PureBytes Links
Trading Reference Links
|
Terry ..
IB provides a year of daily data. Primary use is for TWS daily charts, but API users have access too.
It would be a nice feature if we could have both IntraDay and Daily data from IB in one database like AB does for esignal.
For reference, programs such as QuoteTracker and Sierracharts now provide eod charts using IB daily data.
As for the 30 days of intraday .. they actually provide a lot more than that .. many months for some symbols.
Unfortunately.. the throttle/limits IB places on that stream make it pretty much useless.
I have done it with other programs, but it was a long process, and involved restarting TWS several times to get past the limit.
I think AB's 30 day limit is reasonable considering the IB limitations.
----- Original Message ----
From: Terry <MagicTH@xxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, February 9, 2007 8:24:57 PM
Subject: RE: [amibroker] Re: TJ: Why not Daily Backfill with IB?
<!--
_filtered {font-family:"Cambria Math";
panose-1:2 4 5 3 5 4 6 3 2 4;}
_filtered {font-family:Calibri;
panose-1:2 15 5 2 2 2 4 3 2 4;}
_filtered {font-family:Tahoma;
panose-1:2 11 6 4 3 5 4 4 2 4;}
_filtered {font-family:Verdana;
panose-1:2 11 6 4 3 5 4 4 2 4;}
_filtered {font-family:Vivaldi;
panose-1:3 2 6 2 5 5 6 9 8 4;}
/* Style Definitions */
p.MsoNormal, li.MsoNormal, div.MsoNormal
{margin:0in;
margin-bottom:.0001pt;
font-size:12.0pt;
font-family:"Times New Roman","serif";}
a:link, span.MsoHyperlink
{
color:blue;
text-decoration:underline;}
a:visited, span.MsoHyperlinkFollowed
{
color:purple;
text-decoration:underline;}
tt
{
font-family:"Courier New";}
span.EmailStyle18
{
font-family:"Calibri","sans-serif";
color:#1F497D;}
.MsoChpDefault
{
font-size:10.0pt;}
_filtered {
margin:1.0in 1.0in 1.0in 1.0in;}
div.Section1
{}
-->
Feature request to IB I presume. They only offer 30 day max
backfill (minutes) so a daily download is rather worthless unless IB provided
the history.
Besides, there is Yahoo and MSN. Both free sources albeit occasionally
flaky.
--
Terry
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Wes Smith
Sent: Friday, February 09, 2007 15:25
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: TJ: Why not Daily Backfill with IB?
IB is RT only at present. I believe there's a
feature request for daily already logged.
fwiw, IB daily data is not the cleanest .. and they refuse to fix bad quotes.
(i asked them).
Just for fun, pull up a TWS daily chart for IOC
----- Original Message ----
From: tradinghumble <sharp2be@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, February 9, 2007 4:37:23 PM
Subject: [amibroker] Re: TJ: Why not Daily Backfill with IB?
--- In amibroker@xxxxxxxxxxxxxxx,
"tradinghumble" <sharp2be@xxx> wrote:
>
> I was just wondering what's the reason AB does not provide daily
> backfill with Interactive Brokers... or, at least I can't get it work.
>
Anyone?
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
http://groups.yahoo.com/group/amibroker/
Individual Email | Traditional
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
amibroker-unsubscribe@xxxxxxxxxxxxxxx
http://docs.yahoo.com/info/terms/
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.441 / Virus Database: 268.17.33/678 - Release Date: 2/9/2007 4:06 PM
|