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I am always surprised why do you think you are so smart and I am so dumb
that I did not check things like that.
Every now and than some very smart newcomer to this list start to give
me some "super bright lessons".
Imagine that I have been there already.
Before you start giving lessons of this very unique finding of yours
Just go on and try to actually download one year of history from IB
of 1 second data (it will allow you to get 2000 second chunks in one request).
If you try it you will find out .... that IB will throttle you request after doing about 58 requests
for about 3 minutes. Now calculate HOW LONG will it take to take 1 year of
1 second data.
Yes DO TEST before giving lessons to others because if you test
it DEEPLY (not 1-symbol quick test) you will quickly find out how poor
and unreliable IB backfill is and how long you have to wait because IB will
start to throttle you like HELL if you try to download more .
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "loveyourenemynow" <loveyourenemynow@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, December 05, 2006 5:01 PM
Subject: [amibroker] Downloaded 1 year IB backfill
>I am dowonloading the IB 1 year data with the TWS c++ client, you just
> have to make multiple requests changing the end date every time to
> cover all the range , and merge together all the data.
> I guess this is the same the present IB plugin is doing, since in 1
> minute barsize I cannot get more that 5 days per request, so you need
> 4 requests to get 30 days as the present AB-IB plugin is doing.
> I just tried with eur.usd so far
> I can send you a file in which i download 1 year in 1 minute
> resolution or even 1 sec (would take longer..)
> At the moment I am doing it manually with the TWS client (modified to
> save the data in a file ) because I am testing the method but it is
> easy to automatize, just a matter of choosing well
> s_dlg.m_backfillEndDateTime, the end date you give to the function
>
> reqHistoricalData( s_dlg.m_id, contract, s_dlg.m_backfillEndDateTime,
> s_dlg.m_backfillDuration, s_dlg.m_barSizeSetting,
> s_dlg.m_whatToShow, s_dlg.m_useRTH,
> s_dlg.m_formatDate);
>
>
> Sounds useful or unreal?
>
> Ly
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
>
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