How many days of historical intra day data would I be able to get from IB to backrest intra day strategies? Id like to have an idea before I buy software for back testing.
try to open chart in TWS and you will find out.if not-read thru API release notes. it shpuld be somewhere - http://www.interactivebrokers.com/en/software/apiReleaseNotes/index.php?ib_entity=llc http://www.interactivebrokers.com/en/software/apiReleaseNotes/api_84.php?ib_entity=llc#84_intraday
It depends on the time frame you are trying to load. I think for 1 min, you can pull 5 days. For 5 min, you can pull 10 or 20 days.
sad to hear. i had plans on using IB to backtest future systems. does anyone have any suggestions on a good service which provides a lot of historical tick data (years hopefully), and keeps up to date.
IB provides 1 year of intraday historical data. (This morning I just downloaded 1 minute QQQQ data back to 1/9/2006, for example. I think you should be able to get 1sec bars.) The limits that crazyveddie is referring to are for how much data you pull down per query - basically you have to issue a whole bunch of queries, changing the end date each time. Steve