Downloading Data from IB?

[callmepaul]

Hello,

Does anyone know if there is any way to download data from IB other that using the API?

I am trying to download 5 minutes bars for a year period for all S&P 500 and it is proving to be really slow even though the whole data should not be more than 500M-1GB.

Is there any other way I can do this?
Thanks

 

[xandman]

The problem is that IBKR times out your request. You will take a long time regardless of the app that you use.

 

[debitspread]

Yes, of course they timeout if you barrage their server. They're a broker, not a data vendor. Anyway, you might try the shim.

 

[xandman]

I would expect that you could at least get one symbol for the same duration as the charts on TWS....with no time outs.

I tried it on thier own integrated multicharts platform which has since been discontinued and removed from TWS.

However, the OP does require something that would be a barrage.