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Hi All,
Today is the first time I've used Interactive Broker's TWS. I had a
lot of trouble with that Back Fill process, I couldn't get it to stop.
I finally downloaded this month's 1 minute data from Finam using
AmiQuote. It took a minute or so to download Oct 1st to Oct 19th.
data. I changed the file names to the Symbols IB uses, then I re-
entered AmiBroker with the IB interface active. This time I could
stop the back fill process.
After a minute I looked closely and saw that there was a price jump
between Friday's Close and the current prices. Well, I thought that
could be normal, but when I checked the data at 5:11 PM Sunday Oct.
19th.
The current IB Ideal Bid price for the EURCHF was 1.8647 and the
Close price at Finam was 1.5236.
That's too big a price difference for my comfort.
Has anyone done a Bid/Ask price comparison between data providers
lately?
Bill
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> Why? There are plenty of interfaces already available.
> You are NOT forced to use IB data. There are plenty of supported
data sources listed
> here: http://www.amibroker.com/guide/h_quotes.html
>
> BTW:
> IB for order placing works fine. Also streaming data from IB works
fine.
> The only (temporary) problem is with their backfill.
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Ara Kaloustian
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, October 19, 2008 10:11 PM
> Subject: Re: [amibroker] Slow IB backfills
>
>
> Tomasz,
>
> IB is obviously difficult to live with .... any plans for another
interface? ThinkorSwim for example?
>
> Ara
> ----- Original Message -----
> From: Tomasz Janeczko
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, October 19, 2008 12:59 PM
> Subject: Re: [amibroker] Slow IB backfills
>
>
> It is not question of AmiBroker or its plugin, it is just the
IB server problem with GLOBEX backfills.
> Poor performance of backfills is common in ANY software using
IB.
> http://www.elitetrader.com/vb/showthread.php?
s=&threadid=141226&highlight=IB+backfill
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Jose Ferrar
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, October 17, 2008 5:46 PM
> Subject: Re: [amibroker] Slow IB backfills
>
>
> I am shut out of any serious trading this week due to poor
backfills from IB!!!
> Have upgraded TWS last week and IB.dll yesterday.
> Thinking I should roll back these until some improvement
results.
> Any ideas?
>
>
> ----- Original Message -----
> From: James
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, October 16, 2008 5:03 PM
> Subject: [amibroker] Slow IB backfills
>
>
> Anyone having problems with IB backfills on futures. I am
requesting a 5 day backfill and it is excruciatingly slow.
>
>
>
> James
>
>
>
> __________________________________________________
> Do You Yahoo!?
> Tired of spam? Yahoo! Mail has the best spam protection
around
> http://mail.yahoo.com
>
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