Anyone downloaded historical data from Interactivebrokers?  [SOLVED]

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frishman

Anyone downloaded historical data from Interactivebrokers?

Postby frishman » 20 Feb 2012

Anyone sucessfully downloaded historical data from Interactivebrokers?

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TJ
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Re: Anyone downloaded historical data from Interactivebroker

Postby TJ » 20 Feb 2012

frishman wrote:Anyone sucessfully downloaded historical data from Interactivebrokers?

how far back are you looking for?

how many symbols?

Guest

Re: Anyone downloaded historical data from Interactivebroker

Postby Guest » 20 Feb 2012

FIRST OF ALL thank you for your reply

how far back: well as much as possible
how many symbols: EUR/USD and the S&P

I connected the multicharts with IB and symbol EUR (CASH IDEALPRO)
but it only gather and store real time data.
I could not retreive any historical data.
I have a free version on multichart, some guyes on IB forum advise me to look into that product, as the API existing in IB to retreive historical quotes is very much NOT user friendly , and no support at all.

David.




TJ wrote:
frishman wrote:Anyone sucessfully downloaded historical data from Interactivebrokers?

how far back are you looking for?

how many symbols?

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TJ
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Re: Anyone downloaded historical data from Interactivebroker  [SOLVED]

Postby TJ » 20 Feb 2012

Guest wrote:FIRST OF ALL thank you for your reply

how far back: well as much as possible
how many symbols: EUR/USD and the S&P

I connected the multicharts with IB and symbol EUR (CASH IDEALPRO)
but it only gather and store real time data.
I could not retreive any historical data.
I have a free version on multichart, some guyes on IB forum advise me to look into that product, as the API existing in IB to retreive historical quotes is very much NOT user friendly , and no support at all.

David.




TJ wrote:
frishman wrote:Anyone sucessfully downloaded historical data from Interactivebrokers?

how far back are you looking for?

how many symbols?


Please check IB's website for history availability.

Most instrument have limited history.

I might be wrong, but I do not believe IB provides cash history at all.



ps.
go to File > Preferences

Under Data Server Mode

make sure you have checked "Download missing historical data".

frishman

Re: Anyone downloaded historical data from Interactivebroker

Postby frishman » 21 Feb 2012

you where right:
one year history only for all daily data
2000 row for intraday but it isnt true, as a 4 hours bar chart has only 1 month history.

if multichart compensate the lack of historical data from IB, what data source are they using then?

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Re: Anyone downloaded historical data from Interactivebroker

Postby JoshM » 22 Feb 2012

frishman wrote:you where right:
one year history only for all daily data
2000 row for intraday but it isnt true, as a 4 hours bar chart has only 1 month history.

if multichart compensate the lack of historical data from IB, what data source are they using then?

MultiCharts doesn't use another data source for IB historical data - this is provided by IB themselves.

The historical data for IB is available for one year (including minute data and including expired future contracts), but there is a limitation of a request of 2000 rows. So you can download a full years of data, but have to wait longer since as soon as the request reaches 2000 rows, you'll need to wait at least five minutes before the next 2000 rows.

Historical data requests are subject to the following limitations:

· Historical data requests can go back one full calendar year.

· Each request is restricted to duration and bar size values that return no more than 2000 bars (2000 bars per request).

Source.

frishman

Re: Anyone downloaded historical data from Interactivebroker

Postby frishman » 22 Feb 2012

if i read you well, it means i could download more than year of historical data (or max 2000 row), as long as i retreive one year at the time (or max 2000 row) ?

frishman

Re: Anyone downloaded historical data from Interactivebroker

Postby frishman » 22 Feb 2012

well, i tried and the answer is one year only, that is how far back they go.
i email to their data dept to see if one could buy their data, so far no reply.

thank you for your help! i keep you update if i get more info

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Re: Anyone downloaded historical data from Interactivebroker

Postby Henry MultiСharts » 22 Feb 2012

There is a limitation for the amount of historical data provided by TWS API - 1 year.
More information can be found here.


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