Downloading Data from IB?

Discussion in 'Interactive Brokers' started by callmepaul, Nov 17, 2015.

  1. Hello,

    Does anyone know if there is any way to download data from IB other that using the API?

    I am trying to download 5 minutes bars for a year period for all S&P 500 and it is proving to be really slow even though the whole data should not be more than 500M-1GB.

    Is there any other way I can do this?
    Thanks
     
  2. xandman

    xandman

    The problem is that IBKR times out your request. You will take a long time regardless of the app that you use.
     
    callmepaul likes this.
  3. Yes, of course they timeout if you barrage their server. They're a broker, not a data vendor. Anyway, you might try the shim.
     
    callmepaul likes this.
  4. xandman

    xandman

    I would expect that you could at least get one symbol for the same duration as the charts on TWS....with no time outs.

    I tried it on thier own integrated multicharts platform which has since been discontinued and removed from TWS.

    However, the OP does require something that would be a barrage.