How does IB's API work with historical data?

Butterfly said:
you could get the daily close from Yahoo using their webservices, no need for IB APIs

not sure I understand what you mean for the most recent week ? by definition historical data is not real time and it's not live. Do you need to include the intra-day ticks for the most recent week in your data model ?

It seems that you will need to define more precisely your quote data scenario, and then from that scenario, articulate a data model that you can run in your script or programming language. Nothing difficult, but you will need to put more thought in your design and planning.
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Butterfly, I buy/sell every Friday at close so that I always have my top picks for the following week. I use the previous 14 weeks closing price on Friday(or the last day of the trading week) for my analysis. This includes the Friday I execute the trade so I have to time my analysis so that I get as close to close as possible for the most recent week. I figured it would be easier for me to run my analysis and the order management in the same Java app in order to execute this in time and be able to buy/sell whatever I need to at close. Sorry, if I'm not making any sense it's been a long day.
 
Max M said:
Butterfly, I buy/sell every Friday at close so that I always have my top picks for the following week. I use the previous 14 weeks closing price on Friday(or the last day of the trading week) for my analysis. This includes the Friday I execute the trade so I have to time my analysis so that I get as close to close as possible for the most recent week. I figured it would be easier for me to run my analysis and the order management in the same Java app in order to execute this in time and be able to buy/sell whatever I need to at close. Sorry, if I'm not making any sense it's been a long day.
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then it's very easy, close to closes make perfect sense, no need to do that with IB APIs, can be done in Python or Java and then import the IB APIs into Python so the trades can be processed

see my thread on a tutorial to send trades to IB APIs using Python,
 
eusdaiki said:
You could use the IB API with excel through DDE, or you could use their API with several programming languages

https://www.interactivebrokers.com/en/?f=/en/general/education/pdfnotes/PDF-TwsExcelAPI.php
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If someone has successful experience in data feed using IB API, I can pay for his labour, since there is no free lunch.

I can spend my own time for its implementation but my time need money too. If someone spend weekend for me I should pay at least some hundreds of dollars.

In short, suppose I have 400 equities (similar to SnP500) in my personal watch list, stored in c:\stocklist.txt.
Someone make program to receive the price data using IB API, stored in c:\price.txt so that I can read the present price from my own program every minutes during 9:30 and 4:00.

Reply me if anyone was successful.
 
using IB APIs with Excel DDE is quite easy, I did it before with their live feed for Equity options, but it's still "clumsy" and I wouldn't recommend it.
 
jk90029 said:
In short, suppose I have 400 equities (similar to SnP500) in my personal watch list, stored in c:\stocklist.txt.
Someone make program to receive the price data using IB API, stored in c:\price.txt so that I can read the present price from my own program every minutes during 9:30 and 4:00.

Reply me if anyone was successful.
More...

that's not really challenging, and I am surprised you haven't figure it out yet
 
jk90029 said:
In short, suppose I have 400 equities (similar to SnP500) in my personal watch list, stored in c:\stocklist.txt.
Someone make program to receive the price data using IB API, stored in c:\price.txt so that I can read the present price from my own program every minutes during 9:30 and 4:00.
More...

here's an example http://bit.ly/1FtE43K that publishes a midprice and other #s over zeromq. You could listen to zmq in your program for the prices instead of reading a file every minute.
Also, here's how to use the API in python http://bit.ly/17h05Rm

A custom solution is not free
 
Butterfly said:
using IB APIs with Excel DDE is quite easy, I did it before with their live feed for Equity options, but it's still "clumsy" and I wouldn't recommend it.
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I had experience to get a paid helper on Excel DDE, for other than IB in other than NYSE market.

Its data feed was successful but I agree it is "clumsy" as Butterfly and probably Python is recommended as 2Rosy.
 
using a MoM like ZeroMQ or other opensource MQ is really not the best way to get a price feed

REST APIs are better equipped for that, a query type pull rather than an asynchronous push
 
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