Contents
Interactive Broker Download Historical Data
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Interactive Broker Download Historical Data. We believe in open-sourcing code that we can share that helps others.
Here you can find some Java and Python scripts useful for downloading historical data from Interactive Brokers and merging them into a sensible text format.
IBDownloadHistoricalData @ GitHub https://github.com/mattrobust/IBDownloadHistoricalData
IBDownloadHistoricalData
Downloads historical data from interactive brokers and builds a data file useful for subsequent back-test
By RobustTechHouse https://robusttechhouse.com
Java Logic
The Java class generates in desired path a series of data files in reverse chronological order eg
1.txt => most recent data
2.txt => next most recent data
... etc
Python Logic
The Python script takes the Java class output files and creates one contiguous data file in chronological order
Useful References
Historical Data Limitations:https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm
List of IB currencies: https://www.interactivebrokers.com/en/?f=%2Fen%2Ftrading%2Fexchanges.php%3Fexch%3Dibfxpro%26amp%3Bshowcategories%3D%26amp%3Bib_entity%3Dllc#
Sample code to request data: http://www.elitetrader.com/et/index.php?threads/request-ib-tick-data-java-api.206254/
Sample code: http://stackoverflow.com/questions/10777885/error-getting-the-eur-usd-historical-data-using-r-on-ibrokers
Sample IB Historical Request Format For Reference
Symbol: USD
Security Type: CASH
Exchange: IDEALPRO
Primary Exchange: IDEALPRO
Currency: JPY
End Date/Time: 20150326 07:46:46 GMT
Duration: 1 D, another eg could be 14400 S
Bar Size Setting: 1 min
What to Show: BID/ASK
Regular Trading Hours: 1
Date Format Style: 1
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To download historical data you can create an account or you can watch o n reddit and github for better learning experience. If you need a person or tutor take my online exam, prime online will assist you to accomplish your task.
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