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Downloading incomplete data files from IB

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    Downloading incomplete data files from IB

    Hi,

    I'm downloading data from IB for market replay and I get incomplete tiny files.

    As an example, when I gather data enabling "Record market replay data" for real time data I get files about 1,5 Mb. When I go to Utilities>>Download Market Replay Data I get a 167 kb file.

    I'm doing something wrong?

    #2
    guillembm, what instrument / dates are you attempting to download? The data would not be downloaded from IB in your case, it would always be from our own dataserver and not be specific to the connection you connect to.
    BertrandNinjaTrader Customer Service

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      #3
      I contacted IB and they told me that the API you share should allow me to download market data from them. I'm connected to IB when downloading.

      I tried to download data from Kinetick but the problem is that the spread is much wider. 2 pip for kinetieck and 0.5 to 1 for IB.

      Comment


        #4
        Yes, market data == historical chart data for daily and minute intervals would be down-loadable, but not market replay data which is a different item here. The recorded Market Replay data would only be available from our own data server - if you would like to replay IB's data received you could self record it of course.
        BertrandNinjaTrader Customer Service

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          #5
          So, only live recording is possible?

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            #6
            Originally posted by guillembm View Post
            So, only live recording is possible?
            That's correct if you're happy with the replay data offered from our server, then you would need to self record your own to produce individual replay files.
            BertrandNinjaTrader Customer Service

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