Is anyone able to backfill 180 days of intraday data from IB into Amibroker?

Discussion in 'Data Sets and Feeds' started by helpme_please, Aug 5, 2018.

  1. I can download at most about 30 days worth of intra-day bars through Interactive Brokers TWS into Amibroker. However, I configured the backfill length to be 180 days.

    Has anyone managed to download 180 days worth of intra-day data through IB? I'm wondering whether the limitation lies with IB TWS due to throttling.
     
  2. traider

    traider

    You can try multicharts, they pace to the throttle last time I used it. I don't know if they still have a free version.
    But you have to do the manual work of exporting then importing. I wouldn't bother. If you have the drive you can try to figure out how to get some data from IEX
     
  3. I believe that you can get more than 30 days of data. However, you can only get it in batches of 30 days duration. So you would have to download six batches and then stitch them together.
     
  4. Thanks for the tip. How do you adjust the end date of the download? It always download the last 30 days.
     
  5. I'm not sure how you would do that in TWS as I only use IB's API. In requesting historical data through the API you don't specify the start time but the end time. IB's server then calculates the start time.
     
  6. Vips

    Vips

    You can write a script in say R or python to take care of throttling and download with minimum 1 minute granularity. I use R with IBrokers package to create stock wise CSV files to import in Amibroker
     
  7. jharmon

    jharmon

    If you need the data for your trading, pay for it! All of this throttling nonsense is silly.