Hi All, Today is the first time I've used Interactive Broker's TWS. I had a lot of trouble with that Back Fill process, I couldn't get it to stop.
I finally downloaded this month's 1 minute data from Finam using AmiQuote. It took a minute or so to download Oct 1st to Oct 19th. data. I changed the file names to the Symbols IB uses, then I re- entered AmiBroker with the IB interface active. This time I could stop the back fill process. After a minute I looked closely and saw that there was a price jump between Friday's Close and the current prices. Well, I thought that could be normal, but when I checked the data at 5:11 PM Sunday Oct. 19th. The current IB Ideal Bid price for the EURCHF was 1.8647 and the Close price at Finam was 1.5236. That's too big a price difference for my comfort. Has anyone done a Bid/Ask price comparison between data providers lately? Bill --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > Why? There are plenty of interfaces already available. > You are NOT forced to use IB data. There are plenty of supported data sources listed > here: http://www.amibroker.com/guide/h_quotes.html > > BTW: > IB for order placing works fine. Also streaming data from IB works fine. > The only (temporary) problem is with their backfill. > > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: Ara Kaloustian > To: [email protected] > Sent: Sunday, October 19, 2008 10:11 PM > Subject: Re: [amibroker] Slow IB backfills > > > Tomasz, > > IB is obviously difficult to live with .... any plans for another interface? ThinkorSwim for example? > > Ara > ----- Original Message ----- > From: Tomasz Janeczko > To: [email protected] > Sent: Sunday, October 19, 2008 12:59 PM > Subject: Re: [amibroker] Slow IB backfills > > > It is not question of AmiBroker or its plugin, it is just the IB server problem with GLOBEX backfills. > Poor performance of backfills is common in ANY software using IB. > http://www.elitetrader.com/vb/showthread.php? s=&threadid=141226&highlight=IB+backfill > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: Jose Ferrar > To: [email protected] > Sent: Friday, October 17, 2008 5:46 PM > Subject: Re: [amibroker] Slow IB backfills > > > I am shut out of any serious trading this week due to poor backfills from IB!!! > Have upgraded TWS last week and IB.dll yesterday. > Thinking I should roll back these until some improvement results. > Any ideas? > > > ----- Original Message ----- > From: James > To: [email protected] > Sent: Thursday, October 16, 2008 5:03 PM > Subject: [amibroker] Slow IB backfills > > > Anyone having problems with IB backfills on futures. I am requesting a 5 day backfill and it is excruciatingly slow. > > > > James > > > > __________________________________________________ > Do You Yahoo!? > Tired of spam? Yahoo! Mail has the best spam protection around > http://mail.yahoo.com >
