I doubt you'll find anyone that matches the data from IB since it's not "real time" - just a snapshot.
d On Fri, Apr 24, 2009 at 8:31 PM, Keith McCombs <kmcco...@engineer.com>wrote: > > > Ozzy -- > Ok, I guess I should feel lucky that I'm not alone here. > Did you get your historical data from PiTrading.com or from some other > source? If some other, may I ask who? > In any case, what did you think of its quality? > > BTW, on closer inspection I discover that data between 2:59pm and 3:59pm is > missing for many days prior 4/6/09 (displayed either by AB or IB directly). > This may be a problem unique to my system (I'm running Win2000, and I know > that it had problems dealing with the change in the dates for DST in the > US). > > Thank you. > -- Keith > > BTW2, while trying to debug a trading system I was working on, I became > suspicious of some large spikes up midday 10/10/08 in the IB intraday data > for SPY. I compared it with a friend's TradeStation data -- no spikes > there. I have another friend who is going to check his WLP data to see if > it has the spikes. > > Just because two (or more) data sources have different data, does that > necessarily mean that one of them is wrong? I don't know. Perhaps their > data is from two different sources, one of which has access to a different > 'type' of data, for instance large block sales that are not part of the > normal retail market? > > I would appreciate someone, who knows better than I, commenting on this > (and what if anything I can or should do about it). > > > > ozzyapeman wrote: > > I am running the same versions you are, and only a couple of times in 3 > months of testing was I ever able to get a 180 backfill from IB. Once in a > while I can get 30 days (though even those often get throttled). > > I have resorted to just buying some historical data from a vendor, and then > relying on IB to keep the symbols up to date with new data every day - only > have to backfill a day or two, which is no problem. > > --- In amibroker@yahoogroups.com <amibroker%40yahoogroups.com>, Keith > McCombs <kmcco...@...> wrote: > > > > 30 day backfill seems to work Ok. > > Has anybody tried a 180day backfill for 1 minute data? > > Success? or Not? > > Thank you. > > -- Keith > > > > Keith McCombs wrote: > > > > > > > > > This is probably a cockpit problem, and its driving me bonkers. > > > > > > I just started using IB TWS (893.9) intraday data with AB5.20 and IB > > > plugin 1.8.2. I only have 8 equities in the data base. First, tried to > > > backfill all at once, with 180 days of data. > > > > > > Soon gave up on that and decided to concentrate on only SPY. I know > > > that I can't get the full 180days at once because TWS will throttle > back > > > and so AB waits for 2 minutes and then tries to get the rest. > > > > > > Well the first run at, AB gets data from 8/5/08 to 11/21/08, then waits > > > 2 minutes and try again. I'm expecting that it will then start at > > > 11/22/08 and begin filling forward. NOPE, now I have only 9/18/08 to > > > 4/21/08 with most days ending at 2:59 instead of 3:59. Two minutes > > > later, start again, and now we have only 11/13/08 to 4/21/08, but with > a > > > gap from 11/21/08 to 1/5/09. The longer it runs the worse it gets. > > > > > > Oops -- just checked and Number of bars was 32000. But I distinctly > > > remember setting it to 130000 for 270 days worth. So I try again, after > > > setting Number of bars back to 130000, and double checking it. > > > Now I have SPY with data from 9/26/08 9:30am to 1/6/09 4:00pm and AB > > > gives message saying it is done with SPY. I then try AAPL it eventually > > > finished with data from 8/28/08 9:30am to 3/6/09 3:59pm; and then from > > > 3/9/09 to 3/20/09 all data starts at 9:30am and stops at 2:59pm (that's > > > right someone stole the last hour of trading for 10 trading days (bet > > > that has something to do with DST starting on 3/8/09). No more data > > > after 3/20/09. > > > > > > Besides the above major problems I have some other concerns, namely: > > > 1. When and why should I use Save Database? > > > 2. Colored status box for CONN, etc. is sometimes blue and sometimes > > > green, meaning what? > > > 3. When I hover my cursor over that status boxes it sometimes displays > > > a message and sometimes not, and when it does it's usually for less > time > > > than it takes me to read the message. > > > 4. With number bars set for 270 days, I'm hoping that I can get 180 > > > days back now and that with time, I can have a maximum of 270 days of > > > data. Can I then increase Number of days to say 360 and keep adding to > > > the data base, or does data base get erased every time I change the > > > Number of Bars value? > > > > > > I hope there is some one who is not as overwhelmed by all this as I am. > > > -- Keith > > > > > > > > > > > > >
