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Hello Wes,
Could you please specify which program you use in order to backfill more
than 30 days of intraday data from IB?
I know I could change my computer clock in order to backfill intraday data
that is more than 30 days ago (e.g., set my clock to 12/31/2006 would
backfill Dec. of 2006 data for me). But change the clock time each time is
too cumbersome and a program to do it for me is more practical.
Thanks!
iKing
_____
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Wes Smith
Sent: Saturday, February 10, 2007 10:14 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: TJ: Why not Daily Backfill with IB?
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.
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