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[amibroker] Re: Why is NinjaTrader Better at Backfilling IB Data?


  • Date: Tue, 29 Dec 2009 21:19:22 -0000
  • From: "ganamide" <ganamide@xxxxxxxxx>
  • Subject: [amibroker] Re: Why is NinjaTrader Better at Backfilling IB Data?

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Hi Tomasz,

You were right about the plugin backfill being the problem. I had previously set it to 180 days many months ago and I did not see the setting. Actually, I assumed that the plugin would use my database setting to limit this value. Why should the plugin download 180 days of data when my database is only configured to store 5 days?

Anyway, I can see how using NinjaTrader to display 15 days of 20 symbols was just working out for me (3 sets of 5 days X 20 = 60 requests.) Is it possible to change your client ID after the first 60 requests to get around the throttling? Or is this throttling per TWS instance?

Thanks,
Chris

--- In amibroker@xxxxxxxxxxxxxxx, Tomasz Janeczko <groups@xxx> wrote:
>
> Hello,
> 
> Not true. You guys fail to read the instructions.
> Backfill works the same because it is limited by IB to 5-days per request.
> But if you compare 30days backfill (AB default) to 5-days backfill then
> obviously 30-days will take 6 times more.
> 
> You need to CHANGE default backfill length to 5-days in PLUGIN STATUS
> menu, then you can compare, otherwise you are comparing
> 5-day backfill with 30-day backfill.
> 
> http://www.amibroker.com/ib.html
> 
> There is PLUGIN STATUS MENU - you need to click WITH RIGHT MOUSE BUTTON
> on it and select "Backfill length" - > 5 days .
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com



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