IB tradestation backfill

Discussion in 'Trading Software' started by seesound, Jul 1, 2005.

  1. IB released support for multiday backfill in the beta version of TWS. 1 minute OHLC. You can request 1 day at a time at 1 minute frequency, and then just make multiple requests for up to 5 days of data.
     
    #21     Jul 6, 2005
  2. empee

    empee

    where can I ge t the beta i searched ib's site but only found a strange suffix beta file (non-executable)

    thanks!!
     
    #22     Jul 7, 2005
  3. paradox

    paradox

    I just read the API release notes. Does it mean that up to 6 months of backfill is available, if you request it 1 week at a time?

    --------------------------------------------
    API Release Notes for build 8.51:

    Since its introduction in API version 8.4 and TWS version 843.0 (client version 18 and server version 16, respectively), all socket-based API technologies, including the socket client library, ActiveX, and Java, have had the ability to extract historical data going back 24 hours for any valid contract or combo. This ability has been expanded in API Version 8.51 (client version 20) and TWS version 848 (server version 20) to allow queries of up to one week in duration, which can end at any date and time during the past six months.
     
    #23     Jul 7, 2005
  4. #24     Jul 7, 2005
  5. Using AmiBroker I am getting only 4 days backfill, not 5!

    I feel ripped off! :D
     
    #25     Jul 8, 2005

  6. Even worse, I have only 2 days, including current one, with mini gold future YG AUG 05-ECBOT-FUT.
     
    #26     Jul 8, 2005
  7. mogul

    mogul

    how do you get more than one day into AmiBroker?

    maybe I'm missing something...clicking on Backfill Current but I get only today's data
     
    #27     Jul 8, 2005
  8. #28     Jul 8, 2005
  9. just21

    just21

    I have got tws 848 and quotetracker 3.63 (not beta) , how do i get more than 1 day of 1 minute data? I tried asking more than once for backfill but still get one day.

    many thanks
     
    #29     Jul 8, 2005
  10. QT version that will support multi-day IB backfill will be released this weekend in beta (3.6.3C)

    Jerry Medved
    http://www.quotetracker.com
     
    #30     Jul 8, 2005