Historcal Data from IB, downloading with IB Loader?

Discussion in 'Data Sets and Feeds' started by twinx, Jan 2, 2006.

  1. twinx


    did someone test to downlaod Historical Data from InteractiveBrokers? I tried today to do it with the demo of IB Loader from RT Soft (http://www.traderssoft.com/ts/ibl/)
    but i received an empty ASCII-file. Take a look on my screenshot, their where expoting data but (0 ticks)! What do you have for experiences, downlaoding Historical Data from InteractiveBrokers?

    Expanded Historical Data Queries

    Since its introduction in API version 8.4 and TWS version 843.0 (client version 18 and server version 16, respectively), all socket-based API technologies, including the socket client library, ActiveX, and Java, have had the ability to extract historical data going back 24 hours for any valid contract or combo. This ability has been expanded in API Version 8.51 (client version 20) and TWS version 848 (server version 20) to allow queries of up to one week in duration, which can end at any date and time during the past six months . For this purpose, the reqIntradayData method has been renamed to reqHistoricalData(), which now sends a new version 3 of the message. The messages TWS sends in response to these queries have been renamed HISTORICAL_DATA messages, with their format unchanged. As has always been the case with API historical data queries, data is returned in bars of a nature very similar to the bars in TWS charts, with the final bar returned in response to any reqHistoricalData() request having a start time value of “finished.” This allows an API application to know when its query has completed. Finally, it remains the case that only one request for historical data can be in process at any given time.

  2. twinx


    try to add the screenshot in this post.
  3. mokwit


    I have found it to work very sporadically often requiring multiple attempts per symbol and sometimes just not working when e.g Sierra is downloading fine. One thing you should look for is if another app is downloading at the same time as it seems the IB server can't handle 2 simultaneous requests.
  4. I have found it to be very reliable but i have written my own downloader. In fact I've found the service to be near to 100% reliable. Mokwit is right about two simulaneous requests either from separate applications or from the same application. TWS does return an appropriate error via the API so it should be possible, if a little messy to handle this situation even from multiple applications via some sort of random backoff mechanism.

    Overall, I do not like the API. It's not very nice to code to, but it can be made to work and the service reliablity is excellent.

    My feeling is that if it's not working, it's the fault of the downloder and not IB (either TWS or server side).
  5. mokwit


    Agree, it seems to be an error handling issue with IB loader (if that is what you meant)
  6. twinx

    Do you have the same problem with US instruments?

    I have no problems downloading history for US futures but all sorts of problems trying to load from european (euhmds) and asian (hkhmds) servers. Maybe the problem is with the foreign servers, not IBLoader
  7. twinx

    I assume you have an active subscription to DTB (eurex) data. You cannot download historic data if you dont pay the exchange fees.
  8. twinx


    Did a reboot and closed all other aplications, but all downloaded ASCII-files are empty. Strange.

    Ah, trudge with my excel end-user-knowledge I am dreaming to do my own things...
    Do you want to share or sell your programm?

    Yes, i have only eurex in the moment and did no trades, the account is new.

    Thanks twinx