Interactive Brokers historical stock data

Discussion in 'Data Sets and Feeds' started by entropytrading, Sep 12, 2019 at 2:52 AM.

  1. Hello, I would like to inquire if anyone has coded a historical downloader for IB stock prices. How are the historical stock (1-min) data quality? How far do the data go back to
     
  2. ZBZB

    ZBZB

  3. please explain why should i buy historical intraday stock data from esginal and the like while i can download them from IB? the historical data period might be limited, but if i don't need data beyond ?
     
  4. ZBZB

    ZBZB

    Did you read the thread?
     
  5. yes sir, but not much info
     
  6. You seem to be asking for two things:
    (1) level of data quality?
    (2) how far back in history is it available?
    To answer the first one you'll need a reference in order to determine whether there are deviations or mistakes. What reference do you want to compare the IB historical data to?
    To answer the second one: I guess that the available history depends on the instrument/stock. Tesla does not have a stock price history as long as Ford. If you want to download 1 minute data you'll not be able to to download the entire history in one run. You'll probably have to split it up in multiple runs, each for a different period.