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@xxxxxcom>
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@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 ?