i know there are programs out there like sierra chart that let you chart IB's quotes. i use esignal right now and one thing i like to do is export OHLC for 5 min bars, 30 min bars, and Daily bars into excel to do some analysis outside market hours. for the 5 min and 30 min bars, i only need one day's intraday data. for daily bars, i only need 10 days. my question is, are there any programs out there that will let me get IB's data into excel like i'm doing now with esignal? BTW, i have heard that IB's quotes do not show every single price movement or something, but that is ok for my purposes. THANKS
Have you tried this: http://www.interactivebrokers.com/html/webhelp/Interoperability/DDE_Excel/Sample_Spreadsheet.htm