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

[Spearhead]

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?

I think their published limit says 1 year, but in practice I'm able to get much more than that. For example, I can pull 1 minute data for AAPL from 2007. Not sure what the exact limit is, but it's certainly much more than a year.

The main problem with IB data is the rate limits for requests. You can only send 60 requests in a 10 minute period. This is a strict limit and the API will not return data if you attempt more than this. Thus, depending on how much data you're trying to pull, it could take a very long time.

 

[Spearhead]

I think their published limit says 1 year, but in practice I'm able to get much more than that. For example, I can pull 1 minute data for AAPL from 2007. Not sure what the exact limit is, but it's certainly much more than a year.

The main problem with IB data is the rate limits for requests. You can only send 60 requests in a 10 minute period. This is a strict limit and the API will not return data if you attempt more than this. Thus, depending on how much data you're trying to pull, it could take a very long time.

Also keep in mind IB historical data does not correct for splits/dividends/etc so you'll have to deal with that stuff yourself. Some people might prefer that anyway. You also can't get historical data for any delisted stock.

 

[GloriaBrown]

I think their published limit says 1 year, but in practice I'm able to get much more than that. For example, I can pull 1 minute data for AAPL from 2007. Not sure what the exact limit is, but it's certainly much more than a year.

The main problem with IB data is the rate limits for requests. You can only send 60 requests in a 10 minute period. This is a strict limit and the API will not return data if you attempt more than this. Thus, depending on how much data you're trying to pull, it could take a very long time.

That's great thx for your info.

 

[tandh]

E signal provides historical data, so the CME for their products.

 

[spacewiz]

Gloria, according that the link above : sub-30second data is available for 6 months, everything else for at least a year. You could ask via their API Support chat.

 

[GloriaBrown]

Gloria, according that the link above : sub-30second data is available for 6 months, everything else for at least a year. You could ask via their API Support chat.

That's cool, thx!