Getting data from IB

Discussion in 'Data Sets and Feeds' started by Bluegar3, Jan 27, 2007.

  1. I would have called IB, but they are not open and I would love if someone could help me out.

    Is there a way I could transfer the data from IB to excel. I want the data from YM or ES.

    Thank you
  2. Check out their website/software/fix-api. They have a sample spreadsheet you can download.
  3. rosy2


    the offer an api to excel. and a historicaldata() method. read the site
  4. Note you can't get the data on the weekends....they shut off midnight NY time on Friday night and they're back on midday Sunday (I think noon NY time but I'm not sure).
  5. Bob111


  6. kowboy


    Switched to IQ feed with Quote Tracker charts. $20 per month through QT, plus $3. each for Nyse and Nasdaq data fees. A baragain if you need charts on the weekend.
  7. It's part of the API download.

    Install the API... and then search for TwsDde.xls
    Actually, it should be in the "c:\Jts\Excel" directory.

    It's a fairly well designed and coded Excel workbook...
    That connects to your TWS and displays IB quotes...
    Plus has a lot of additional functionality.
  8. Moreagr


    on IB's Excel API could I get RTD instead of DDE? and could it handle more then 40 fields with over 100 data lines?

    could some let me know which is the best route for and real time data calculations and database combo?

    MYSQL or others

    what I wanted to do is have hundreds of cells calcutate and update real time data of stocks and futures with alerts and sound colors etc.
  9. Moreagr


  10. rayl


    100 data line limit remains:

    All customers receive 100 concurrent lines of real-time market data (which can be displayed in TWS or via the API). After the first month of trading, high-volume traders may receive additional lines of market data, calculated as follows:

    Maximum ((Monthly Commissions/8), 100)

    For example, if you generate USD 16.00 in monthly commissions, you will receive 100 lines of market data. If you generate USD 400.00 in commissions, you will receive 100 lines of market data. But if you generate USD 840.00 in commissions, you will receive 105 lines of market data.

    My recollection also is that API data take priority over TWS data in getting to the 100 limit.
    #10     Apr 21, 2007