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Hello,
Although theoretically possible, such practices would cause IB
either raising their rates of locking user(s)
abusing the service that way. Accept the fact that there are
100 simultaneous symbols available and that's it.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Saturday, February 04, 2006 2:10
PM
Subject: Re: [amibroker] Retrieve IB data
from more than 100 symbols?
Thomasz et al,
Following this discussion, suppose I'm interested in ONLY streaming
quotes (no backfill) for say 300 symbols. Also suppose I don't need it
really "streaming", but have a RT quote once in a minute or two (per each
symbol).
Can it be achieved using AB and IB
data?
Short.
On 2/4/06, Tomasz
Janeczko <amibroker@xxxxxx>
wrote:
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.
----- 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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For other support material please check also:
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