Automatically downloading historical bars from IB?

Discussion in 'Trading Software' started by LodeRunner, Jun 22, 2008.

  1. I'm looking for a way to automatically download the 1 year of historical bars IB offers with TWS. This requires a large number of requests, as at the smallest granularity (1 second bars) you're capped at around 30 minutes' worth of data per request.

    My friend and I have so far managed to cobble together something using the Java API that kinda works, but is still a long ways away from being properly automated. (We haven't even begun to address the inevitable throttling issues arising if we request too much in a given time period.)

    There are plenty of charting programs that utilize TWS's backfill data, of course, but are there any programs/scripts out there that can be made to automatically save large chunks of historical data to disk?
  2. simsim67


    sure, I personally use jTWSdump