IB supplied data

[mktman]

How many days of data does IB supply for equities and emini futs?
Historical data?

Cant find this info on the website.

Thanks.

 

[inCom]

I think you should look into the API specification section. If memory serves me you can backfill up to 10 days.
GS

 

[dcraig]

As the previous poster said, check the API docs. It used to be 6 months. I think it may have been extended to 12 now. However not all software supports this as there a some issues with the API and some limitations that may cause some vendors to not fully support it.

It definately can do more than 10 days. I have my own code for downloading and it most definately does work.

 

[inCom]

I was referring to intraday data. 6 months seems a bit too much in that respect.

GS

 

[eco]

No, its a lot more than 10 days. I dont do stocks but I have backfilled more than 60 days on futures contracts.

 

[dcraig]

Quote from inCom:

I was referring to intraday data. 6 months seems a bit too much in that respect.

GS

At least six months down to 1 min bars.

 

[inCom]

Quote from dcraig:

At least six months down to 1 min bars.

Ok.

 

[jimrockford]

IB's data for SPY go all the way back to April 23, 2004, intraday, with full tick-by-tick time and sales. This is more than 2 years of tick-by-tick data.

 

[mktman]

Anyone have a link to API specifications docs?
Cant find them on there website

thanks