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I got my historical data (forex) from disktrading.com. From the spots checks I did with actual IB data, the match was pretty good.
--- In amibroker@xxxxxxxxxxxxxxx, Keith McCombs <kmccombs@xxx> wrote:
>
> Ozzy --
> Ok, I guess I should feel lucky that I'm not alone here.
> Did you get your historical data from PiTrading.com or from some other
> source? If some other, may I ask who?
> In any case, what did you think of its quality?
>
> BTW, on closer inspection I discover that data between 2:59pm and 3:59pm
> is missing for many days prior 4/6/09 (displayed either by AB or IB
> directly). This may be a problem unique to my system (I'm running
> Win2000, and I know that it had problems dealing with the change in the
> dates for DST in the US).
>
> Thank you.
> -- Keith
>
> BTW2, while trying to debug a trading system I was working on, I became
> suspicious of some large spikes up midday 10/10/08 in the IB intraday
> data for SPY. I compared it with a friend's TradeStation data -- no
> spikes there. I have another friend who is going to check his WLP data
> to see if it has the spikes.
>
> Just because two (or more) data sources have different data, does that
> necessarily mean that one of them is wrong? I don't know. Perhaps their
> data is from two different sources, one of which has access to a
> different 'type' of data, for instance large block sales that are not
> part of the normal retail market?
>
> I would appreciate someone, who knows better than I, commenting on this
> (and what if anything I can or should do about it).
>
>
> ozzyapeman wrote:
> >
> >
> > I am running the same versions you are, and only a couple of times in
> > 3 months of testing was I ever able to get a 180 backfill from IB.
> > Once in a while I can get 30 days (though even those often get
> > throttled).
> >
> > I have resorted to just buying some historical data from a vendor, and
> > then relying on IB to keep the symbols up to date with new data every
> > day - only have to backfill a day or two, which is no problem.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> > Keith McCombs <kmccombs@> wrote:
> > >
> > > 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
> > > >
> > > >
> > >
> >
> >
>
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