How to get historical data from IB for backtest?

[GloriaBrown]

Please explain to me the basic knowledge. I know programming so I can find out the technical detail, I just don't know what should I start from.

 

[Spearhead]

Here are some relevant links:
http://interactivebrokers.github.io/
https://www.interactivebrokers.com/en/software/api/api.htm
https://www.interactivebrokers.com/en/software/api/apiguide/java/reqhistoricaldata.htm
https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm

Getting historical quotes via the API is similar to anything else you'd do through the API. Calls are made via methods on EClientSocket, and results need to be handled via callback methods defined in EWrapper (I used Java). The sample application is useful for checking the right format to use for input/output parameters. There are a few tricky spots and I don't think the documentation is great, but I don't recall having any huge issues.

 

[GloriaBrown]

This cool thanks a lot. Why do you pick java but not C#, vba, or c++?

Here are some relevant links:
http://interactivebrokers.github.io/
https://www.interactivebrokers.com/en/software/api/api.htm
https://www.interactivebrokers.com/en/software/api/apiguide/java/reqhistoricaldata.htm
https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm

Getting historical quotes via the API is similar to anything else you'd do through the API. Calls are made via methods on EClientSocket, and results need to be handled via callback methods defined in EWrapper (I used Java). The sample application is useful for checking the right format to use for input/output parameters. There are a few tricky spots and I don't think the documentation is great, but I don't recall having any huge issues.

 

[Spearhead]

This cool thanks a lot. Why do you pick java but not C#, vba, or c++?

It was just personal preference. I have more of a Java dev background.
I think the api should be similar regardless of language.

 

[GloriaBrown]

It was just personal preference. I have more of a Java dev background.
I think the api should be similar regardless of language.

yeah I think they have better support for C# comparing to few years ago. I will try to use C#.

 

[nakachalet]

Here are some relevant links:
http://interactivebrokers.github.io/
https://www.interactivebrokers.com/en/software/api/api.htm
https://www.interactivebrokers.com/en/software/api/apiguide/java/reqhistoricaldata.htm
https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm

Getting historical quotes via the API is similar to anything else you'd do through the API. Calls are made via methods on EClientSocket, and results need to be handled via callback methods defined in EWrapper (I used Java). The sample application is useful for checking the right format to use for input/output parameters. There are a few tricky spots and I don't think the documentation is great, but I don't recall having any huge issues.

how are you doing nowadays, trading-wise?

read your old posts, just some, and wonder if you are forging ahead and getting to
where you want to be? best trading to you. nakachalet at gmail dot com

 

[Spearhead]

how are you doing nowadays, trading-wise?

read your old posts, just some, and wonder if you are forging ahead and getting to
where you want to be? best trading to you. nakachalet at gmail dot com

Thanks for asking.. I hardly remember my old posts, so had to go back and take a look. I don't think I was ever trying to "get somewhere" in a general sense. Obviously would like to continuously get better regardless of what I'm doing.

My returns this year have not been as good as the last 3, but the me from 4 years ago would've thought this was a pretty good year. But feeling like I've peaked or plateaued isn't great. There are other things I'd like to do in a professional sense, so I almost feel like part of me is almost hoping for things to fall apart so I can justify moving on to something else. I've been doing this for almost 9 years already. Could just be the mid-life crisis talking.

 

[nakachalet]

if you like, show me what you trade but do not prose long passages, k?

just a snapshot of your screen, live or simm, does not matter; see if i can
help some, but no promises if i can do anything ok?

just want to assure you i won't steal your setups or anything, i'll show you
some of my screen shot live, real and well; first: K?

it is entirely up to you what you wish to do, K?

to assure you, whatever i do, it is not for sale, alright?

it is sent to only a few handful of traders to be with the hope that it
might encourage some toward more profitable trades and all.

cheers.

 

[Spearhead]

if you like, show me what you trade but do not prose long passages, k?

just a snapshot of your screen, live or simm, does not matter; see if i can
help some, but no promises if i can do anything ok?

just want to assure you i won't steal your setups or anything, i'll show you
some of my screen shot live, real and well; first: K?

it is entirely up to you what you wish to do, K?

to assure you, whatever i do, it is not for sale, alright?

it is sent to only a few handful of traders to be with the hope that it
might encourage some toward more profitable trades and all.

Thanks for the offer. I'm not looking for help nor looking to share anything. I also don't use technical setups and not particularly interested in it. Just personal biases.