I use IB as a data provider. I have a big set of European stocks and need 5min bars.
If I select 5min-time intervall in Datamanger and click "Update DataSet", I get 63 days of 5min data for every symbol - not more.
To get a long history of intradday data, I have to open every single symbol in a chart and chose data range = all data.
It seems, that there is no possibility to load directly a specific data range of historic data in the data manager for the complete data set ?
An alternative seems to be using a simple or plain strategy-backtest to download historical data for a dataset.
How does WealthLab determines, when "all data" history starts ?
I recognized, that it starts at differing dates depending on the symbol (I am not talking about new or splitted stocks). And furthermore the start date for one stock symbol is different for exchange=smart and exchange=IBIS (Frankfurt Stock Exchange).
E.g. SIE@SMART 5min data starts in 2004 and SIE@IBIS 5min starts in 2013.
Thanks for some help.
If I select 5min-time intervall in Datamanger and click "Update DataSet", I get 63 days of 5min data for every symbol - not more.
To get a long history of intradday data, I have to open every single symbol in a chart and chose data range = all data.
It seems, that there is no possibility to load directly a specific data range of historic data in the data manager for the complete data set ?
An alternative seems to be using a simple or plain strategy-backtest to download historical data for a dataset.
How does WealthLab determines, when "all data" history starts ?
I recognized, that it starts at differing dates depending on the symbol (I am not talking about new or splitted stocks). And furthermore the start date for one stock symbol is different for exchange=smart and exchange=IBIS (Frankfurt Stock Exchange).
E.g. SIE@SMART 5min data starts in 2004 and SIE@IBIS 5min starts in 2013.
Thanks for some help.
Rename
If you’ve already downloaded some 5 minute data, then performing a data manager update will only append new data to the end. A strategy backtest that uses an earlier start date will result in a pre-fill as well as an update to get the data current.
You could reload the data but first purge the accumulated data cache:
1. On a DataSet basis: open the Data Manager, highlight the DataSet, switch to 5-min Scale from the dropdown, Truncate its data ("Data Truncation" bottom tab), and then update from scratch.
2. Entire provider: Historical Providers tab, highlight a provider, right click to "Clear...", then "Delete", and then "Bulk Update".
1. On a DataSet basis: open the Data Manager, highlight the DataSet, switch to 5-min Scale from the dropdown, Truncate its data ("Data Truncation" bottom tab), and then update from scratch.
2. Entire provider: Historical Providers tab, highlight a provider, right click to "Clear...", then "Delete", and then "Bulk Update".
And, keep in mind that if the histories go back 15 years or more, you may need 1 to 4 hours to download all the data from just 1 symbol from IB due to IB's data throttling.
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