IB daily historical data

Discussion in 'Data Sets and Feeds' started by neutrino, Feb 4, 2009.

  1. Hi, guys. I just sent an email to IB to ask how long is the available daily history for the following futures contracts:

    - E-mini S&P 500
    - Corn (CBOT)
    - Gold (COMEX)

    In response I received the price for the data :)

    So could anyone who is using IB as data feed tell me the length of the daily history of these contracts?

    Thanks.
     
  2. Could anyone check, please? I still have no reply from IB...
     
  3. rluser

    rluser

    I pay near minimum for data to IB (tax advantaged account). The best info I have is for the current contracts, where I see 10 months on ES, 18 on GC, and 23 on ZC.
     
  4. I see, thanks a lot. I didn't think about it, but it seems that IB TWS does not offer continuous contracts. So it can show you any contract you want (including expired) but cannot link them. Well, I guess a year of daily data for the nearby contract is the best I can get.