RE: [amibroker] FW: Interactive Broker TWS Feed

Wed, 22 Mar 2006 02:08:03 -0800

Thanks Dave

 

I obviously have a problem somewhere but can’t work out why.   My TWS is set to log off at 8am but since I reinstalled the software on Monday it is logging off at 6.30pm. 

 

I also watch the Hong Kong market which appears to be back filling OK.

 

Ken

 

-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Dave
Sent: Wednesday, 22 March 2006 6:39 PM
To: [email protected]
Subject: RE: [amibroker] FW: Interactive Broker TWS Feed

 

Hi Ken,

My TWS exits at 10pm Qld time, I don’t have any problem backfilling my 1min database. I have been playing around with a tick database – it just backfills the current session.

Dave

 

 

-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Ken Henderson
Sent: Wednesday, 22 March 2006 9:22 AM
To: [email protected]
Subject: [amibroker] FW: Interactive Broker TWS Feed

 

Hi All

 

I am having two problems with my InteractiveBrokers TWS data feed.

 

The first is that the TWS software does not exit at the programmed time each day.  

 

I trade the Australian SPI and I am finding the TWS closes itself early evening or in the very early hours of the morning.  This plays havoc with ones sleep getting up to check whether the feed is still up.

 

The second is that I am unable to obtain back data.    If back data worked (as it did previously), one could live with the first problem however as it doesn’t, trading is very difficult (if not out rightly dangerous) when large slabs of data are missing from ones 24 hour charts.

 

I seem to remember that there was an interface issue between Amibroker and the latest version of TWS software.   The obvious solution then was to reloaded the previous TWS version but to no avail.

 

Can anyone advise whether they are having similar problems and how they have resolved this? 

 

Alternatively, if this is an existing and ongoing problem, is it possible for Tomasz to look into this for us.

 

Many thanks

 

Ken





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