Hello, I would like to inquire if anyone has coded a historical downloader for IB stock prices. How are the historical stock (1-min) data quality? How far do the data go back to
Interactive Brokers historical stock data
- Thread starter entropytrading
- Start date
please explain why should i buy historical intraday stock data from esginal and the like while i can download them from IB? the historical data period might be limited, but if i don't need data beyond ?
yes sir, but not much info
https://www.linnsoft.com/support/brokers-data-vs-other-feeds
https://www.linnsoft.com/support/about-interactive-brokers-historical-data
i think historical non-tick data should be very close
https://www.linnsoft.com/support/about-interactive-brokers-historical-data
i think historical non-tick data should be very close
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You seem to be asking for two things:
(1) level of data quality?
(2) how far back in history is it available?
To answer the first one you'll need a reference in order to determine whether there are deviations or mistakes. What reference do you want to compare the IB historical data to?
To answer the second one: I guess that the available history depends on the instrument/stock. Tesla does not have a stock price history as long as Ford. If you want to download 1 minute data you'll not be able to to download the entire history in one run. You'll probably have to split it up in multiple runs, each for a different period.