Historical Data for Python

truetype · Nov 1, 2017

Patryk Jalmuzna said:
QCollector saves the data in a ASCII text format. ASCII works perfect with Python, right?

I assume you can mung file formats if you know Python (or any other language).

Patryk Jalmuzna · Nov 1, 2017

truetype said:
I assume you can mung file formats if you know Python (or any other language).

Well not quite. I do know the markets, but I have just started studying Python etc. and the next six months are dedicated for this purpose. Can you explain it to me?

d08 · Nov 1, 2017

Patryk Jalmuzna said:
d08, is it possible to buy and download the data from IB without a brokerage account?

Not to my knowledge, unfortunately.

ryker · Nov 3, 2017

What about Quantopian? You can't download data but at least you can test ideas in Python.

d08 · Nov 3, 2017

ryker said:
What about Quantopian? You can't download data but at least you can test ideas in Python.

How smart is it to keep something valuable on a server where a company can access all your data freely and make money off of it?

Patryk Jalmuzna · Nov 4, 2017

ryker said:
What about Quantopian? You can't download data but at least you can test ideas in Python.

Thanks for the idea, but as d08 highlights, I feel uncomfortable by the uncertainty with that kind of service.

Does anyone know if Python supports/read ASCII text format?

d08 · Nov 4, 2017

Patryk Jalmuzna said:
Thanks for the idea, but as d08 highlights, I feel uncomfortable by the uncertainty with that kind of service.

Does anyone know if Python supports/read ASCII text format?

I suppose you mean something like a file with comma separated values (csv) and of course it can. It's quick and easy. My suggestion is to use Pandas as it has a lot of useful features and is often faster than native Python.

jjapp · Nov 4, 2017

You should be able to read that data directly into a pandas data frame. If for some reason that causes problems you can use Python's standard io functions and then will likely have to do a little munging.

Younes · Nov 5, 2017

d08 said:
IB

Hey d08, I have an IB account, I would like download intraday price data every 2-3 minutes (5 min is okay). Do you know how many stocks can I get every time? is there a tool to get the data directly from TWS?

Thanks in advance.

HobbyTrading · Nov 6, 2017

Younes said:
Hey d08, I have an IB account, I would like download intraday price data every 2-3 minutes (5 min is okay). Do you know how many stocks can I get every time? is there a tool to get the data directly from TWS?

Thanks in advance.

Unless you have a very large account size can you monitor 100 symbols in parallel. You would have to write your own software (multiple languages supported) and have it connected through the IB API. I don't know if such software has been made available by someone for everybody.