[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Backfilling with IB problems



PureBytes Links

Trading Reference Links



30 day backfill seems to work Ok.
Has anybody tried a 180day backfill for 1 minute data?
Success?  or Not?
Thank you.
-- Keith

Keith McCombs wrote:

This is probably a cockpit problem, and its driving me bonkers.

I just started using IB TWS (893.9) intraday data with AB5.20 and IB
plugin 1.8.2. I only have 8 equities in the data base. First, tried to
backfill all at once, with 180 days of data.

Soon gave up on that and decided to concentrate on only SPY. I know
that I can't get the full 180days at once because TWS will throttle back
and so AB waits for 2 minutes and then tries to get the rest.

Well the first run at, AB gets data from 8/5/08 to 11/21/08, then waits
2 minutes and try again. I'm expecting that it will then start at
11/22/08 and begin filling forward. NOPE, now I have only 9/18/08 to
4/21/08 with most days ending at 2:59 instead of 3:59. Two minutes
later, start again, and now we have only 11/13/08 to 4/21/08, but with a
gap from 11/21/08 to 1/5/09. The longer it runs the worse it gets.

Oops -- just checked and Number of bars was 32000. But I distinctly
remember setting it to 130000 for 270 days worth. So I try again, after
setting Number of bars back to 130000, and double checking it.
Now I have SPY with data from 9/26/08 9:30am to 1/6/09 4:00pm and AB
gives message saying it is done with SPY. I then try AAPL it eventually
finished with data from 8/28/08 9:30am to 3/6/09 3:59pm; and then from
3/9/09 to 3/20/09 all data starts at 9:30am and stops at 2:59pm (that's
right someone stole the last hour of trading for 10 trading days (bet
that has something to do with DST starting on 3/8/09). No more data
after 3/20/09.

Besides the above major problems I have some other concerns, namely:
1. When and why should I use Save Database?
2. Colored status box for CONN, etc. is sometimes blue and sometimes
green, meaning what?
3. When I hover my cursor over that status boxes it sometimes displays
a message and sometimes not, and when it does it's usually for less time
than it takes me to read the message.
4. With number bars set for 270 days, I'm hoping that I can get 180
days back now and that with time, I can have a maximum of 270 days of
data. Can I then increase Number of days to say 360 and keep adding to
the data base, or does data base get erased every time I change the
Number of Bars value?

I hope there is some one who is not as overwhelmed by all this as I am.
-- Keith



__._,_.___


**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/





Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___