Sounds useful to me. On 12/5/06, loveyourenemynow <[EMAIL PROTECTED]> wrote:
I am dowonloading the IB 1 year data with the TWS c++ client, you just have to make multiple requests changing the end date every time to cover all the range , and merge together all the data. I guess this is the same the present IB plugin is doing, since in 1 minute barsize I cannot get more that 5 days per request, so you need 4 requests to get 30 days as the present AB-IB plugin is doing. I just tried with eur.usd so far I can send you a file in which i download 1 year in 1 minute resolution or even 1 sec (would take longer..) At the moment I am doing it manually with the TWS client (modified to save the data in a file ) because I am testing the method but it is easy to automatize, just a matter of choosing well s_dlg.m_backfillEndDateTime, the end date you give to the function reqHistoricalData( s_dlg.m_id, contract, s_dlg.m_backfillEndDateTime, s_dlg.m_backfillDuration, s_dlg.m_barSizeSetting, s_dlg.m_whatToShow, s_dlg.m_useRTH, s_dlg.m_formatDate); Sounds useful or unreal? Ly
