So How is your backfill from Ensign doing?

Discussion in 'Trading Software' started by version77, Jun 13, 2005.

  1. My backfill using Ensigns standard DTN backfill always
    has a nice little hole of at least 6-7 minutes missing if I change to
    a new symbol or a new workstation.

    This is using the "IB" version and IB data...

    Of course, if you just wait for 10-min or so, you can backfill again
    and fill up the hole! (and maybe miss a trade in the process)...

    I would like to hear if others are having the same problem or not... :(

    In another thread (Ensign - IB combo) it has been suggested to
    do this:

    "By the way, I recommend disabling the "history server" and
    the "intraday server", so that they do not interfere in the IB quotes during market hours."

    Is this the magic that will cure this problem? (I will check Monday morn)...

    Or does one have to sign up for the "real" data from DTN IQfeed
    in order to get "real" backfill?...

    Or is it completely impossible to get up to the tick backfill with Ensign using their "standard"? backfill from DTN...?

    What if one uses Esignal? Good tick backfill from Esignal?

    P.S. This only seems to be a problem with tick charts, 1-min charts
    and 3-min charts... Hard to tell with volume charts...
  2. Nothing is going to change overnight, is it ? There is a gap in everything less than 10 min bars.. Thats because by thier own admission, there is a 10 min delay in backfill...

    I had sent ensign an email about this. I was told about exchange fees for real time data. What has paying exchange fees got to do with backfill ? I am not asking for free streaming data :confused:

    Tick charts can never work.. IB skips ticks, also if you depend on internet, you cannot guarantee zero data loss - so backfill is mandatory in tick charts. Most short term traders use tick charts. I am trying volume charts now, though it is not the same.. Friday was a low volume day on ES, so not enough bars..
  3. Arnie


    Same problem here. Ensign (with IB feed) seems alot more "buggier" than it should, given its history. I used the DOS version many moons ago with BMI satelite feed. Now that rocked. :D

    I have thought about getting the DTN feed also, especially since they offer an API. Anyone have any comments on DTN feed?