Changes in IB, DTN Satellite & Internet Version Refresh

The back fill source is for DTN satellite, IB, and Ensign Internet users. Those with eSignal, or IQFeed have back fill directly from the data vendor.

We should have the following back fill capability now:

Daily, weekly, monthly for every stock and index on every world-wide exchange.
Daily, weekly, monthly for futures on every US, Canadian, and many foreign exchanges.
Tick and intra-day refresh for all US and Canadian markets, and many foreign futures exchanges.
The tick and intra-day refresh includes the eCBOT and Globex markets.

Here is a short list of some of the root symbols I have refreshed intra-day and daily charts for in my testing:

$SPX, $ADD, and stocks like QQQ, DIA, SPY, IBM, JNPR, AAPL

Have refreshed daily, weekly, monthly for these foreign stocks: BAY.L, BAYG.DE

If you find a symbol that you do not get refresh for, tell me the symbol, its name, and its price, and the time frame for the chart. I will investigate and see if we can find the data. Chances are we can find the data and the issue is one of implementing a cross reference between the symbol you use and the symbol the refresh source uses. For example, you use $INDU but the refresh source uses INDU.X. That cross reference from one symbol to the other is handled by Ensign and transparent to the user.


16:16 @ Ensign: Hi, and welcome to today's discussion about changes in Ensign's refresh capability for the IB and Ensign Internet versions.

16:18 @ Ensign: Ensign has made arrangements to buy back fill data from IQFeed which can be used by the IB, Ensign Internet, and DTN satellite users in the New Ensign

16:19 @ Ensign: This will do three things for us: 1) greatly extend the symbol coverage for which we have a refresh, example IB users can now refresh ER2 symbol.

16:19 fx-: Howard, are you talking about version 05-19-04 or some other version please ?

16:19 @ Ensign: 2) the data quality will be better than what we had previously found available.

16:20 @ Ensign: 3) and we have ability to get ticks for refreshing constant tick charts, momentum (range) charts, and constant volume charts.

16:21 @ Ensign: Because this is a major change for our IB and Ensign Internet users, we are going to have a Beta test period for a week and solicit feedback from beta testers before being really proactive in getting those users to make the change to the latest version of the New Ensign with these changes.

16:22 @ Ensign: I would like those that are IB and Ensign Internet users and who are willing to be beta testers to send an e-mail to and let him know you are beta testing.

16:23 kingdago: to refresh tick charts we have to have IQ feed? or will it refresh from IB?

16:23 @ Ensign: We want to keep track of who is using the beta incase we need to e-mail an announcement to you, for what ever reason.

16:23 Zen: IQ feed was told

16:23 fx-: Howard, do you have the list of the symbols involved in this beta test please ?

16:24 @ Ensign: kingdago, those who use IB or Ensign Internet version of the new Ensign will have the refresh get data from IQFeed automatically without being an IQFeed customer.

16:24 @ Ensign: We have made arrangements to buy data from them.

16:24 Kevin: Sounds Great Howard

16:24 Stanleyman: Ensign will assume the cost?

16:24 @ Ensign: We are absorbing the cost of this and keeping the monthly fee the same.

16:24 Stanleyman: :)

16:25 @ Ensign: You will continue to use the eSignal format for symbols that we adopted long ago for these feeds.

16:25 @ Ensign: Ensign will do a cross reference of the symbol the customer users to the symbol we need to use for fetching the data from the Internet for refresh.

16:25 PlangCha: Errrrr Howard I'd like to ,,, is this gonna affect my normal functionality I currently leave the machine on to collect data however it does mean I have to get up at 5.oo am to switch Ensign on again after I.B. server does their daily shutdown

16:26 @ Ensign: Most data will come from IQFeed. Some will continue to come from other sources. But that is all transparent to the user.

16:26 PlangCha: this refresh will be great will we get Dax and EUR refresh ?

16:26 @ Ensign: plangcha, you should be able to set up Ensign to auto reconnect so you can stay in bed.

16:27 dblue2: ;))

16:27 @ Ensign: That is the purpose of the Reconnect time you set on the SetUp | Connection form.

16:27 @ Ensign: You do not have to be a beta tester, you can wait until a more formal release expected June 1st.

16:27 PlangCha: I have tried and tried trouble is I.B. shuts down for best part of an hour

16:28 PlangCha: so Ensign cant deal with it

16:28 @ Ensign: Now, for this refresh service is also available to the DTN satellite users.

16:28 bill: Yup IB does not reconnect

16:28 PlangCha: I KNOW if I had a session with you you would get it working :-)

16:28 fx-: Howard, do you have the symbol list other than ER2 that will be involved in this beta test please ?

16:29 PlangCha: but if this refresh is a goer well problem sorted :-)

16:29 @ Ensign: use the same symbols you now use fx.

16:29 @ Ensign: if you happen on a symbol for which the message shows 'No Data Found', do not dispair.

16:30 @ Ensign: Instead, send me an e=mail with the symbol you are using, a word description of the symbol name, and the current price.

16:30 Kevin: This is Exciting Howard Great Work

16:30 @ Ensign: Using those three facts, symbol, name and price, I will investigate and see if we can find data for the symbol on the Internet or from IQFeed.

16:31 @ Ensign: Chances are that IQFeed will have the data, and we just need to establish the cross-reference connection between the symbol you use and the symbol we need to use in the request.

16:31 fx-: Howard, when do you intend to begin the beta test ?

16:31 @ Ensign: for example, the index symbol of $INDU used for IB feed, needs to request INDU.X as the IQFeed symbol.

16:32 @ Ensign: This we do with a crossref table file that we can update, and when you download a newer version, the crossref will be updated so you can get data on more and more symbols.

16:32 fx-: $INDU is already working indeed

16:32 @ Ensign: beta test begins now.

