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Does anyone know if NT has a feature or some other script to auto download history from IB?
IB has the restriction that you can only download limited history every 5 min. That’s what it said but it seems that it is more like every 10 min.
I wanted to make an portfolio backtesting and need a lot of data from different stocks which IB offers but only over time due to the restriction. Since this is a stupid routine job there has to be a tool out there what does that job for me so I don’t have to sit in front of the computer the entire time.
Can you help answer these questions from other members on NexusFi?
I did this kind of things with Trading Shim, few months ago. Some of the Ruby scripts included already have the good timers, the historical data are stored in the Shim Mysql database.
But Linux, or maybe Cygwin needed.
If you are proficient at MS Excel you can download most data from Yahoo and parse it into a text file. That text file can be loaded into Ninja to give you all the history you can handle.
I have imported data for the S&P from the beginning of time to present using this method. I really should write a macro to do this but I'm lazy.
I found IBCollector, a bit expensive. There is also jTWSdump.
I think I've made something few years ago, a piece of Java code, which was made to download IB historical data, and export these in an SQL database. That was an old-fashion/no-mouse/no-colors/console application, I didn't use it a lot (I found Trading-Shim), but it did the job.
I'll try to find it.
The best I found is VC,
its a trading platform and data provider.
Its free for EOD data, and intraday is available when market is closed.
More or less 10 years of history (on futures).
US and european markets.
I just call a chart with required data, and then export them to a file.
