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[amibroker] Re: FW: Interactive Broker TWS Feed



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Here's the response I got from IB API team..

Dear Trader,

IB does not currently offer Historical Market data outside normal
trading hours for every contract and product offered. Currently US
Stocks and futures do not have available Historical data outside
regular trading hours. Our developers are aware of this and this has
been added as a known enhancement for the future.

Mike
-IB API

"JD Fagan" wrote on 03/24/2006 12:00:21 AM:
> http://www.interactivebrokers.com/discus/messages/2/28391.html
>
> Was wondering if you guys were aware of issue brought up by Tomasz
> (link to post above) with regards to extended hours historical
> intraday data using reqIntradayData?
>
> Thanks,
>
> JD 

--- In amibroker@xxxxxxxxxxxxxxx, ninja500@xxx wrote:
>
> 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.comdirecting 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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