help! ib backfill timed out, ib throttling

Discussion in 'AmiBroker' started by richardwong, Aug 13, 2010.

  1. when 180 days backfilling, found above question. Can some one tell me what
    happen and how to solve it.
    problem from
    1. IB (TWS 906)
    2. Amibroker (ib controller ver 2.030)
    3. network stability
    4. others
     
  2. 如果连接IB的步骤都是按照说明一步步做的,不出数据的原因很可能是symbol写错了,如果其他symbol可以backfill,那问题就是它了。
    Amibroker的symbol说明不够详细,我至今搞不明白spy的symbol是什么(既非spy也非spy-smart-stk-usd),比较郁闷……
     
  3. 这个是ib的限制,无解,只能自己分开多次,每次只要一部分资料,每次间隔10分钟
     
  4. 用IB做数据源有时候不稳定,我曾经读到过-1的值,对TA和策略影响很坏;),后来就不用了。IB是交易平台而不是数据源提供商,其数据也只是快照(snapshot)。
    做外汇可以使用DDE,比如MT4的DDE输出是最简单和免费的。
    其它市场还是用专门的数据源比较可靠。
     
  5. IB data source problem

    Thinking to change data source provider like IQfeed, however, How can I place order automatically to my IB account.

    Some one can help to share me your experience like below:
    Amibroker+ other data source provider + IB account.

    How to send orders to IB automatically. (to use 3rd party
    order machine like "Hyperorder" ? )
     
  6. To make it simple, my question is if running
    Amibroker + IQfeed + IB account
    How to send orders to IB automatically. (not by hand input)

    Any one doing something like that ?
     
  7. I think you mis-understand my question. I do know how to send orders to IB.
    the question is if I change data source to others like IQfeed.
    Then it will be anther matter. May be AB+IQ to generate signals only.
    if this is the case, then I have to find solution to place orders to IB with other
    system/software.
    高手請指教
     
  8. 为什么数据源变了就不能用老办法下单?
     
  9. Got solution that TWS has "Esignal" API