Re: [amibroker] IB Tick data backfill

["Tomasz Janeczko" <amibroker@xxxxxx>]

Time is not an issue here. Please re-read my previous post. The limitation is TWS resolution of backfill.

Best regards,
Tomasz Janeczko
amibroker.com

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

From: Daniel LaLiberte

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, April 24, 2006 12:43 PM

Subject: Re: [amibroker] IB Tick data backfill

I remember hearing (on a question-answer session with the IB TWS developer)
that the time is available when you first connect with TWS, and you (client
of TWS) are supposed to keep your own clock synchronized with that initial
setting for the duration of the connection.  I suppose we will have to
demonstrate to them why that can not be accurate enough, and maybe then they
will change.

dan


On Sunday 23 April 2006 06:25 pm, Tomasz Janeczko wrote:
> 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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