IB - Backfill data problem

Discussion in 'Data Sets and Feeds' started by piggie, Jul 28, 2006.

  1. piggie


    Did anyone else notice this missing data section from about 14:25 to 15:00 for 7-28-2006? The backfill interval retrieved was 'seconds'. Live data does not have this problem.

  2. I tried using IB as my data provider for a while, and I finally gave up due to frequent and numerous holes in my backfilled charts. Since IB kicks you off every night, you're really at the mercy of their backfill quality (can't leave machine on 24/7).
  3. have not noticed holes.
  4. No holes. If it doesnt backfill try forcing a refresh.
  5. you can also backfill using DTN market access. it is delayed, but it works fine for backfilling purposes.

    double-click on a chart, choose data tab, switch to DTN, go back to chart and refresh, then switch back to IB for snapshot refresh.

  6. piggie



    Thank you for the suggestion. I eventually will have a tick by tick datafeed/backfill to explore different analysis and strategies.

    This is the first backfill problem in last 20 trading days. Since I have not modified my backfill routine, I believe the problem is in IB's database. But if anyone can get correct backfilled data for 7-28-2006 with the 'seconds' interval, would you post a screen capture shot of the chart?

    I have tried re-backfilling several times over last hour or so, and am still getting the same missing data section. I will try again on Sunday. It's not critical for me now anyways.

  7. piggie


    Forgot that I could verify with IB's own chart.

    A picture is worth a thousand words.
  8. I had a similiar problem today and have experienced it a few times over the past couple of weeks using Quote tracker. I tried to pull up the chart for HANS today around 1:45 and QT just locked up. I had to kill the task and restart it. I think QT has had problems in the past with IB Backfill. Not sure what the problem is but my experience with IB/TWS and QT have generally been extremely good.

  9. kostia00

    kostia00 Interactive Brokers

    IB's backfill would be missing data when we (IB) have market data feed outage (which was the case with GLOBEX ES futures on Friday July 28th). Unfortunately, the gap will stay there, as we currently do not have/use any other source besides real-time market data feed to populate the backfill database.
  10. piggie



    Live data feed was working fine during the gap. Isn't it possible to fill the gap in the backfill data from the live data? I just assume a firm such as IB has redundant backup system for crucial data.

    Although I can patch up the gap using my own recorded live data, this is the kind of task I expect from IB. But thank you for the reply.

    #10     Jul 31, 2006