Thanks Reefbreak and etoke...appreciate the help and suggestions. Makes a lot of sense...
--- In [email protected], "reefbreak_sd" <reefbreak...@...> wrote: > > I went through the same frustration with IB and now use IQFeed also. > > Two comments: > I have created 2 IQFeed databases - one for real time during market hours > that has just enough 1 min bars to properly calculate my indicators. This > short database loads and calculates quickly when the markets are open. > > My second database has many more bars. This one I use for backtesting and I > only refresh it after market hours. > > This combo gives me speed during the day and good backtesting afterhours. > > ReefBreak > > --- In [email protected], "etoketrader" <etoke@> wrote: > > > > I currently do this with 500 symbols using IQFeed. > > > > I have tried everything possible with downloading data from IB - I was > > never able to get it running to my satisfaction. I tried this using > > Amibroker as well as a variety of other utilities and software.. the > > bottleneck is IB - i wished I stopped trying and moved to to proper data > > source earlier. > > > > Once you have IQFeed or similar, then the way to do it is to run an > > exploration and check the "Wait for Backfill" option. This will wait until > > the current backfill is complete before moving to the next symbol. > > > > When backfilling for the first time, try to do this over a weekend. Trying > > to backfill such a large number of symbols during market hours will be a > > nightmare - AB will both backfill and subscribe the symbol for realtime > > streaming, so after a number of symbols, the realtime streaming on the > > symbols already backfilled will cause your current backfill to slow down. > > > > Once you have your initial set, I would suggest scheduling a save + restart > > + an exploration every night to keep your database updated. On 500 symbols > > this process takes me around 25 minutes. > > > > hope this helps, > > regards, > > eToke > > > > > > --- In [email protected], "papadawg1" <papadawg1@> wrote: > > > > > > Anyone have suggestions as to how to most efficiently build a 1-minute > > > historical DB for ~1000 stocks or so...I've begun trying leveraging > > > IB/TWS, but, with the throttling, and inability to skip over previously > > > filled symbols automatically (at least as far as I can tell), seems > > > rather difficult. I could probably take the time to build up a 30 day > > > DB, but not sure how to keep it current without spending an inordinate > > > amount of time. > > > > > > Any thoughts? Anyone have suggestions on an optimal data source? > > > > > > Thanks a bunch, > > > Jayson > > > > > >
