September 23, 2014
How to backfill all symbols in RT database
Various data sources have different backfill capabilities, therefore the procedure to backfill all symbols varies. There are three categories of data sources, those that offer:
- unlimited backfills (eSignal, IQFeed),
- limited, 1-symbol at a time backfill (Interactive Brokers),
- no backfill at all (for example DDE)
As a general rule, all real-time data sources provide backfills on-demand, which means that backfill for each symbol has to be requested separately. If data source provides backfill and there are missing quotes in the database, AmiBroker will automatically request backfill on first access to given symbol. So, as soon as you display its chart fresh data will be requested and backfilled. Backfill is not immediate, because it is Internet-based process that involves request-response procedure, so data are requested from external server and arrive in a few seconds or so.
The same procedure is performed when doing any access including running Analysis, so backfill is requested as soon as given symbol is accessed, but by default Analysis window will not wait until backfill data arrive unless you turn on the Wait for backfill option (provided that data source supports it).
It is worth to note that not all data sources support this feature. It needs to be handled by the data plugin, and many 3rd party plugins do not offer this.
If you are using eSignal or IQFeed or other data source with automatic, unlimited backfill you can use procedure described in How to use Real-Time data sources tutorial.
If you are using Interactive Brokers then the procedure is differnet since Interactive Brokers puts lots of limitations on backfills. To learn how to backfill all symbols using Interactive Brokers please read this dedicated tutorial on IB.
If you are using data source that does not offer any backfill, the only option is to use ASCII import to import the historical data from text files.
Filed by Tomasz Janeczko at 4:29 am under Data
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