Currently the IB Backfill Data does not have information about the number of trades so it is not possible to create useful tick charts with the data. Would you be kind enough to include the transaction/tick data as well? As a lower priority, the more 10 second data you could offer (24 hours would be nice) the better please?
Hi guys. Any chance of a reponse to this? Both Quotetracker and Sierra attempt to handle it but the result is unsatisfactory.
They seem to be getting these things we have been asking for. I think they are doing a great job. who knows what is next. Keith
1900, yes I agree that IB are doing a good job in this space. It would be great if they fill in this small hole to make the data considerably more useful. 777, I agree that volume charts are useful for a number of tradables but haven't found them to be good on my main contract so i would love to be back to full capability with tick charts.
Starting with next Beta, QT will have both Volume Charts and Range Bar Charts in addition to normal and Tick Charts.
what is this backfiill thing at IB. I currently use its demo account to test out my ATS. but somehow the quotes look kinda funny. how do you guys go about backtesting @IB thanks
No. Thats backfill (for when you are off line for a bit and need to get your data up to date) rather than back test. You really need to buy historical data from somewhere for backtesting.
Come in IB???? Any thoughts on this. Tell me its rubbish or that you just can't pass transaction information, but do say something.