I have a real-time subscription for nasdaq data with IB.
When I test hist daily, 60min, and 30min data from IB stream (for ex. for GOOGL) it's ok, but not when I use 15min, 10min, 5min or 1min.
I'm trying to run a strategy on 15min bar.
Any idea why?
When I test hist daily, 60min, and 30min data from IB stream (for ex. for GOOGL) it's ok, but not when I use 15min, 10min, 5min or 1min.
I'm trying to run a strategy on 15min bar.
Any idea why?
Rename
Because it takes time to backfill the data on higher granularity timeframes. Is the DataSet updated (Data Manager > highlight it)? Also, to control the amount of data loaded into a chart you can use Preferences > Data.
And what's "OK" and "not OK", precisely?
And what's "OK" and "not OK", precisely?
What do you mean by not ok when you use 15 min or less?
1. I urge you to read the User Guide > Extensions > Interactive Brokers.
2. Probably you're requesting "All Data" or years of data for intraday charts. That will take F-O-R-E-V-E-R for IB Data. (See #1)
3. If IB is your only intraday provider, change your Preferences > Data > Amount of Data to Load to 2 weeks or as little as your strategies require.
4. When you backtest with intraday data, you can try to request more history, but it will take a long time for the first time you request a symbol / interval.
1. I urge you to read the User Guide > Extensions > Interactive Brokers.
2. Probably you're requesting "All Data" or years of data for intraday charts. That will take F-O-R-E-V-E-R for IB Data. (See #1)
3. If IB is your only intraday provider, change your Preferences > Data > Amount of Data to Load to 2 weeks or as little as your strategies require.
4. When you backtest with intraday data, you can try to request more history, but it will take a long time for the first time you request a symbol / interval.
Thanks.
1), 2) and 3) done. I put either last N bars to 100 or last N days to 10 and still doesn't work on 15min.
4) sorry for being sloppy in explaining. Not ok it means that I get the message "could not obtain historical data" see jpeg attached.
1), 2) and 3) done. I put either last N bars to 100 or last N days to 10 and still doesn't work on 15min.
4) sorry for being sloppy in explaining. Not ok it means that I get the message "could not obtain historical data" see jpeg attached.
It now works because in the Streaming Providers tab, after selecting IB, I put GOOGL in the Streaming Data Testbed and clicked Stream Data.
Is it how it is supposed to work? Do I need to do this for every symbol that I want to trade intraday with IB?
Is it how it is supposed to work? Do I need to do this for every symbol that I want to trade intraday with IB?
Create an IB (not Unlinked) DataSet (if not already) with GOOGL in it, highlight it in the Data Manager, switch to 15 Minute scale there. How many cached data does the table view show?
You can use Unlinked DataSets too, but you need to check Interactive Brokers in Data Manager > Historical Providers. WealthLab uses the order, top to bottom, to search for the data using the checked providers. You can re-order the list by dragging and dropping.
In this image, for example, WL will always get Daily stock data from Wealth-Data and then Q-Data. But since neither are Intraday Providers, it will skip immediately to IB (and then to TDA) if you request intraday data.
In this image, for example, WL will always get Daily stock data from Wealth-Data and then Q-Data. But since neither are Intraday Providers, it will skip immediately to IB (and then to TDA) if you request intraday data.
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