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PureBytes Links
Trading Reference Links
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Pls post a link to the page that mentions the historical
data..
d
At the 1st of the month I stopped using the IQ-feed data for
QuoteTracker, and focused on the Interactive Brokers feed. One
problem with IB is that their typical backfill is only 1 day, so it's
very inadequte for analysis. So I started scrounging around the IB
site and found a source of downloadable historical data. I emailed
IB asking for some format protocol and got this response. I'm
wondering if anyone would be familiar with what he's
indicating?
**IB reply**
The intraday day data available for indices
is:
open, high, low, close and volume
You can test this with the
VB ActiveX sample code which is
included with the API Components for
reference.
For the coding on how to do so please check the TWS User's
Guide
under the API section for the Code you are using.
-Ben
IB TAC
**My original request**
"Mark"
<dog_daddy@xxxxxxxxxxxxx> wrote on 06/10/2005 10:40:08 AM:
>
Hi, I talked to Chat, but they asked me to email you.... my acct #
is
> U153291
> I'm looking for a way to download
historical quotes into
AmiBroker. I found
> historical index
data in the "contract info" page and it offers a
download
> of index
data. I didn't notice or was unable to understand
specifically
> what is included (open, high, low, close &
volume?) and what format
that
> data is delivered in so I can
determine if I can suck it into
Amibroker.
> Thanks,
>
Mark Clouse
>
>
EmailRefCode:M0506698
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