I know you can download the data from
ftp://ftp2.interactivebrokers.com/usa.txt
and they update that file (at least) once a day.
Does anyone out there have historical versions of that file, that they would be willing to share with me, so that I can the hard-to-borrow and indicative borrow rates into my backtests?
ftp://ftp2.interactivebrokers.com/usa.txt
and they update that file (at least) once a day.
Does anyone out there have historical versions of that file, that they would be willing to share with me, so that I can the hard-to-borrow and indicative borrow rates into my backtests?