Quotes freezing during real-time trading mainly which cost me $$$$.
The scmagic.org website allows you do download 2 sec data for up to 3 years on some instruments for USD199p.a. It is not real-time, but is a good backfill substitute for IB. I've got no affiliation with them, but have found their service very useful. On 23/02/07, Tom <[EMAIL PROTECTED]> wrote:
Hi Mark What do you mean by "a couple of disastrous run-ins"? FYI, I do not trade on 5-second chart, just want to download 5-second as the base interval to get higher time-frame data. If I cannot download 5-second data from IB in one time, I have to download it several times during a month and save them for future use. Rgds/Tom ----- Original Message ----- *From:* Mark Jarvis <[EMAIL PROTECTED]> *To:* [email protected] *Sent:* Friday, February 23, 2007 6:38 PM *Subject:* Re: [amibroker] 5-second IB intraday data backfill question 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] <[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 ? > >
