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matt
2014-01-14 05:48:53
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I am having a difficult time loading intraday data into charts using IB to backfill.
I've tried changing the "number of days worth of intra-day data to load:" to 365. But I realize this is the amt of data that comes from the database.
How do you get IB to load info into the database? I've tried adjusting the "Select Start and End Dates" and number of bars.
My goal is to load IB 5 minute data for Jan 2013 for AAPL. I've checked that the data is available in the IB charts.
On a side not, can't wait for IB autotrading!
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QuantShare
2014-01-14 13:16:08
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On the bottom of the main menu, click on "N Data Feed(s)", click on "Settings" next to "Interactive Brokers" then select "Backfill Settings" tab.
There you can define the number of minutes to backfill.
In the "Common Settings" tab, select your base time frame (By default it is set to 1-minute). This is the minimum and default time frame you want to use.
To backfill, click on the green circle (bottom/right corner of the chart) then click on "Backfill".
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matt
2014-01-14 19:05:42
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I tried the above and I am still limited to 30 days from today in history.
It seems IB has limitation on the number of bars you can request at one time.
https://www.interactivebrokers.com/en/software/api/apiguide/api/historical_data_limitations.htm
Perhaps the problem is that I can not request the correct data. I am unable to change the chart date without having the data, and I can't get the data without being able to change the date of the requested data.
It would make sense for QuantShare to automatically pull the data as one scrolls back through the chart.
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QuantShare
2014-01-14 20:44:51
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Currently QuantShare sends only one request when backfilling. So the backfill data is limited to 2000 bars with IB.
The ability to automatically pull the data as one scrolls back through the chart will be implemented in the next version.
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Jim Harrison
2014-03-09 23:55:24
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How do I access the "pull data" routine via script? Simple example would be very helpful.
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QuantShare
2014-03-10 12:17:33
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Move the chart's scroll bar to the end to display "click to backfill more data". Click on it to get more data.
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