IB historical data

Discussion in 'Data Sets and Feeds' started by mktman, Jun 29, 2006.

  1. mktman


    Anyone using Ib histrorical data for futures and equities.

    Is it accurate reliable?

    Trying to avoid paying for esignal
  2. ddunbar

    ddunbar Guest

    Futures data is accurate. Only goes back 6 months max for current cycle. If you use Medved QuoteTracker, then you have a blockbuster combo. And Medved QT is free. Or you can register for $60/year to use historical data past 6 months(for equities) and intraday data past 2 days. It works through IB's TWS API.

    As far as the data for equities, since IB routes orders and therefore receives quotes from different exchanges and ECN, there tends to be some inaccuracies and "spikes." They can be filtered out using Medved's QT though. I don't trade equities but from what I've read, that's pretty much it.