I've never trusted IB data after a couple of disastrous run-ins a couple of months ago.
This site has 5-second data for several commodities http://www.scmagic.org The site is tricky to navigate, but the service is great and very cost effective On 23/02/07, itmwh <[EMAIL PROTECTED]> wrote:
Hi, today I tried to download the Febuary 5-seconds intraday data of HSIG7-HKFE-FUT from Interactive Brokers with AB , but found that I can only download the 5-second realtime data from Feb.13 AM. (In database setting, I fill in 200,000 as the default number of bars.) Has some one experience the same when downloading 5-second data from IB ? Is it possible to download the whole month 5-second data of a contract in just one time ?
