API IB Excel _ Pbl with downloading forex historical data

Maxime · Oct 27, 2008

Hi,

I'm testing IB API with Excel.
I aim to use it as an automatic trading software (I already have a system)
But on the demo I can't download the forex historical data (particulary EUR/USD). It still involve an error : "Historical Market Data Service error message:No historical market data is available for the exchange 'IDEAL' and the security type 'Forex' and '1 d' and '1 hour'"

I need this datas to use my system (I'm on MT4 currently).

An idea ?

Thx

Maxime · Oct 28, 2008

Someone has ever downloaded the forex historical data from Excel (with the API) ?

stevegee58 · Oct 28, 2008

You have to specify IDEALPRO, not IDEAL.

Maxime · Oct 28, 2008

I specified IDEALPRO but I fix the problem :
I was using this software : http://www.interactivebrokers.com/en/software/twsDisclaimer.php?ib_entity=llc&twsdemo=1

But it was : http://www.interactivebrokers.com/en/p.php?f=tws&ib_entity=llc

There is no difference, but now it works...

Just for fun I've another pbl now !

The historical data had only 2 decimals (1.24/1.25/1.26/...) but I need numbers with 4 decimals as the normal spot (1.2475/1.2488/1.2563/...).

How can I fix it ?

stevegee58 · Oct 28, 2008

That's funny, my quotes have 5 decimals (e.g. 1.25495)

You're using the TwsDde.xls file that comes with the API?

jsmith · Oct 28, 2008

Did you try highlighting the cells and Format -> Cells?
You can select the number of decimal places for Number or Currency.

Quote from Maxime:

The historical data had only 2 decimals (1.24/1.25/1.26/...) but I need numbers with 4 decimals as the normal spot (1.2475/1.2488/1.2563/...).

How can I fix it ?

Maxime · Oct 29, 2008

Thx for your answers.

@ stevegee58
Yes I'm using TwsDde.xls. I'v 5 decimals with the spot but 2 in the historical..

@ jsmith
Yes I did it ! But when I increase the number of decimals I've only "0" after the quote : 1.24 ==> 1.2400

Islom · Nov 12, 2008

Quote from Maxime:

Someone has ever downloaded the forex historical data from Excel (with the API) ?

Hi guys,
of course you are right that you should indicate IDEAL PRO and the data is downloaded.
BUT there is an easier way to download, use IBXL as it connects Excel to Interactive Brokers . Good luck