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Data feeds...again


edward40

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IB - Yes, only real-time quotes from IB.  If you do not subscribe for a particular exchange and try to get quotes, if you use their TWS, it will get you delayed data, but via the API which MT has to use, it can only get the real-time stuff. 

 

IB Backfill is for 10 days. MT though can store whatever you want. (well, up to 120) so as time goes by, it will build up the data.

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I have just openned IB acct, and their new data subscription is a bit confusing.

If i only want to trade stocks from Nasdaq and NYSE, so I can subscribe to Nasdaq Level 1 and NYSE Level 1, but they also have now US Value Bundle which includes BATS Exchanges, but without NYSE and Nasdaq.

Can you give a suggestion about these subscriptions?

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if Smart Source Selector is selected for backfill for example, MT will try to find the best choice for the backfill source. It will look at currently active streamers that support backfill to see if they are already streaming the symbol. If not, it will check ones that are active but not streaming the symbol. If not, then go on to ones that are configured (but not active) that support backfill.  

 

It is particularly useful if using multiple datafeeds in different portfolios.

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with IB, you don't enter login into MT.  You have to start TWS and enable the API in TWS.  And preferably, specify 127.0.0.1 as a "Safe IP Address", though that part is optional (that way TWS will not prompt every time MT has to connect).

 

Then MT just connects to TWS.  So login occurs in TWS and MT connects to whatever account you logged in with into TWS.

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  • 5 months later...

Is IB Historical back-fill better than Google?

Let's say I backfill Historical data for SMH with IB. But it only gives me 3 years of data. Then I want to see more, and backfill with Google without clearing the data from IB. This time it gives me 15 years of data. Will it add Google data to IB data, meaning that the last 3 years is still IB data, or the whole data is now from Google?

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