I've never trusted IB data after a couple of disastrous run-ins a couple of
months ago.
This site has 5-second data for several
commodities
http://www.scmagic.org
The site
is tricky to navigate, but the service is great and very cost
effective
On 23/02/07, itmwh
<toxutao@xxxxxcom >
wrote:
Hi, today I tried to download the Febuary 5-seconds intraday data of
HSIG7-HKFE-FUT from Interactive Brokers with AB , but found that I can
only download the 5-second realtime data from Feb.13 AM. (In database
setting, I fill in 200,000 as the default number of bars.) Has some
one experience the same when downloading 5-second data from IB ? Is
it possible to download the whole month 5-second data of a contract in
just one time ?