I do NOT even know how and where to PM (private mail?) you. Regarding "It's a lot less cumbersome to get the data from a data provider than using ftp. instead of ftp.get you essentially use dataproviderAPI.get PM me i will write it for you", may I use plain email, to contact for future communication? My email is email@example.com Personally, I am R user (a little knowledge of Python), with IB acccount.