Discussion in 'Data Sets and Feeds' started by robinxing, Mar 21, 2007.
does anyone know?
The original data isn't tick by tick its in 1/5th second samples.
I believe that the smallest sample size for backfill data is 5 second (OHLCVT)
which tool can backfill 5 second data from IB tws?
I use the IB data to backfill my charts in the QuoteTracker tool. You can then save the backfill data from within QuoteTracker to a .csv file.
can the data backfilled with quotetracker be applied to tick chart?
You can get free historical tick data from http://www.opentick.com for US markets.
IB historical data is useless for this purpose.
someone posted this pic
so I wanna know whether the data of open tick is reliable?
no data is 100%
a good software can filter it for you.
Statistically even IB psudo-tick data will do you no harm . Sometimes it hurts, sometimes it helps, it all depends on your strategy.
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