Hi All,

Can I write my own scanner (in java or C++ or ...) that does the following:
Get open/close/high/low/volume from x previous bars and write these data to a csv file.
This should be done for a list (array) of stocks.

Is this possible in TWS? Or do I need other tools?
Any example codes and how to use the code in TWS?

Thanks.

Dirkfio 

Hi All, Can I write my own scanner (in java or C++ or ...) that does the following: Get open/close/high/low/volume from x previous bars and write these data to a csv file. This should be done for a list (array) of stocks. Is this possible in TWS? Or do I need other tools? Any example codes and how to use the code in TWS? Thanks.

This is possible.
You may want to take a look at the TWS API (make sure to enable to API in your TWS before making a call).

Look at the following links :

https://www.interactivebrokers.com/en/index.php?f=11698

Interactive Brokers TWS API Tutorials ? Arranged by API Topic | Holowczak.com

https://github.com/krs43/ib-csharp

good luck !

rleplae 

https://github.com/krs43/ib-csharp

That repository is quite old, and redundant now that IB has their own C# API. See here (and the links on the page): https://www.interactivebrokers.com/en/index.php?f=5041