can I bacfill real tick by tick data from IB tws?

[robinxing]

does anyone know?

thx

 

[dcraig]

No

 

[kiwi_trader]

The original data isn't tick by tick its in 1/5th second samples.

I believe that the smallest sample size for backfill data is 5 second (OHLCVT)

 

[robinxing]

Quote from kiwi_trader:

The original data isn't tick by tick its in 1/5th second samples.

I believe that the smallest sample size for backfill data is 5 second (OHLCVT)

kiwi,

which tool can backfill 5 second data from IB tws?

 

[stevegee58]

I use the IB data to backfill my charts in the QuoteTracker tool. You can then save the backfill data from within QuoteTracker to a .csv file.

 

[robinxing]

Quote from stevegee58:

I use the IB data to backfill my charts in the QuoteTracker tool. You can then save the backfill data from within QuoteTracker to a .csv file.

steve

can the data backfilled with quotetracker be applied to tick chart?

 

[dcraig]

You can get free historical tick data from http://www.opentick.com for US markets.

IB historical data is useless for this purpose.

 

[robinxing]

someone posted this pic

so I wanna know whether the data of open tick is reliable?

 

[Tums]

no data is 100%

a good software can filter it for you.
e.g. QT

 

[joesan]

Statistically even IB psudo-tick data will do you no harm . Sometimes it hurts, sometimes it helps, it all depends on your strategy.