IB Backfill Not Working

dcraig · Jan 16, 2006

It would seem that IB historical data service is not working (either through the API or TWS charts) for GLOBEX and CBOT futures, though it is working for at least some other instruments eg DAX.

Anybody else having this problem ?

mokwit · Jan 16, 2006

Yep. They just don't switch it on Monday morning sometimes.

atorchio · Jan 16, 2006

Might be because it's holiday in the USA.

CoolTrader · Jan 16, 2006

I'm looking for a charting software with IB data feed and back fill.
The main purpose is for Eurex data, I have Qcharts for US market data. I'm considering Ensign now (DTN back fill), it's a little expensive though.
Could you recommend what software is the best? Thanks.

dcraig · Jan 16, 2006

Quote from atorchio:

Might be because it's holiday in the USA.

Quite possibly, though Globex is certainly open so it should have been working. It is working now. It's the first time I've had a problem with it.

atorchio · Jan 16, 2006

Quote from CoolTrader:

I'm looking for a charting software with IB data feed and back fill.
The main purpose is for Eurex data, I have Qcharts for US market data. I'm considering Ensign now (DTN back fill), it's a little expensive though.
Could you recommend what software is the best? Thanks.

I am using AmiBroker; I have heard that Ensign and Sierra Chart are compatible, too.

thecalip · Jan 16, 2006

I noticed Sunday's backfill for FX futures is missing. I have back fill for 2 weeks, and both Sunday were missing. Anyone else has this same problem?

dcraig · Jan 16, 2006

Quote from thecalip:

I noticed Sunday's backfill for FX futures is missing. I have back fill for 2 weeks, and both Sunday were missing. Anyone else has this same problem?

Highly likely that the issue is due to your charting software. I don't have a problem with Sunday FX futures backfill with my own code (except for today which seemed to be an IB glitch now fixed).

chartie · Jan 16, 2006

Quote from CoolTrader:

I'm looking for a charting software with IB data feed and back fill.
The main purpose is for Eurex data, I have Qcharts for US market data. I'm considering Ensign now (DTN back fill), it's a little expensive though.
Could you recommend what software is the best? Thanks.

Try QuoteTracker with IB feed and 5 days backfill (IB setup and symbol formats).