Is there an easy way to get daily data for about 6500 stocks?

Discussion in 'Automated Trading' started by kmgilroy89, Aug 12, 2019.

  1. Peter8519

    Peter8519

    #11     Aug 13, 2019
  2. DaveV

    DaveV

    IB throttles historical data. It would take many hours to download OHLC for 6500 stocks
     
    #12     Aug 13, 2019
  3. There used to be a hard limit set by IB: 60 requests per 10 minute period. That "hard limit" has been lifted and replaced by a "soft limit", which allows more data to be downloaded, but how much more is not precisely specified by IB.
    Using the hard limit, it would take about 18 hours to download 6500 stocks in case one uses batches of 60 stocks every 10 minutes. Returning the 2 year historical data will only take 1~5 seconds per stock, so that amount of data will not form a bottle neck.
    So, it depends on the topic starter whether (s)he can wait 18 hours for all data to be downloaded.
     
    #13     Aug 13, 2019
  4. I do this with a python script that uses the pandas library and the iex api. pm me if you need help.
     
    #14     Aug 13, 2019