I saw on the recent announcement regarding the Jan 1 2011 price increase that there is now >5 years historical 1-minute data - which would be great!

I did some backfills on a number of symbols and am not getting anything earlier than March 17th, 2008 (in fact it seems most symbols start their data on that date).

Is the additional intraday historical data going to go live sometime soon?

Thanks,
David

David, for most stocks, you should be able to get data back through ~April 2007. For some symbols (mainly Emini), there is data back through September 2005.

Hmmm... for stocks like LVS and MGM, the earliest I can get is the March 17th, 2008 date -- anything I need to do/configure to get earlier?

Thanks for the fast response,
David

I am able to get data back to April 2007 for both symbols.

What software are you using to download data or what parameters are you specifying in the download?

I'm using Amibroker (5.34) with DTN IQFeed Client version 4.7.2.0 (the latest), running on Windows 7 with lots of memory, etc. Database size is set to 750,000 bars (about 7 years of data).

I'm grabbing 1-minute data and get 384500 bars, which takes me back to 3/17/2008

Any thoughts?

Dwroeley
That may be a issue with a limitation of the IQfeed plug from Amibroker version 2.0.2 or a little newer.
There is a newer version in beta from Amibroker 3.0.0.5 That may help with downloading the data further back in history.

Yes - I'm using 2.0.2 of the DTN IQFeed data plug-in -- is there somewhere I can download the 3.0.0.5 beta? I don't see it on the AB site (I only see a 64-bit version and I'm running the 32-bit version of AB).

Thanks,
David
Edited by dwrowley on Dec 13, 2010 at 04:19 PM

Dwrowley
You will have to request it from Tomasz Janeczko at Amibroker since it is a beta. I do not have access to it.

Okay - I've sent a request to Amibroker support for access to the 32-bit version of the plugin - though I'm a little skeptical that this is the cause... Anything else I should try in the meantime?

Dwrowley
That is where the issue lies at it the older plug-in limits the historical data. the newer one 3.0.0.5 or 3.0.1 (I was checking the email ) that should work better for you as it has for others before you.

Just got a new plugin (3.1) from Amibroker and it works great! I'm now getting your full feed.

Will there be additional 1-minute intraday historical data coming online? The price increase note said something about more than 5 years of data, which presumably would mean data back to late 2005?

Thanks,
David

David, we do not have any plans to add more data beyond what is already available. We no longer delete old minute data so you don't have to worry about it going away but older data won't be added (at least not at this time).

I believe that announcement was referring to the few symbols (like @ES#) which have data back that far. Most stocks will only have data until April 2007.

Okay - thanks for clarifying. It's great having the data back to April '07.

Happy Holidays to everyone at Telvent - your service has been rock solid for me.

David