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

[Steve_IB]

Quote from robinxing:

I hope IB can offer tick data backfill service

I need reliable tick data of HKFE for backtesting

If one second backfill data isn't enough, then you can get tick by tick directly from the exchange

https://www.hkex.com.hk/ods/English/asp/prdList.asp

 

[robinxing]

Quote from Steve_IB:

If one second backfill data isn't enough, then you can get tick by tick directly from the exchange

https://www.hkex.com.hk/ods/English/asp/prdList.asp

steve

how can I backfill 1-second data from IB tws?

now I am using metaserver and globableserver

thank you

 

[joesan]

Metaserver cannot get the job down, you might have to write some codes to extract 1 second data through TWS API

 

[robinxing]

Quote from joesan:

Metaserver cannot get the job down, you might have to write some codes to extract 1 second data through TWS API

1 second data can not be applied to tick chart

 

[joesan]

So I guess you have got the answer of the question you raised in the original post.

Quote from robinxing:

1 second data can not be applied to tick chart

 

[kon.P]

Metaserver 3.2 version has build in IB loader function which can
download historical tick-1 min-5 min-daily data from IB and patch them automatically in Globaserver closing the gaps.
I use the software and works perfectly.

 

[kon.P]

Robinxing,
the 1 sec. bars backfill from IB servers includes the numbers of ticks which you need ,as i know...the real problem is with the real time data from IB.....

 

[dcraig]

Quote from kon.P:

Robinxing,
the 1 sec. bars backfill from IB servers includes the numbers of ticks which you need ,as i know...the real problem is with the real time data from IB.....

No it isn't. It is OHLCV bar data. There is no tick data backfill.

 

[kon.P]

dcraig,
are you sure?
maybe there is no real tick by tick timestamped backfill but, the number of transactions in a given timeframe (1 sec) is provided...that means you could chart the total number of tick or volume bars you request with accurace..
take a look here:
http://www.interactivebrokers.com/en/software/apiReleaseNotes/api9.php?ib_entity=uk#9_numberTrades

 

[kon.P]

sorry for my bad english...i am Greek.