Hi, I have amibroker database configured with TWS for realtime update. The backfill is configured for 180 days. when the automatic backfill or manual backfill happens, amibroker always tries to backfill what is already retrieved. This is not an efficient method. It should only fetch data which is not in the database. Is it a configuration mistake from my side or this is how it works. Appreciate to clarify this or guide me to correct my setup.
TWS API does not have functionality to really request data on from some specified date/time. You need to ask for specific number of bars/days. Also due to the nature of IB/TWS backfill the data are delivered in blocks (requests) of limited size. That is why 1-minute data for example are most efficiently delivered in 5-day blocks. It makes no/little difference to request 1 day and 5 days of 1-minute data. So if you want to minimize traffic change backfill length to 5 days, once you have older data in place.
2 Likes
Good recommendation. it solves my problem. Thanks