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 Post subject:
PostPosted: Mon Sep 10, 2007 4:44 pm 
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Joined: Mon Jul 28, 2003 7:54 pm
Posts: 35
Hi,

[@Paul Jones]: I guess Alex answer primarily applies to the issues I reported.

[@Alex]: Please have a look at the following thread: http://finance.groups.yahoo.com/group/T ... ssage/8656
There is discussed the change in the notation of timestamps that IB did without notifying the users. Did you ever try to download histrorical 1-minute data e.g. for SPY? Then you see the 1-minute shift at session start and session end.

Is it possible that you add local time offset to received data inside the IB-provider?

regards Frank.


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 Post subject: IB Historical Bars
PostPosted: Fri Sep 14, 2007 2:52 am 
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Joined: Sun May 27, 2007 2:41 pm
Posts: 17
Location: Australia
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 Post subject:
PostPosted: Fri Sep 14, 2007 3:06 am 
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Joined: Sun Aug 19, 2007 4:29 am
Posts: 4
Well done Paul! This works a treat!


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PostPosted: Wed Sep 19, 2007 7:41 am 
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Joined: Sun May 27, 2007 2:41 pm
Posts: 17
Location: Australia
I am having trouble loading FX history through Data | Import | Historical Data(Beta) | IB

This is how I have setup the symbol.
Currency JPY
Description
Exchange IDEALPRO
Symbol GBPJPY
Type FX
AltExchange
AltSource IB
AltSymbol GBP
Factor 0
Maturity
PutOrCall Put
Strike 0
PriceFormat F2
Group
Sector
Margin 1000
TickSize 0.01

Blank lines in the above have not been filled out in the properties.
The symbol setup above works in the live quote window.
I am trying to download 6 days of 15 minute data.

If AltSymbol is GBP, I get "No historical market data for GBP/CASH@IDEALPRO Last 900"
If AltSymbol is GBPJPY I get "No security definition has been found for the request"
If AltSymbol is GBP.JPY I get "No security definition has been found for the request"

Any ideas on how to get this to work?


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PostPosted: Wed Sep 19, 2007 10:45 am 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
PaulJones wrote:
If AltSymbol is GBP, I get "No historical market data for GBP/CASH@IDEALPRO Last 900"


As I know IB does not provide historical data built from trades for forex instruments. Try other values of 'WhatToShow' property of IB provider.

Regards,
Alex

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SmartQuant Development Team


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 Post subject:
PostPosted: Wed Sep 19, 2007 10:54 am 
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Joined: Sun May 27, 2007 2:41 pm
Posts: 17
Location: Australia
Thanks Alex.

Once I set that property to MIDPOINT, it worked.

It would be good if it new to do this automatically.


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 Post subject: Re: IB historical data
PostPosted: Sun Apr 16, 2017 12:00 am 
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Joined: Fri Mar 10, 2017 7:33 pm
Posts: 1
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