Discussion in 'Retail Brokers' started by gracekong, Aug 22, 2007.
when I backfill historical data with IB tws
I find something wrong
below is the chart
notice the chart there are two gaps
one at about 14:45 pm
another at about 10:00 am
what is the problem
I chart with Tradestation and owndata
I trade ES, YM and eurostoxx futures and sometimes the charts do not backfill properly on first try. Sometimes they wont fill properly for some time (like 30mins), but eventually they backfill properly if u keep trying.
The solution for me is to never log out of TWS all day, even if you leave the house so you get the live data feed with no interruptions!
PS: i use quotetracker and zeroline trader
TWS versions 873/874/875 are affected by a bug when historical bars were timestamped incorrectly (using end timestamp of the bar)
Please try 876 and let us know if you are still experiencing problems.
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