during the weekend there was a thread started by a guy that was selling software to download data from IB but it seemingly was deleted. Can anybody give me a link to the software site?
I saw it on the IB forum under freelance tools the other day. I think it was ibcollector.com or something close to that.
There is free code to do the same thing on the OpenQuant forums. I got it to work for minute bars but never got it to work for 1 second bars...