I tried to back test my system with Interactive Broker. I get the following error when trying to update historical data: Error retrieving bars:IB error/warning! id=0 200:No security definition has been found for the request TWS is up and running. I also downloaded the API (http://individuals.interactivebrokers.com/en/p.php?f=programInterface&ib_entity=llc). In the TWS options (Configure->API) the following is checked "Enable ActiveX and Socket Clients". Any ideas how to fix it? If it's not possible to fix, where else can I get historical data? I need at least the following futures: S&P, Wheat, Corn and Soybeans. More symbols to test would be better.