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Providing 1-second bars as compared to single trade ticks
makes huge difference
when you consider bandwidth and memory requirements. On
heavily traded securities
there can be more than 200 ticks per second and this means
200x bandwidth and 200x storage.
This means costs, costs and costs.
They would not be able to afford to provide such service for
free (or included in the brokerage account).
I am actually surprised that they can
afford delivering what they already do and still maintain very
low commissions
Best
regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Tuesday, April 25, 2006 1:31
AM
Subject: Re: [amibroker] IB Tick data
backfill
On Monday 24 April 2006 06:54 am, Tomasz Janeczko
wrote:
> Time is not an issue here. Please re-read my previous post. The
limitation
> is TWS resolution of backfill.
My mistake. I
was thinking of real time data rather than backfilling,
suspecting they
had the same problem with lack of time.
In any case, I wonder whether
IB is deficient in these areas because they just
have not heard enough
complaints yet, or are they limiting their fixes for
some
purpose.
dan
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