IB datafeed and constant volume bars

Quote from ProfLogic:

Just adjust the amount of data on a chart and it will help. If you have a couple years worth of dta is takes a while to load. If you have 60 days of data it loads in a snap, 3 weeks and it's super fast.
More...


It's IB's pacing violation policy that keeps the data from loading quickly. Backfilling 50000 bars can take hours (only about 3 weeks or so on the 343?). Load several charts and it will take all night and then some. Open Tick will backfill the same data in minutes.

Another issue with IB backfill is that it sometimes changes the chart if you write over the collected real time data. Perhaps correcting for bad ticks or pulling from another snap-shot source. I don't know the why, I just know that it does. MC says it is a IB issue, IB says it's a MC issue. Go figure.

BTW, thanks for sharing your setup. I have been lurking around watching for your posts for a while; I'm just now beginning to understand it better. It took a while to find all the nuggets; you have them spread out all over ET!!


Thanks again......
 
Quote from just21:

What is the oscillator on the charts?
More...

Smoothed Ergodic. 49/147/49 Ave1/Ave2/Ave

I use the same indicator for all charts and all chart increments, stocks or futures or FOREX or commodities. When using CVB charts there is no need to adjust the indicator because the environments don't vary.
 
Quote from bighorn:

It's IB's pacing violation policy that keeps the data from loading quickly. Backfilling 50000 bars can take hours (only about 3 weeks or so on the 343?). Load several charts and it will take all night and then some. Open Tick will backfill the same data in minutes.

Another issue with IB backfill is that it sometimes changes the chart if you write over the collected real time data. Perhaps correcting for bad ticks or pulling from another snap-shot source. I don't know the why, I just know that it does. MC says it is a IB issue, IB says it's a MC issue. Go figure.

BTW, thanks for sharing your setup. I have been lurking around watching for your posts for a while; I'm just now beginning to understand it better. It took a while to find all the nuggets; you have them spread out all over ET!!


Thanks again......
More...

Your welcome cause I like to share.
I can tell you the problem is an IB problem for sure. I have a programmer that works for me and he's de-constructed the relationship and found it's with IB.
I use eSignal but at some point in the future, if Own Data settles down, I'll make the switch full time.
 
Be aware that just before rollover IB data volumes will shoot up because they include all the rollover blocks. Data vendors apparently exclude blocks that occur in both the new and old contracts but IB just gives you what they see from the exchange.
 
Quote from ProfLogic:

Your welcome cause I like to share.
I can tell you the problem is an IB problem for sure. I have a programmer that works for me and he's de-constructed the relationship and found it's with IB.
I use eSignal but at some point in the future, if Own Data settles down, I'll make the switch full time.
More...
IB has many, MANY, did I mention MANY problems with their API !
It's almost staggering. It actually can cause good programmers to break down and cry...it's that bad. There are just so many workarounds, and idiosyncracies...and BUGS !
Couple that with the pacing limits and some architectural problems, and well then, it doesn't take an Einstein to see that you could waste a lot of time with learning their API and all of the quirks and limitations.
 
Quote from bighorn:


I know the IB backfill works as well as Open Ticks. It's the matter of setting it up properly. I have been using it about a year, maybe more, and they have come a long way since then. I like it.
More...
WRONG. It's IMPOSSIBLE to have a fast backfill with IB's historical data access due to PACING LIMITS. You get SIX requests per minute. Exceed that and you have violated the threshhold and must start again. So, sixty symbols will require 10 minutes AT A MINIMUM.....and could be much more depending upon the time frame and number of bars retrieved. 600 symbols will require nearly 2 HOURS to download.
Snail-city.
 
Quote from syswizard:

IB has many, MANY, did I mention MANY problems with their API !
It's almost staggering. It actually can cause good programmers to break down and cry...it's that bad. There are just so many workarounds, and idiosyncracies...and BUGS !
Couple that with the pacing limits and some architectural problems, and well then, it doesn't take an Einstein to see that you could waste a lot of time with learning their API and all of the quirks and limitations.
More...

Hehe, I know but you can't tell some people that. They have to find out for themselves.
 
Quote from ProfLogic:

Your welcome cause I like to share.
I can tell you the problem is an IB problem for sure. I have a programmer that works for me and he's de-constructed the relationship and found it's with IB.
I use eSignal but at some point in the future, if Own Data settles down, I'll make the switch full time.
More...


Damn!!!! 5 for 5 today using the Proflogic way!!! And still had time to spar with the resident idiots!

Not bragging, just showing that it works once I was able to figure it out. 8 for 8 yesterday on ES and YM, 3 for 3 on Monday on ES. No losses this week..........yet. Of course, now that I've posted this, the jinx is surely set in place.

2e3v504.jpg


Prof, I'm going to owe you big time if this keeps up. Again, many many thanks.
 
You must log in or register to reply here.
Back
Top