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Quotes freezing during real-time trading mainly which cost me $$$$.
The scmagic.org website allows you do download 2 sec data for up to 3 years on some instruments for USD199p.a. It is not real-time, but is a good backfill substitute for IB. I've got no affiliation with them, but have found their service very useful.
On 23/02/07, Tom <toxutao@xxxxxxxx> wrote:
Hi Mark
What do you mean by "a couple of disastrous
run-ins"?
FYI, I do not trade on 5-second chart, just want to download
5-second as the base interval to get higher time-frame data. If I cannot
download 5-second data from IB in one time, I have to download it several times
during a month and save them for future use.
Rgds/Tom
----- Original Message -----
Sent: Friday, February 23, 2007 6:38 PM
Subject: Re: [amibroker] 5-second IB intraday
data backfill question
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@xxxxxxxx >
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 ?
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