TWS - Time & Sales - how to download?

[ffs1001]

Hi,

I would like to download the T&S data for a particular options strike into an Excel sheet.

For ex, the information below, although I just need the Time, Last and Size values.

There is nothing in the configuration or settings which shows me how to do this. I cannot even select a bunch of records here and do a 'Copy to clipboard' as this is not available.

Anyone know how I can get this downloaded on an ad-hoc basis?

 

[xandman]

Use the Excel or python API.

 

[ffs1001]

Use the Excel or python API.

Thanks - not having used an API for anything, are you able to point me in the right direction?

 

[Poljot]

This might help:
https://interactivebrokers.github.io/tws-api/excel_apis.html#available_excel_apis

 

[guru]

There is nothing in the configuration or settings which shows me how to do this.

Because there is no such feature.
You may have to spend some time googling and testing various external solutions, including the above-mentioned APIs and any 3rd party solutions.

https://www.google.com/search?q=interactive+brokers+download+time+sales+excel

https://github.com/search?q=interactive+brokers

 

[xandman]

https://interactivebrokers.github.io/tws-api/historical_time_and_sales.html. Not much Excel but there are several guides out there.

 

[socool]

Python API might be able to help you out, but if you do not have any experience in that. Consider doing Excel one, there are many guides out there.