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Re: [amibroker] Re: FW: Interactive Broker TWS Feed



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The issue of real-time quotes not being saved has come up many times, but has not been made clear to all users. (maybe knowledege base/plugin help page should be updated). Basically, if your RT symbol is not displayed in a chart, you have to do a scan/explore of all symbols for data to be transferred from the plugin to the AB database or else the data will not be saved.

BTW, for users experiencing backfill errors/timeout, I would suggest they follow the following which is from the API release notes since it is within user control. Backup the file, then make the change. I find it makes backfill work better, but I am not saying it fixes all problem with historical data connection (some of which appear related to disconnect due to server message throttling)

When TWS connects either to IB via the internet, or an API client application, it creates Java-based sockets of a predetermined size. If an API application intends to make historical data requests that return more than 1000 bars, it is recommended that TWS be configured to increase the sizes of the API socket buffer. This can be done in the "settings.xml" file in the user's Jts directory. It is important that TWS not be running when its settings.xml file is manually modified. In the <SystemSettings> XML element, the <apiSocketBufferSizes> elements can be used for this purpose. Adding this line to the <SystemSettings> element in settings.xml should suffice:

<apiSocketBufferSizes>500000</apiSocketBufferSizes>

Finally, the thread referred to below is a year-old, and likely forgotten or never noticed in the first place, just like a lot of posts in AB forum.  If it's still a problem, I would suggest emailing  api  @interactivebrokers.com directing your message to Jay Bailey.



Lack of afterhours backfill has been reported *months* ago (April 22, 2005) to IB forums
and no-one at IB cares.
http://www.interactivebrokers.com/discus/messages/2/28391.html






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