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interactive broker hisorical tick data
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interactive broker hisorical tick data

  #11 (permalink)
Elite Member
Denver, CO
 
Futures Experience: Advanced
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A lot of our NinjaTrader platform customers that trade through Interactive Brokers supplement their set up with real time/historical data from Real Time and Historical Market Data | Kinetick.

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  #12 (permalink)
Market Wizard
Germany
 
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guidoisot View Post
what is in your view the best way to get (free?) tick data updated to one day ago for main futures. Thanks

That depends on your platform. NT e.g. offers replay data download (also tick) in NT format.

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  #13 (permalink)
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I have received IB communiqué and they have upgraded API and they support now Tick-by-Tick historical data

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  #14 (permalink)
Market Wizard
Germany
 
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Obelixtrader View Post
I have received IB communiqué and they have upgraded API and they support now Tick-by-Tick historical data

Yup, specs for historical TWS ticks are here:
TWS API v9.72+: Historical Time and Sales Data

But since the number of distinct data points per request is limited to 1000, it's rather pointless for liquid assets
- even if you only want historical data - esp because the usual IB timeouts between API requests still apply.


Last edited by choke35; October 18th, 2017 at 12:25 PM.
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