MC dont load all data from IB, IBLoader does

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templ
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MC dont load all data from IB, IBLoader does

Postby templ » 15 Dec 2006

Hello,

Future EURIBOR @ liffe IZ7 BID minutes data.
MC donwloads only until 2006-09-04, but in the symbols settings are the period: 2005-12-15 to 2006-12-15.

IBLoader loads the data (whole year), an example:

Code: Select all

15.12.2005   08:19:00   96.73   96.73   96.73   96.73   -1
15.12.2005   08:20:00   96.73   96.73   96.73   96.73   -1
15.12.2005   08:21:00   96.73   96.73   96.73   96.73   -1
15.12.2005   08:22:00   96.73   96.73   96.73   96.73   -1
15.12.2005   08:23:00   96.73   96.73   96.73   96.73   -1
15.12.2005   08:24:00   96.73   96.74   96.73   96.74   -1
15.12.2005   08:25:00   96.74   96.75   96.74   96.75   -1


i realised this because this problem: http://forum.tssupport.com/viewtopic.php?t=2789

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Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 15 Dec 2006

Templ,

Could you demonstrate how IBLoader manages to load 1 year of the data? Please contact us via LiveSupport chart so that we can establish Helpdesk remote connection.

We don't quite understand how you managed to download one year of data while IB on their site claims that they provide only 6 months of data for stocks and even less data for futures. How could we receive data for this future since 2005?

templ
Posts: 86
Joined: 19 Nov 2006
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Postby templ » 15 Dec 2006

...while IB on their site claims that they provide only 6 months of data for stocks and even less data for futures.

No, IB change it one time (I dont know when, but I download maybe since septemeber?) they provide 12 months of data for some futures, but you need to take one that was tradeable the last year for example ZG gold or I Euribor etc. and the contract should not expired, try it!

And they have a new parameter (i dont know its only in a beta version?) supporting Expired Contracts:
http://www.interactivebrokers.com/en/so ... s/api9.php

API Reporting on Expired Contracts

For all API technologies, including DDE and all socket-based API technologies, including the socket client library, ActiveX, and Java, TWS 863 (server version 31) and API version 9.0 (socket client version 30) extend contract details requests and historical data queries by supporting a new final parameter, “Include Expired.” If it is true, those operations can be performed pertaining to expired contracts. Historical data queries on expired contracts are limited to the last year of the contracts life, and are initially only supported for expired futures contracts, with that restriction being imposed by IB’s servers. At some point in the future, should historical data queries for expired contracts on other asset classes become available, TWS 863 (server version 31) and API version 9.0 (both DDE and socket client version 30) will support those queries.
Is'nt nice news!? :D

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Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 18 Dec 2006

Thanks for the information. Our developers need some time to analyze it and then I'll post here their conclusion.


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