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Hey Bob,
Thanks for your well thought out post. I'm only hoping to get data for
a couple symbols at a time. How long does it take to download 24 hours
of history?
Thanks,
Joe
Bob R wrote:
The MetaServer products have been great, but IB is having growing
pains with their historical data feature. Perhaps they don't have
enough data servers for history, or enough bw capacity to handle all
the users requesting history. Try getting history on a weekend from
them. Try getting it when they are shut down for maintenance. Try
getting it during a very busy period. They need to do something about
speeding up the history service as downloads may take a long time and
may be useless when you need it most. Initially they had/have the
last 24 hr only, but do say if there are enough requests they will
expand it to one week of data.....talk about longer retrieval delays.
One question is do they have fill data for the time their brokerage is
shutdown for maintenance? The shutdown at midnight est precludes ever
running a 24 hr ATS on anything that might be active that time of
night. One of their techs says they are working on eliminating the
nightly shutdown, hurray. This next statement is purely suspicion.
It is possible for users who roll their own interfaces that uses the
TWS API to continually subscribe and unsubscribe to the 100 symbol
limits so they can scan hundreds or thousands of issues throughout the
day, real or potential overload. The suspicion is they have a
bottleneck at their end of the internet in servicing all clients and I
wonder if it is possible for some devious indivuals to hang IB's
dataservice while it is in its infancy of growth.
----- Original Message -----
*From:* Joe S <mailto:jes333@xxxxxxxxxxxx>
*To:* Omega-List@xxxxxxxxxx <mailto:Omega-List@xxxxxxxxxx>
*Sent:* Friday, August 26, 2005 12:20 PM
*Subject:* MetaServer RT 3.2 for InteractiveBrokers TWS and TS2ki
I know it's new, but has anyone tried MetaServer RT 3.2 for
InteractiveBrokers TWS and TS2ki? With it's historical data download
option, it might be the zero cost real-time data solution many of us
have been looking for. The previous versions worked well, except
that
the chart had to be built from scratch, one bar at a time. Hopefully
this version will solve that issue. Any feedback would be
appreciated.
Thanks,
Joe
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