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


  • Date: Tue, 29 Dec 2009 23:21:39 +0100
  • From: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Re: Why is NinjaTrader Better at Backfilling IB Data?

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Hello,

I am glad to hear that configuration problem is resolved now.

TWS docs do not mention that, but apparently the throttling is per 
account (i.e. brokerage account).

As to why plugin allows to download 180 days, well that's because IB 
plugin has backfill setting independent
from DB, simply to allow forcing shorter backfill setting even if DB is 
larger (to workaround throttling).
Allowing opposite (long backfill with short DB)  is an undesired 
side-effect, that I agree may be misleading
and I will think about eliminating such combination.

Best regards,
Tomasz Janeczko
amibroker.com

On 2009-12-29 22:19, ganamide wrote:
> 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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