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you can use the excel dde interface provided by IB and download
expired contracts up to 1 year back, (but not all the data is really
in good form), save it as cvs file and import it in ab
this can work for daily data, but for intraday it would take a long
time to do it manually so you should write a program to automatize it
and in any case ib has strict limits on the amount of data you can
download before it rejects requests, please see old posts on the topic
ly
--- In amibroker@xxxxxxxxxxxxxxx, "dbwyatt_1999" <dbw451@xxx> wrote:
>
> Fred,
>
> IB is not really in the historical quote business and only keeps
> about 30 days of historical data online, so the data for older
> contracts disappear. For older contracts, you'll need to import data
> from another source like SCMagic
> (http://www.scmagic.org/English/Index.htm).
>
> Regards,
>
> David
>
> --- In amibroker@xxxxxxxxxxxxxxx, "jjj_98" <jjj_98@> wrote:
> >
> > Anyone know how to load historical futures data into Amibroker from
> > IB? Specifically I'm using YM and have no problem with the current
> > June contract but cannot get any older data loaded using for example
> >
> > YM MAR 07-ecbot-fut
> >
> > as the symbol.
> >
> > thx,
> >
> > Fred
> >
>
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