Ensign Windows has a refresh of historical data for the IB feed as follows:
| Exchange |
Tick |
Intra-day |
Daily |
Weekly |
Monthly |
| U.S. Stocks & Indices |
Y |
Y |
Y |
Y |
Y |
| U.S. Futures |
Y |
Y |
Y |
Y |
Y |
| Mutual Funds |
N |
N |
Y |
N |
N |
| Canadian Stocks |
Y |
Y |
Y |
Y |
Y |
| Canadian Futures |
Y |
Y |
Y |
Y |
Y |
| LIFFE and IPE |
Y |
Y |
Y |
Y |
Y |
| EuroNext and EUREX |
Y |
Y |
Y |
Y |
Y |
| Singapore SGX |
Y |
Y |
Y |
Y |
Y |
| FOREX |
N |
once/wk |
Y |
N |
N |
| Worldwide Stocks |
N |
N |
Y |
Y |
Y |
| Worldwide Indexes |
N |
N |
Y |
Y |
Y |
Tick and intra-day chart data is current to the exchange's delay requirement.
The Daily bar for today for some exchanges may not be available until
after the market closes
For your 50-range chart for ES, the chart is built from ticks you collect
form IB, and can be refreshed in Ensign to fill in missing data.
The refresh for ticks is restricted to 100,000 ticks for the symbol or
all ticks for today, which ever is greater. This data is added to the
chart you have underway, so the chart over time can grow to have up to
65,534 bars maximum, which might be several weeks of data.
The intra-day refresh of minute charts will extend back 120 calendar
days maximum. Daily refresh can extend back a decade.
|
