I can only get 2 days of 1 minute historical data from IB?

I think their published limit says 1 year, but in practice I'm able to get much more than that. For example, I can pull 1 minute data for AAPL from 2007. Not sure what the exact limit is, but it's certainly much more than a year.

The main problem with IB data is the rate limits for requests. You can only send 60 requests in a 10 minute period. This is a strict limit and the API will not return data if you attempt more than this. Thus, depending on how much data you're trying to pull, it could take a very long time.

 

Also keep in mind IB historical data does not correct for splits/dividends/etc so you'll have to deal with that stuff yourself. Some people might prefer that anyway. You also can't get historical data for any delisted stock.

 

That's great thx for your info.

 

E signal provides historical data, so the CME for their products.

 

Gloria, according that the link above : sub-30second data is available for 6 months, everything else for at least a year. You could ask via their API Support chat.

 

That's cool, thx!