Re: [amibroker] IB Tick data backfill

["Tomasz Janeczko" <amibroker@xxxxxx>]

First of all, IB/TWS does NOT provide TICK backfill. 

The finest resolution it provides is ONE SECOND bar backfill.

http://www.interactivebrokers.com/en/software/apiReleaseNotes/api_84.php?ib_entity=uk#84_intraday

 

This is TWS limitation and no one except IB can do anythign about it.

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: J. Biran

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, April 24, 2006 12:09 AM

Subject: RE: [amibroker] IB Tick data backfill

 

even if Backfill worked perfectly, it is not very useful for tick data.

 

since IB does not transmit time stamp of data it is impossible to reconstruct
the tick data chart.

 

see attached charts for before and after backfill:

 

BEFORE

 

AFTER:

Joseph Biran
____________________________________________

 

 

---

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Ara Kaloustian
Sent: Tuesday, April 18, 2006 4:29 PM
To: AB-Main
Subject: [amibroker] IB Tick data backfill

My IB Tick data backfill does not seem to work ...

 

Is there a backfill for tick data???

 

 

 

Thanks

 

Ara

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