Amibroker backfill and IB real time data feed

Discussion in 'Data Sets and Feeds' started by jetq, Oct 9, 2005.

  1. jetq


    they work great except IB only have 1 day backfill, it will work as long as I record data everyday. how to choose a data source which can backfill at least 20 days' intraday data and still IB as the real time data feed? anyone has clue how to do it, any free or cheap data source can backfill it?

  2. IB has 5 day backfill per request, not 1. Check with Tomasz if he has an update to allow more days of backfill
  3. IB now has six months backfill. Refer to the API release notes.
  4. yes, but its max 5 days per request. To get 6 months of intraday data, you would have to make A LOT of requests.
  5. rols


    I use Amibroker too. In my experience with IB there are too many days where there are backfill problems. A working reliable solution is to pay and get a decent feed. I use eSignal.
  6. True, and I must say I thought it was a bit of an odd way of going about it, but I've found it to be exceptionally (100%) reliable since the API was upgraded. The fact that it works for all markets that IB provide access to makes it a great facility. Where else will you get Eurex, HK, IPE, SGX, US markets and many others, all for free ?