can I bacfill real tick by tick data from IB tws?

Discussion in 'Data Sets and Feeds' started by robinxing, Mar 21, 2007.

  1. does anyone know?

  2. No
  3. 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)

  4. kiwi,

    which tool can backfill 5 second data from IB tws?
  5. 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.
  6. steve

    can the data backfilled with quotetracker be applied to tick chart?
  7. You can get free historical tick data from for US markets.

    IB historical data is useless for this purpose.
  8. someone posted this pic

    so I wanna know whether the data of open tick is reliable?
  9. Tums


    no data is 100%

    a good software can filter it for you.
    e.g. QT
  10. joesan


    Statistically even IB psudo-tick data will do you no harm . Sometimes it hurts, sometimes it helps, it all depends on your strategy.
    #10     Mar 21, 2007