Collect intraday data from IB

Discussion in 'Data Sets and Feeds' started by Trader_Herry, Sep 8, 2006.

  1. How can I collect intraday data from IB and export it as a file which can be read by other charting programs and do the playback?

    Any advice?
  2. kiwi777


    you can use a 3 party software and then export the data to csv/text. I use tradecision.
  3. What package should I choose if what I want is just this one.

    It appears the payment is one-off, isn't it?

    Any more options?
  4. Sierra Chart
  5. BCE


    Don't see a price for DataCenter. Do you know how much it costs? Thx. How far back and what kind of data can you transport from IB? I have MetaStock Pro that I want to get data into also. Thx.
  6. feb2006


    you can collect IB data with excel too.

    A DDE connection is demonstrated by IB in their demo file 'TwsDde.xls' in your 'C:\Jts\Excel'-Folder.

    More stable than the old fashioned DDE is their activeX Control available for data import via Visual Basic.

    A ready made solution is offered by CyberXpert with its free IB-Excel-Adapter.

    All you have to to is to write a small VBA routine saving these data into a file and your collection is working. Solutions for collection and converting also may be be offered by freelancers listed here.

    Its even possible to chart IB data realtime with Excel Chart. Creating good looking realtime charts in Excel may need some programming time but it has the advantage that you can chart what you want to see and aren't limited to the offer of your chart provider.


    re IB data quality see this thread.
  7. BCE


    I'm just looking to get data into MetaStock Pro 9 from IB so I can run some screens. I saw this software, MetaServer RT 3.2 for Interactive Brokers' TWS , from Tradersoft but not sure how well it works.
    Also there's this one, IB Loader, for historical data.
    Like I say, don't know how well they work.
  8. Where can I get the "small VBA routine"?

    Or do I need to pay for freelance tools just for that?

    I don't know much about coding.
  9. Too bad that they don't give the fully functional trial version. We have no way to test how reliable and efficiency the tools are.
  10. BCE


    Exactly. :)
    #10     Sep 11, 2006