IB: backfilling quotes

allesim · Mar 14, 2003

I would like IB users to support my request (IB to provide backfilling quotes).

Backfilling quotes can be used:

1. in your own API application: to have your charts display 2-3 days of data, instead of data from the moment you opened your internet connection and started TWS

1. in 3rd party free applications (like quotetracker)

Thanks for the cooperation

FX-Trader · Mar 14, 2003

No way. They offer dozens of markets in realtime.
Data should be provided by other firms or by user groups.

Ninja · Mar 14, 2003

They are no data vendor. IB is a cheap direct access broker. All I want from them are low fees, realtime quotes and fast orders.

If you want backfill data just go to a data vendor and pay your $20/month.

MarathonTrading · Mar 14, 2003

Ib is a broker. If one cannot pay the low fees of data vendors such as mytrack or dtniq, one has nothing to do in this business.

allesim · Mar 14, 2003

Thanks for your remarks, probably I posted my question in a wrong way.

I am using eSignal for Emini and Eurex data, but I cannot find any reliable or valid data provider, with backfilling, for Hong Kong Futures.

That is why, combining quotetracker with IB feeding I could solve this issue.

regough · Mar 14, 2003

I can understand and agree with IB not providing historical data but how about just backfilling TODAY'S data. I mean that's not too much to ask is it? Suppose I oversleep and miss the market open- if I haven't left my quote machine(PC) on all night I miss that critical first half hour when stuff is flying all over the place.

Just sort of a compromise, I guess. . . . . .

fattyasids · Mar 14, 2003

Quote from regough:

I can understand and agree with IB not providing historical data but how about just backfilling TODAY'S data. I mean that's not too much to ask is it? Suppose I oversleep and miss the market open- if I haven't left my quote machine(PC) on all night I miss that critical first half hour when stuff is flying all over the place.

Just sort of a compromise, I guess. . . . . .

It doesn't offer that now??

allesim · Mar 14, 2003

I agree

A couple of days of backfilling would suffice

qdz2 · Mar 14, 2003

noway! unless IB adapts more scalable systems. for example, use different severs at different route with enough bandwidth to provide the service. but you are gonna have to pay them for the service. bottomeline is no degrade to the current quality and performance.

In fact, I think IB should provide options for encouraging user to use quotes of low speed update rate . And charge small amount of fees for regular high speed update rate streaming quotes.

j_medved · Mar 14, 2003

There is nothing that says that the data for backfill has to come from the same servers as the main quotes and/or trading.