No. We intend to integrate with IB for placing and automating trades later this year, 2012.
There are two reasons we do not use IB’s global data to run the cointegration algorithm:
- IB’s daily history generally only extends 1 year back
- IB ‘chokes’ repeated data requests thus preventing high speed calculations
So although IB have great global coverage they are not good providers of historic data for our software. We are going to be testing additional feed vendors to get European coverage; and we expect to have also integrated Google Finance’s data feed soon. Yahoo! Finance data, especially outside the US can be variable and subject to inexplicable revisions.
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