16:33 @ Ensign: send e-mail to so we know you are helping.

16:33 Kevin: Howard how about the ADD advance decline line?

16:33 @ Ensign: the beta can be downloaded from our web site using your web browser

16:33 @ Ensign: the beta is NOT downloaded using the Internet Services form.

16:34 bill: Hi Howard, how soon do you think you will implement the Play Back feature, so IB users can build their own pb's?

16:34 @ Ensign: now, you can also right mouse click when viewing a chart and manually ask for a refresh.

16:34 @ Ensign: next week bill I should be able to work on that too

16:35 bill: Great Thx !

16:35 @ Ensign: the minute charts will refresh back several months, similar to eSignal refresh, and identical to IQFeed refresh.

16:36 @ Ensign: the new tick chart refresh that these users did not have before will refresh Today, or up to 100,000 ticks, which might be more than Today for

16:36 fx-: Howard, do IB users have access to #F contracts ?

16:36 @ Ensign: a lighter traded market. For example 100,000 ticks on IBM gets about 2.5 days of refresh,.

16:36 @ Ensign: Today will get all of today even if it is more than 100,000 ticks.

16:37 @ Ensign: IB users do not have #F symbols.

16:37 @ Ensign: IB does not feed data for #F so they have to specify the future symbol month.

16:37 @ Ensign: Also, the refresh is available for most foreign futures markets, thanks to IQFeed

16:38 fx-: as far as the refresh comes from IQfeed it will be possible to have #F contrats imho

16:38 @ Ensign: Also, the refresh for daily, weekly and monthly is available to every stock symbol world-wide, just need to know the stock symbol.

16:39 @ Ensign: Example, British Airways symbol si BAY.L and that will refresh daily, weekly, and monthly, but not intra-day or ticks.

16:39 tennisbum: the Ensign still have to manually do a refresh everytime you want data is that correct?

16:39 @ Ensign: There is intra-day and tick refresh on all US Stock and Canadian stocks and indexes.

16:39 @ Ensign: yes, tennisbum, the refresh is not a live data feed

16:40 @ Ensign: and the data will be current as of the exchange delay requirements which are

16:40 @ Ensign: NYSE and AMEX 20 minutes - Nasdaq 15 minutes - CME and CBOT 10 min - Nybot, Nymex, Comex 30 minutes

16:41 @ Ensign: if you have been on-line collecting data for longer than the delay requirement, then the refresh would fill in earlier gaps nicely.

16:42 @ Ensign: so, please give it a try, and let me know of symbols you discover that do not refresh so I can see if we can find a source for the data.

16:42 bill: so if I log on late, wait 10 min, , , then I can Fill In ES, right ?

16:43 @ Ensign: Also, let me know the time frame of the chart you attempt to refresh, whether it be constant tick, intra-day, daily, weekly or monthly as that impacts where the refresh might be coming from too.6:44 @ Ensign: correct bill, if you refresh immediately the refresh would still not give you last 10 minutes.

16:44 bill: Yup got it Thanks Howard

16:44 @ Ensign: but 10 min later it would, and you have the latest `10 min from being on-line

16:44 tennisbum: I use esignal for only one reason to get live data for ensign.....I trade using Tradestation platform...just kills me to pay 70-$100/mo for that live data

16:44 @ Ensign: so now your chart is complete.

16:44 bill: Yup, I understand Great,

16:44 bill: Yup Plang !

16:45 bill: Refresh is going to be GREAT

6:45 Elroch: I remember that odd feature of the IB data feed - Cuts out in middle of night

16:46 @ Ensign: I have my IB scheduled to disconnect at 01:00 AM

16:46 @ Ensign: and then I have in Ensign to reconnect which reruns IB scheduled for 1 minute later at 01:01 am.

6:47 @ Ensign: thus Ensign and IB are both running when I come to the office again the next day.

16:47 m yvy: can you schedule ib to disconnect ?

16:47 @ Ensign: you need to be updated to the latest version of IB all the time so you do not get interference from another message box from IB to upgrade.

6:48 m yvy: message comes anyway

16:49 @Buffy2: basically Howard this is for all versions but esignal am I correct?

16:49 @ Ensign: Mary, in IB click menu Configure | Misc | Auto Logoff Time

6:49 @ Ensign: the message you need to upgrade IB will NOT auto show if you have latest version of IB already.

16:50 Eddy: Howard, only when reboot system

6:50 @ Ensign: buffy, this does not affect the eSignal users, users, or IQFeed users as these have their own vendor refresh data source

16:51 @ Ensign: which means it does affect IB, Ensign Internet and DTN satellite users

16:51 @Buffy2: ok tks

16:51 m yvy: mine appears even if I have latest version, but maybe its a personal problem

16:52 m yvy: this upgrade is going to help lots of people Howard, thanks so much

16:52 dblue2: but if you have IB and Esignal emini's only you can't take advantage of this feature... is that correct?

6:53 @ Ensign: if you have esignal feed, then why would you need it....... you have everything with the esignal account.

16:53 dblue2: would like ib data for symbols not paid for in esignal

16:54 @ Ensign: so dblue, you switch to IB in the evening??

16:54 dblue2: no.... would like to be able to use both... as I have both

6:55 Eddy: Howard, if this would be comparable to esignal feed, then we would not need esignal in future? right?

16:55 m yvy: both feeds coming at the same time?

16:55 @ Ensign: well in Ensign Windows your vendor selection is one or the other, and when on eSignal the refresh attempts will be to your esignal account,

16:55 Eddy: for those who are with IB

16:55 @ Ensign: and when on IB as the vendor selection, refresh attempts will be to the Internet sources which now include IQFeed

16:55 dblue2: Would be nice to be able to marry the two somehow



Updated 05/21/2004