I can only get 2 days of 1 minute historical data from IB?

1. No; you can also collect data in realtime. You'll need to set up some kind of process to get it. Are you writing your own code, or using some kind of third party software?

2. Yes. If you need more you'll need to get it from somewhere else. Probably not relevant to you, but I use 1 day data, and to get more history when I kicked off I backfilled the IB data from https://www.quandl.com/. No doubt someone else can tell you where to get longer series of intraday data.

GAT
 
@GloriaBrown ActiveTick Market Data API supports 1-minute resolution ohlcv data going back to 2008. Like globalarbtrader already mentioned, if you need data going forward, you should backfill once, and then subscribe to trade tape to continue building bars in real-time.
 
Pull up the free MC charting program. I think the default data request is already set to 1 years worth of 1 min data. I am not that proficient but it is simple enough to figure out.

It will pull at least a years worth of data while handling data time out requests. You can then export to a comma delimited file.
 
GloriaBrown said:
I am pretty new to IB and would like to know:
1. I can only get historical from API?
2. I can only get 2 days of 1 minute historical data? That is what I saw from here:
https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm

Thank you!
More...


1. API is the most convenient way to get historical data. There are a number of limitations that can be overcome with clever programming that make it... not very straightforward... to collect data for longer time periods.
2. NO. You can only get 1-min data for 2 days IN A SINGLE API REQUEST, but you can make multiple requests specifying different "end date/time".

From the link you provided ( top of the page) :

  • Historical data requests that use a bar size below 30 seconds can only go back six months.
  • Historical data requests can go back one full calendar year or more, depending on the number of concurrent real-time market data lines:
If you need intra-day historical data and feel like coding it yourself w/ API is too much work (and it is, if you need a robust solution - I've been using this tool for a while, pretty happy with it, saved me a lot of time...

http://www.tradinggeeks.net/downloads/ib-data-downloader/
 
xandman said:
Pull up the free MC charting program. I think the default data request is already set to 1 years worth of 1 min data. I am not that proficient but it is simple enough to figure out.

It will pull at least a years worth of data while handling data time out requests. You can then export to a comma delimited file.
More...

one year minute data is really enough for me to do backtest, thanks.
 
globalarbtrader said:
1. No; you can also collect data in realtime. You'll need to set up some kind of process to get it. Are you writing your own code, or using some kind of third party software?

2. Yes. If you need more you'll need to get it from somewhere else. Probably not relevant to you, but I use 1 day data, and to get more history when I kicked off I backfilled the IB data from https://www.quandl.com/. No doubt someone else can tell you where to get longer series of intraday data.

GAT
More...

Thanks. For question 1 I am asking if API is the only way to get historical data, does IB provide another way to get historical data? For example using its web interface.
 
spacewiz said:
1. API is the most convenient way to get historical data. There are a number of limitations that can be overcome with clever programming that make it... not very straightforward... to collect data for longer time periods.
2. NO. You can only get 1-min data for 2 days IN A SINGLE API REQUEST, but you can make multiple requests specifying different "end date/time".

From the link you provided ( top of the page) :

  • Historical data requests that use a bar size below 30 seconds can only go back six months.
  • Historical data requests can go back one full calendar year or more, depending on the number of concurrent real-time market data lines:
If you need intra-day historical data and feel like coding it yourself w/ API is too much work (and it is, if you need a robust solution - I've been using this tool for a while, pretty happy with it, saved me a lot of time...

http://www.tradinggeeks.net/downloads/ib-data-downloader/
More...

I see, so for every single request I can only get 2 days of minute data. Then how long ago does IB save their minute data? May be half to one year?
 
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