Thank for the suggestion, but I don't need the IB data download tool.
What I not expected, if I set a symbol base frequency to min1(config the folder's bar frequency), although I have import H1 frequecy data before, when I change the chart's frequecy to H1, it can only get aggregated H1 bars time range as same as the M1 data's time range, and cannot use the imported H1 bars data anymore.
now I understand, the limit of the option ""Save Aggregated Bars" in symbol folder settings.
I think RE should support to save multiple aggregated frequency bars data.
Suppose I select the bar frequency to "1 Minute", I hope RE will provide "MN, WEEK, DAY, HOUR, 5Min" checkbox to support save the corresponding data bars in datastore.
when use chart to select frequency or run trading system on frequecy to process history bars, if it request 60min frequency bars data, RE should retrieve hour bars from datastore , instead of using 1min bars to generate 1 hour bars.
I think the solution above is more appropriate for the actual situation.
the data is more far from now, the more high level is required.
It is not necessary and wasted to use detail bar data to generate past high level bars.
I think this solution will improve the whole system's availability in data layer.
Although one trading-system will run on a specify data frequency, but the designer's ideal will often changed in research. If the datastore only save one frequecy data, it will not suit the changed data requirement. The disk store cose is cheap, isn't it? so, store more aggegate data will satisfy the requirement in the future, just like the data warehouse.
The work of import history data should only do the first time, from then on, the system will auto update real data and aggregate data, it will make things easier, as a basic layer, a comprehensive datastore is very important.
Monday July 13 2009 by