New IB data plugin v1.6.8 released

A new Interactive Brokers plugin version 1.6.8 has been released. It is available for download from:

More information and set-up instructions:

CHANGES AS COMPARED to version 1.6.6

  1. decreased CPU load during backfill
  2. decreased CPU load during high activity periods
  3. upgraded to newest TWSAPI 9.0 and tested with newest TWS 863 as well as 862 and 861.

This is recommended upgrade for all IB users.

13 Responses to “New IB data plugin v1.6.8 released”

  1. Mark Jarvis
    October 10th, 2006 | 5:53 am

    Is this (and the AB Betas) going to be compiled as 64 bit?

  2. October 10th, 2006 | 7:36 am


  3. olig
    October 10th, 2006 | 11:25 am

    hi tomas,
    ib offers charts for downloading till a half year (30 days intra, half year daily). you have a plan to include the half year posibility one time and if yes, when?
    the problem is, with yahoo and amiquote doesn’t exist the futures daily sources, so i need always quotetracker and the import from there (there it exist the half year version).
    thanks for your responds

  4. olig
    October 10th, 2006 | 11:27 am

    sorry, i wanted to write tomasz and not tomas

  5. October 10th, 2006 | 11:49 am

    I have a internal version that downloads as much but was reluctant to release it due to IB policy
    of throttling backfills after 60 requests. Since you can only download in 5 day chunks, it requires 36 requests to get half a year of data.

  6. olig
    October 10th, 2006 | 2:51 pm

    thanks tomasz,

    okay, but how is quotetracker doing that stuff then? they have this half year chart from ib, i downloaded it for all futures with any problems?!
    and for AM, we can downloaded the futures once a time and save it (even if it is throttling),going on then day by day.
    Would be a big help for the future traders. Mean , you can say it to the ib users the problems – so everybody can decide for themselves, to use 36 of the 60 request for it or not, but we CAN, when and if we need it!

    thanks, would be a help your internal version (don,t want to jump always between quotetracker and AB)

  7. October 10th, 2006 | 3:01 pm

    QT is doing exactly the same way as AB. Multiple requests and waiting if IB is throttling. There is
    no problem, other than explaining people that IB throttles their requests. Unfortunatelly lots of users do not bother to read the docs and they are surprised that IB backfill is relatively slow.
    QT users are used to “low quality” (brokerage-based) sources so they are not surprised, but if one switches from eSignal to IB he/she must be very much surprised how much IB backfill is slower than eSignal.

  8. October 10th, 2006 | 3:04 pm

    Ah… I did not notice that you mean half a year of DAILY quotes. That’s another story. It does not require multiple requests. I was talking about 180 days of INTRADAY backfill. And this is what I have in my internal version.

  9. olig
    October 10th, 2006 | 3:28 pm

    no, for me are the 30 days intraday enough.
    But the DAILY 180 days for the higher time frames (where is the main direction etc.), because like i said, the is no chance with amiquote for the futures and have always to jump to quotetracker for more historical charts or to import from there to AB

    will you include this posibility or is there a plan/version for the next ib plugins?
    even thanks tomasz for your answers

  10. October 10th, 2006 | 4:17 pm

    Yes, I will add that in some of the future versions.

  11. olig
    October 10th, 2006 | 4:20 pm

    great and thanks and then only AB :-))))))))))

  12. Wes
    November 6th, 2006 | 12:31 pm

    I’d like to jump in here and vote for both, IB daily backfill, and more than 30 days of intraday backfill.
    I understand the IB issues,
    30 days backfill is just fine for trading.
    But it’s nice to have about 3 months of continuous intraday quotes for testing against.

    One other request … for variable backfill periods based on how much data already exists for the symbol. I usually leave my backfill at 1 or 5 days. But when I add a new symbol, I have to go back and change it to 30 days. It would be nice to leave it at 30 days.. and then have AB only backfill what’s needed. ie, if a symbol just needed 1 day, that’s all it would get.

  13. hnm
    November 18th, 2006 | 1:06 pm

    It seems that Volume as sent the IB plugin is reported in blocks of 100 such that
    the Volume number needs to be multiplied by 100 to reflect more correct Volume for
    the given stock.

    Can someone update the IB plugin to show more correct Volume from the IB data feed?