AmiBroker, IB Backfill and Mixed Mode

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AmiBroker, IB Backfill and Mixed Mode

Postby progster » Wed Aug 31, 2011 11:50 am

In the AB Yahoo Group, TJ writes:

Mixed mode is NOT supported by Interative Brokers plugin.

Proper setup is explained in the manual

and in the video:

Backfill length is controllable via plugin status menu

By default IB backfills last 5 days only.
In order to get more data you need to increase backfill length.

To increase backfill length with IB you need to RIGHT click on
plugin status area and choose appropriate option from
"Backfill length" menu.

Please note that IB only allows backfill to be delivered in 5-day chunks
and the more backfill length you select, the more time it will take.
So use this option only to backfill missing data once, and return to previous
default setting (5 days).

and follows up with further information on how a mixed-mode database can be populated with IB backfill as the intraday part and another source (e.g. Yahoo) as the EOD part:

The fact that AmiBroker is able to import Yahoo data to IB database
is correct, but it does not mean that IB plugin supports mixed mode itself.

To support mixed mode, the way how eSignal and IQFeed plugins do,
the plugin needs to request TWO DATA sets at once - INTRADAY and EOD
- thus TWO backfills and compile results into one data set.

IB plugin currently ONLY requests INTRADAY data when base time interval
is intraday. You can import AmiQuote data over it but this is not IB plugin feature,
but AB.

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