I'm trying to download a complete list of US Equities available to trade at IB on a daily basis. As far as I can tell, the only list available on their ftp site is the short list which is obviously incomplete. Currently, I'm scraping their contract search web page but the server response time is slow and the entire process takes ~2 hours to complete. I've also tried entering wildcards for reqContractDetails() in the API, but that only work for options, not equities. Has anyone figured out a way to do this in a reasonable amount of time? Or if someone from IB is reading, would you consider uploading a nightly file with all available contracts that users could filter as they see fit?
Interactive Brokers - List of Available Contracts
- Thread starter jtrader33
- Start date
I think you should try out a service called QuantGo. I've been using it for a while and it is far superior to anything IB has to offer. Not to mention, far less expensive too.
I looked at them in the past. I'll agree that they appear to do things the right way, but having all the data locked up in their cloud was a deal breaker for me.