Data Limitations from InteractiveBrokers TWS

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Dave Masalov
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Data Limitations from InteractiveBrokers TWS

Postby Dave Masalov » 28 May 2010

Dear Sirs,

In MultiCharts you can only get one year of historical data from IB. The reason is the following TWS API limitation:


Historical data requests are subject to the following limitations:
Historical data requests can go back one full calendar year.


MC use TWS API to get historical data.
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cael
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Postby cael » 06 Jul 2010

The TWS built in charts however can access 3 years. Could the api have been upgraded already?

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Dave Masalov
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Postby Dave Masalov » 07 Jul 2010

Dear cael,

The situation has not changed. TWS API still have this limitation.

Misha04
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Re: Data from IB TWS

Postby Misha04 » 23 Mar 2011

I assume I have to be logged into TWS to connect to the data feed. When I am logged into TWS, should the data feed automatically begin streaming to MC, or do I need to do something. I am just switching from iQ feed to TWS feed because I would rather not use tick data and save 165/month, but I am having touble accessing the TWS data feed to add symbols.....thanks

JayMTF
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Re:

Postby JayMTF » 13 Dec 2014

Dave Masalov wrote:Dear cael,

The situation has not changed. TWS API still have this limitation.



Hi Dave,

I've downloaded data going back to 1998 and I believe i did it correctly as per this screen shot:

https://www.dropbox.com/s/kraelk97wwa7xfi/2014-12-13_Quotes_Added.png?dl=0

But when I try to add the older data to a new continuous contract, only the last 13 contracts show:

https://www.dropbox.com/s/0x3lj0vp2efqv0b/2014-12-13_13_Hits.png?dl=0

Is this bc of the limitation in the IB API you're referring too? If so are there any ways around this?

Thanks,

Jason
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Henry MultiСharts
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Re: Data from IB TWS

Postby Henry MultiСharts » 15 Dec 2014

Hello Jason,

As you already have the contracts in the data base - you do not need to add them again. You need to create a custom futures that will use these imported contracts/data. Please follow these instructions.

As for the historical data limitation - it is no longer applied. By default IB accounts have access to 1 year of historical data through API connection. That is possible to extend the amount of provided historical data (up to 5 years). Please contact IB directly to setup your account for extended historical data through API.

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Re: Data from IB TWS

Postby JayMTF » 15 Dec 2014

Hi Henry,

Thank you for your reply.

I've since contacted IB and got two different answers from two different reps. One said I would have to order Quotes Booster for $300/month and the other said it wasn't necessary bc I'm trading futures and not equities. And even so if it was necessary, I would have to ensure that the histprical data matched my time frame of 240 mins.

I've posted a new topic with a different ehader in the hopes of it getting more attention from anyone who has done this with IB in the past but if you know which IB agent was correct I'd appreciate it.

Thanks again,

Jason

Forexoil
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Re: Data from IB TWS

Postby Forexoil » 04 Jan 2015

Henry MultiСharts wrote:Hello Jason,

As you already have the contracts in the data base - you do

As for the historical data limitation - it is no longer applied. By default IB accounts have access to 1 year of historical data through API connection. That is possible to extend the amount of provided historical data (up to 5 years). Please contact IB directly to setup your account for extended historical data through API.

Thanks
i will contact IB and try to get my account setup for this 5 year data. I will report back later

Forexoil
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Re: Data from IB TWS

Postby Forexoil » 06 Jan 2015

from IB today:

If you are using MultiCharts that has been provided directly within TWS then it would have the same historical data limitations as IB's charts has. In this case 5 years is only available for bar sizes of 1 week - 1 month.

We do not provide historical data for 5 years with bar sizes smaller than 1 week by default.

Regards,

-Angel
IB API Support


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