RE: [amibroker] IB Tick data backfill

Wed, 19 Apr 2006 13:25:23 -0700

I don't have too much trouble with IB (not with AB yet admittedly!)  the speed is liveable with though I tend to try to collect data real time all through Europe/USA day session which I did not with esignal...not so much of a hardship. Would still quite like to find an inexpensive delayed/historical provider. Still gota love it compared with the bad old days.
 
Cheers,
Nick

From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Tomasz Janeczko
Sent: 19 April 2006 11:06
To: [email protected]
Subject: Re: [amibroker] IB Tick data backfill

Hello,
 
AFAIK, it is not better than IB 1-minute backfill in terms of speed. Plus IB has definitely wider market coverage and it is cheaper too (free for US markets)

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Nick Ali
Sent: Wednesday, April 19, 2006 11:55 AM
Subject: RE: [amibroker] IB Tick data backfill

Can anyone suggest an inexpensive (delayed is fine) source to backfill? Tick would be nice but minute would be acceptable. Ideally I'd like DAX ftse and currencies as well as US index futures. I think Quote still only offers North American markets.
 
I know DTN provide a 20min delayed service that can be re-distributed. I think it is called DTN market access. Ensign uses this for longer histories and it works pretty well.  I guess there is some sort of licence fee that needs to be passed on to the users (though could be wrong) which wouldn't fit well with AB's excellent buy outright model. Is this something that you have looked at Thomasz?
 
Coupling IB's adequate real time feed with a 20 minute delayed feed that provides a reasonable history sounds like it might make a good inexpensive solution?
 
Cheers,
Nick

 
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Tomasz Janeczko
Sent: 19 April 2006 10:23
To: [email protected]
Subject: Re: [amibroker] IB Tick data backfill

Hello,
 
Theory vs practice.
 
---snip---

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