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[amibroker] Re: IB Broker data limitations



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Trading Reference Links

If you have an account don't use the demo version. Sign onto account 
management in your account and select account access and set up a 
paper trading account. That is much better than the demo account and 
has most of the features of your real account. Also, if you have more 
than one computer you can test with the paper trading account and 
collect data in your real account for use testing off hours. I am 
testing in the paper trading account with 5 second data and you can 
back fill some symbols with 5 second data. The real account data is 
most accurate, or so I have been told. And you can back fill 30 days 
of 1 minute data. But you can backfill the same amount of data in the 
paper trading account. Actually you can collect data from both 
accounts on one computer but I can't remember how. It has to do with 
the API session number set in TWS and the IB controller to 
differentiate the accounts and AB. There was some discussion on the 
AB AT forum about doing that.

As far as I know IB does not time stamp their data and AB uses the 
system clock to create the bars. But in reality that should not 
matter much.

Also explore the use of ABs tool BarReplay. that will feed collected 
data into your system for testing after hours. Really helpful tool.

Barry

--- In amibroker@xxxxxxxxxxxxxxx, "tpellaton" <tod@xxx> wrote:
>
> I just opened an account at IB brokers and was going to try the 
real 
> time data stream they provide. I was reading in Amibroker help when 
I 
> came across this:
> 
> NOTES ON IB API LIMITATIONS:
> 
> 1. Backfill is available for REAL IB accounts only (not on demo)
> 
> 2. Open price is NOT provided by IB. For that reason Open field is 
> empty in real time quote window
> 
> 3. The data from IB does not include a timestamp on the trades. The 
> current system time is used to timestamp each tick. 
> 
> No open price or timestamp? Doesn't this cause problems in a data 
> base???
> 
> Tod Pellaton
>



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