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[amibroker] Re: Slow IB backfills



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I finally got a chart from Daily FX and found that the price at 5:11 
closed at 1.5237.

Bill 

--- In amibroker@xxxxxxxxxxxxxxx, "halliday_mo" <halliday_mo@xxx> 
wrote:
>
> 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@> 
> 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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