Is it possible with IB API ?

Discussion in 'Automated Trading' started by mfeuermann, Dec 15, 2009.

  1. Hello

    I have question about IB API.

    I need to know that is possible read each minute last minute historical data from 3 symbols. (1m bar).

    Second question is about connectivity. Is possible stay online 24h/ day with TWS interface ?

    Thank you for your time and help
  2. Yes, but I made the experience that it sometimes stops functioning,
    ie. the historic data server doesn't deliver any data more.
    But you can create your own bar data from the tick data as tick data is more reliable regarding delivery by IB.
    A more robust method is to get RT tick or bar data from a specialized data vendor.

    Yes also to your 2nd question.
  3. Yes.
    IB limitations are (approximately):
    One historical data request every 11 seconds.
    Therefore you could request data from up to 5 symbols if you sent the request every minute.

    (But why would you want to do so - just request realtime data and collect it or (even better) request realtime bars.)

    See IBController project. Login Codes/

    Must register first for the group.
    Probably your questions will be answered there.
  4. Thanks for answers, i think that with reqRealTimeBars it will be better, by the way, in this moment im not able received data from IB over my DEMO ACCOUNT...

    Is it supported with DEMO ACCOUNT ?

    Thanks for all !!!
  5. No.

    Demo only for testing useful.
    And also in testing only the very basic things.
    Testing results can be misleading.