IB supplied data

Discussion in 'Data Sets and Feeds' started by mktman, Jun 28, 2006.

  1. mktman


    How many days of data does IB supply for equities and emini futs?
    Historical data?

    Cant find this info on the website.

  2. inCom


    I think you should look into the API specification section. If memory serves me you can backfill up to 10 days.
  3. As the previous poster said, check the API docs. It used to be 6 months. I think it may have been extended to 12 now. However not all software supports this as there a some issues with the API and some limitations that may cause some vendors to not fully support it.

    It definately can do more than 10 days. I have my own code for downloading and it most definately does work.
  4. inCom


    I was referring to intraday data. 6 months seems a bit too much in that respect.

  5. eco


    No, its a lot more than 10 days. I dont do stocks but I have backfilled more than 60 days on futures contracts.
  6. At least six months down to 1 min bars.
  7. inCom


  8. IB's data for SPY go all the way back to April 23, 2004, intraday, with full tick-by-tick time and sales. This is more than 2 years of tick-by-tick data.
  9. mktman


    Anyone have a link to API specifications docs?
    Cant find them on there website