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RE: [amibroker] Re: Accumulating IB backfill data ?



PureBytes Links

Trading Reference Links

I agree with the comments below, but I'm not sure the "frustration" part is
all AB, but sometimes IB.

Anyhow, the reason I responded is you can buy access to nearly 3 years of
minute data for many futures for $63 from here. Files can easily be 40-50 MB
for each symbol if you get all 3 years...and AB runs pretty slow with this
much data. However, it is great for backtesting historical futures before
you go "live", at which point you can create different symbols with less
data.

http://www.scmagic.org/English/Index.htm

They take PayPal and I got exactly what was advertised. This company is in
Germany so, when importing the data into Amibroker (yes, they supply
Amibroker format, be sure to check the box) you need to download with a time
offset from GERMANY, not GMT (it's 1 hour later). For example, I am in GMT
-7, but I had to use a -8 hour offset. Then I loaded into AB and checked
Exchange time with my local offset of 2 (I'm Mountain time) and it works
perfectly.
--
Terry

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of wes_zoltran2
Sent: Friday, January 26, 2007 14:45
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Accumulating IB backfill data ?

John 

I have back to Sept 06 in some of my AB symbols.  And I know others
may have more than this.
 
I don't think I have anything special. My DB settings are 'Local Data
Storage', 5000000 bars, 1 Minute. 

Also make sure you also add the symbol to the RealTime Quote List as
well and AB 'should' collect data for you. 

Now .. having told you that it works ...  It can be frustratingly
erratic at times. 

AB will occasionally delete or drop all data for a symbol. 

And sometimes it doesn't collect the RT data even if you have it in
the RT quote list.  

So I find I do routinely go thru all my symbols each day to make sure
all is well re data, and then backfill or restore from backup if it's
really bad.
 


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