days of data.
Thanks for any help,
Dan.
-- snip
---------------------------------
The simplest way to
do this for ALL symbols AUTOMATICALLY is to run ONE SCAN (in AA)
over all symbols when you start.
This will cause that
plugin will collect data for ALL symbols included in the scan (if you are using IB please
note that it has limit for 100 symbols).
-- snip
---------------------------------
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