I would like to create a database with 1-minute historical bars for the S&P 500 tickers for testing intraday algorithms. First, I created a list of S&P 500 tickers because it was not provided in the feed. Second, I created a formula to retrieve the 1-minute bars list and trigger the backfill. I have run it multiple times and I hope that in the end, I will get the desired data. I believe there must be a more efficient way to achieve the same goal, but as I am new to this field, I would appreciate if you could let me know if there is a better approach. Thank you.
Use Analysis with "Wait for backfill" flag. AmiBroker is way too fast for IQFeed and the flag is to deliberately slow down its progress, so it waits for IQFeed to download data. Once you get the history for all symbols, subsequent backfills if needed will be much faster as it only asks for missing data (from last update present in the database to "now").
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