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5yr ... the aussie futures contract probably didnt exist before that data ... just looked at my futures data and it starts in 87.

I don't know if you guys have read discussions about trading other peoples money. The problem with OPM normally boils down to their difficulty with the ups and downs of trading. Partners are other people. Whats worse, if you've been together a while they know you well and you can't put a...

I thought this problem was gone but either: - it hadnt gone; or - I have found a different version of it. I lost my data feed for most of the afternoon HSI session. This means that I had the morning session (HK 9:45-12:30 = Bris 11:45-2:30) but was missing the afternoon session that...

lol lilboy ... the talk is great .... better than the books :)

You really dont need "specialized" software. MWSnap is mentioned above and is Ok. HyperSnap is not free but is excellent.

Thats a great suggestion. IB, how about the ability to choose a "minimal" TWS application? For someone who trades a few futures contracts using a separate front end and charting package the enhancement to reliability, computer speed and memory footprint would be welcomed. It would also...

Many would suggest that Douglas's Trading in the Zone was better for a retail trader than Kiev's which tends to focus on stories about big name big noters in the pro business. Personally I like Douglas's The Disciplined Trader better than TiTZ.

It only changes how fine it is really. Then its up to the charting provider to interpret the data .... all I am looking for is an approximation so that my mas on my tick charts could start from "about" the right point.

Old, I just checked using Tesseract and when I am normally online to IB I use gw1.ibllc.com.hk ... my trading server. When I do a backfill two new servers that I had not seen previously came up (not the ones I saw when I had a US based account). I checked the routing and it appears that...

Old, Thanks for the opinion but I dont think IB are about to stop supplying backfill (but it should be ok to u if it comes from a different server and doesnt affect your real time trading datastreams and computer speed). I think they need to do some of these things to stay ahead of their...

You can do market profile style activities now using the excel dde capability to create volume at price profiles and then move it forward as time intervals pass. I experimented with it and we published a crude version at: http://www.teddyscciroom.com/cci/phpBB/phpBB2/viewtopic.php?t=115

larry, In this case your point is "not good" (i say this in the nicest possible way). The reason it is not good is that the majority of the data is already being provided by the backfill facility. This request is only to include the "transactions" field along with volume for each bar...

Thanks.

There is a more complete discussion of options in the other thread.

Thanks Jerry, Now I understand your problem. OK. To try to suggest a "solution" I am going to ignore the confused user issue for now and focus instead on the "better chart." Better = closer to what a complete representation would give. First, we must recall that with IB there is never...

We may be just missunderstanding each other here. Taking ur example with 200 trades and 20000 volume. I don't understand why you choose to store 4 points ... it appears that u give 1/4 of the volume to the OHL and C. In which case the logical thing is also to assign 1/4 of the...

Jerry, Sierrachart has a different model so it works differently for them. So does ensign. I guess this just means that for QuoteTracker you would ignore the data if the model didnt benefit from it however I suspect that you could resolve the issue in a way that gave more meaningful...

Jerry, Ideally tick data would be supplied ... but better than now is where I would like to be. The merit for me is this. Currently you have no tick information so you produce a "tick" chart with one bar for each minute bar. Sierra produce nothing when there is no trade information...

A clarification from IB: "Full tick-by-tick data is not what we are discussing. The question was the inclusion of the number trades in the bars (I think)." to which I agreed ... we are limited to the bucket size of the minimum time period being backfilled. What I need is transaction...

Yes. Agreed. The bucket size is limited to whatever the minimum time period for the bar is --- the most important missing element is the number of trades during that bar.