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IB Historical Data Download error

Posted By bbmat173 8 Years Ago
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Posted Tuesday May 05 2009
Hello,

I am trying to download historical 1m data from Interactive Brokers but it does not seem to work. I am able to retrieve live data so I assume that I set up the data connection correctly. When I click on "Update Historical Data" the download window pops up but nothing seems to happen. I had it open for 30minutes but nothing happened either. I set the backfill days option to 1 day, only, and I also set the "configure folder settings option Data Download Start Date" to only one day prior to the current date and no luck!!!

Can someone please point me to how to download IB historical intraday data? Amibroker seems to be KING when it comes to this functionality, it seamlessly automatically backfills 1minute IB data in a very short time (6 days backfill per symbol takes about 20-30 seconds on my machine). I expected something similar for RightEdge but either I have not found out how to correctly retrieve the historical data or how RightEdge handles IB hist. data is pretty inefficient. That it works in a mangable time is shown by Amibroker.

Thanks for any feedback.
Posted Tuesday May 05 2009
Please read the Note at the bottom of this FAQ section regarding IB throttling historical data.

http://www.rightedgesystems.com/DataProviderFAQ.aspx#IBHistorical

bbmat173 (5/5/2009)
Hello,

I am trying to download historical 1m data from Interactive Brokers but it does not seem to work. I am able to retrieve live data so I assume that I set up the data connection correctly. When I click on "Update Historical Data" the download window pops up but nothing seems to happen. I had it open for 30minutes but nothing happened either. I set the backfill days option to 1 day, only, and I also set the "configure folder settings option Data Download Start Date" to only one day prior to the current date and no luck!!!

Can someone please point me to how to download IB historical intraday data? Amibroker seems to be KING when it comes to this functionality, it seamlessly automatically backfills 1minute IB data in a very short time (6 days backfill per symbol takes about 20-30 seconds on my machine). I expected something similar for RightEdge but either I have not found out how to correctly retrieve the historical data or how RightEdge handles IB hist. data is pretty inefficient. That it works in a mangable time is shown by Amibroker.

Thanks for any feedback.
Posted Tuesday May 05 2009
What bar frequency are you trying to download?  With the data download start date set to 1 day prior, I don't think it should take so long.  Unfortunately we don't currently have a way for the plugin to report back progress for the download.

What symbol are you trying to download?  It is possible that somehow your symbol setup is incorrect.  Also, are you using the IB demo account?  The demo account has more limited historical data available.

Thanks,
Daniel

Posted Wednesday May 06 2009
I dont use a demo account...and I tried to download the USDJPY fx currency pair. Because it works fine to retrieve real-time data I dont think there is anything wrong at all with the symbol setup nor the account. I tried to download 1minute historical intraday data for just the previous day and that does not even seem to work. I really like the platform but handling data is one of the most important task imho for such package to handle so I am kind of stuck.

As I pointed out previously, I dont try to hype Amibroker, but fact is it takes about 10 seconds or less to have Amibroker download 1 day of 1minute data for one symbol so it should not be an issue on IB's end. I am very interested in moving ahead with RightEdge vs. Smartquant but this one issue really keeps me away for now. Can you assist in solving this problem with me?

Thanks
phg
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Posted Wednesday May 06 2009
TWS can be a bit fussy about parameters. An easy way to sort that out is to experiment with the VB sample program IB supplies with the API. On my machine that is: C:\Jts\TWSAPI_VBSample.NET.

Another good source for getting the parameters set just right is: http://finance.groups.yahoo.com/group/TWSAPI/. Checking the archives might be a place to start. 

-Pete

See also Yahoo group about applying RE.

Posted Wednesday May 06 2009
I think this is a symbol setup issue, but it's not real obvious. Since forex doesn't have a trade tick, only a bid or ask tick, you likely need to specify bid, ask or mid as the bar construction type. Also, I noticed that TWS was changing the available frequencies of historical data the further I went out. I went out a week and the finest granularity was 30 minutes.

I've attached a couple of screenshots that will hopefully help.

Furthermore, as Daniel mentioned, I could not get an appreciable amount of data with a simulated account. I had to fire up my own 'live' account to get data. I know that you're using a live account, but wanted to add this confirmation for anyone who isn't.

Attachments
rightedge-forex-usd-jpy-chart.png (387 views, 22.00 KB)
rightedge-forex-usd-jpy-setup.png (359 views, 29.00 KB)
Posted Saturday May 09 2009
thanks for the posts. I am sure I set up the symbols correctly. I was aware about the bid/ask/trade issue and set up as "mid" from the very beginning. Still find the connectivity to IB very spotty at best. I now trial IQFeed and like how both work together.

On a different note, I have quite a number (sometimes unrelated to each other) questions. I am very interested in purchasing a license along with a friend of mine and there are just couple other issues to work out before proceeding. Should I shoot my questions right here or better to email one of you? Also, my trial expires in 6 days but I would like to play a bit longer before committing to it (was away on business and could not utilize the 30 days as wished). Is there a chance to extend the trial for another 30 days, please?

thanks
Posted Sunday May 10 2009
It doesn't matter where you send the questions. The forums get more attention because there are more eyeballs.

Send an email to support to request a trial extension.


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