Interactive Brokers datafeed with EOD database

Data Sources
1

What is the behavior of AmiBroker when using the IB datafeed with an EOD database? Assume data is continuously streaming in throughout the trading day.

This is what I expect to happen:

  1. First incoming quote sets O,C,H,L
  2. All subsequent quotes overwrite the Close price and possibly overwrite the High and Low if the newly arrived quote is the highest or lowest quote of the day.

Is my understanding correct?

2

Yes your understanding is correct.

1 Like
3

@Tomasz Perfect. Thank you.

4

I have a pending IB account. Wondering if it is possible to backfill an eod database with IB data feed?

5

Real-time sources are designed to feed real-time data, i.e. like 1-minute intraday or tick.
They are not designed to be efficient for EOD and they are not.
With current IB restrictions/throttling on amount of data that can be downloaded, it makes it pretty much useless for EOD.

AmiQuote is thousands of times faster for EOD than IB.

6

But AmiQuote relies on Yahoo for dividend-adjusted historical data for U.S. markets, doesn’t it? I think there are more than a few signs that some of Yahoo’s traditional “services” may not be long for this world - but I’d be delighted to learn otherwise. I’ve also used Yahoo email for many years and it has recently become intermittently so slow and intrusive that it is unusable.