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

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

  1. Metaserver 3.2 version has build in IB loader function which can
    download historical tick-1 min-5 min-daily data from IB and patch them automatically in Globaserver closing the gaps.
    I use the software and works perfectly.


    no I do not think it will work

    I have tried with metaserver3.2 and globalserver

    I do not think you can backfill tick data from it
     
    #31     Mar 26, 2007
  2. kostia00

    kostia00 Interactive Brokers

    FYI, starting with TWS version 866, the charts are receiving the 5-second bar data from the IB servers, and starting yesterday the calculation of the 5-second bars for US SMART stocks and GLOBEX futures have been changed to include every tick, so the TWS charts should never miss high or low of the day and the bar volume displayed should be 100% accurate. We are in the process of rolling this out to all exchanges and products.

    We will be upgrading the API in the coming weeks and giving third-party applications access to the same real-time and accurate 5-second bar feed.
     
    #32     Mar 28, 2007
  3. kon.P

    kon.P

    5 sec it's a long long time....
     
    #33     Mar 28, 2007
  4. a problem for me is how to backfill the lost data

    due to net work problem or other
     
    #34     Mar 28, 2007