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I track about 60 symbols but IBs back fill just sucks. Stupidest
thing I ever saw. What I do is manually back fill 30 days ONCE, when
I start with a new data base. To do this I display each symbol in the
Symbol lost. Once I have done that I save the data and change the
back fill length to 1 day.
For daily back filling I put all the symbols in a watch list and then
use foreign to get data from each symbol and plot the close. When AB
tries to plot the data it will back fill the data automatically. You
are supposed to be able to do this with the real time quote window
but if you ever get a pacing violation the download starts at the top
of the list once the pacing violation is over so that it never
finishes because I keep getting pacing errors at the same place every
time.
The indicator I use daily to make sure I back fill all the symbols is
attached below. If there is a pacing error it will just start at the
symbol that was not back filled. But if that gets to be a problem you
could break the symbol list over a number of watch lists and add a
parameter to select the watch list.
Hope that helps,
Barry
_SECTION_BEGIN("Back fill from IB");
SetChartOptions(0, chartShowArrows | chartShowDates );
Filename = StrLeft(_DEFAULT_NAME(),StrLen(_DEFAULT_NAME())-2);
_N(Title = filename + StrFormat(" - {{DATE}} {{VALUES}} "));
// parameter list for the MA periods
// retrive comma-separated list of symbols in watch list
list = CategoryGetSymbols( categoryWatchlist, 50 );
myC = 0; numUp = 0;
for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
{
f = Foreign( sym, "C" ); // get the close values for the
symbol from the watchlist'
plot(f, sym + " C", i * 3 );
}
_SECTION_END();
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> hi,
>
> I also have problems sometimes, also depends on how many symbols I
am using for me to notice. One problem is that if you have too many
symbols in your IB data base it will give problems, and you may get
error messages like you describe. Removing a bunch of symbols might
help,
>
> regards, Ed
>
>
>
>
>
> ----- Original Message -----
> From: spaceant888
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, July 22, 2008 3:25 AM
> Subject: [amibroker] Re: Interactive Brokers issues - anybody
else having them?
>
>
> I retest it again after updating TWS to Build 885.5 (most updated
> one) and IB DLL is V1.7.1. The problem still persists.
>
> Last message from TWS:
> TICKER NAME, 322, Error processing request:-¡¥ub¡¦ : cause ¡V
> Duplicate ticker ID for API historical data query
>
> When I shorten the backfill period to 5 days, no problem at all.
> I think the AB team should take a look at it with the DLL or
> others....
>
> Sa
>
> --- In amibroker@xxxxxxxxxxxxxxx, "spaceant888" <spaceant888@>
> wrote:
> >
> > This is the second week the problem persists. I have tried to
> > switched to a shorter backfill period, say for 10 days or less,
it
> > is getting better......
> >
> > Sa
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "ninja 600" <ninja600@> wrote:
> > >
> > > Yes, I'm having backfill issues today.
> > >
> > > On Fri, Jul 18, 2008 at 1:07 PM, droskill <droskill@> wrote:
> > >
> > > > Hey all - I've been having a lot of issues with intraday
> data
> > from
> > > > Interactive Brokers over the past week - basically that
> > backfills take
> > > > forever and sometimes don't happen at all. I'm getting a
lot of
> > > > retries on the connection because of throttling.
> > > >
> > > > Now, I know the simple answer to this is: get a real
datafeed.
> > > > Understood! I just wondered if anyone else was having
issues.
> > > >
> > > > Thanks!
> > > >
> > > >
> > > >
> > >
> >
>
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