Re: [amibroker] Re: IB backfill for ETFs, AmiBroker Email List Archive

Did you try using full symbol format?

http://www.amibroker.com/ib.html

The format is: SYMBOL-EXCHANGE-TYPE

where

SYMBOL is the same as the symbol column as displayed in TWS while under symbol mode

EXCHANGE (optional) is the exchange d in TWS while under symbol mode

TYPE (optional) is one the following:

STK - stocks, FUT - futures, FOP - options on futures, OPT - options, IND - indexes, CASH -cash (ideal FX)
Note that for stocks only the EXCHANGE and TYPE fields are optional. The exchange will be set to BEST (SMART) and the TYPE will be set to STK.

On Thu, Oct 16, 2008 at 1:12 AM, af_1000000 <af_1000000@xxxxxxxxx> wrote:

Hi,

I have exchanged few e-mails with IB regarding ARCA Stk access.
I sent the daily TWS log file, so they were able to analyze it.

The bottom line is:
1. Using my account I can see all quotes regardless of the exchange
(either ARCA or ISLAND).
2. I can see historical data on TWS charts regardless of the exchange.
3. Log file indicates that I do not have access to ARCA (when trying
to backfill IWM, EWG, EWU,..... from AB. I was able to view
corresponding charts in TWS.

Based on these three facts IB concludes:

1.TWS is OK because I can do everything within TWS I am supposed to.
2.They cannot take responsibilities for third part application (fair
statement).
3.Something is wrong between TWS and AB.
This is a copy of their conclusion:

"More than likely even though you are using AmiBroker and changed to
Island the request is not structured to request historical data from
the Island Exchange in the backend of AmiBroker. In this case you will
need to signup for ARCA Market data permissions."

I wonder whether they change the connection ID behind the scenes when
they access exchange data from TWS ?

Tomasz, is there anything you can do to make it work from AB ?
Thank you for your help.

AF