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                                                   Download Data Interactive Brokers

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Andrew B Levin
2018-01-14 16:57:12


How do you download data via interactive brokers for futures? I have the symbol and am connected but can't get the following message:

No quotes for GC-NYMEX@GCG8

Download data by selecting 'Download -> Download Manager'
Or enable auto-download feature by selecting 'Download -> Auto-Download Quotes'

When I go to the download manager I don't see any option for interactive brokers, only free daily EOD stocks. Any thoughts?




QuantShare
2018-01-15 04:49:35

  0

Hi Andrew,

Please add IB symbols using "Symbol -> Symbol Lookup".

The "Download Manager" and "Auto Download Quotes" gets data from downloaders not from data feed.

Data backfill for an IB symbol is done automatically or by clicking on the green icon at the bottom/right corner of the chart then selecting "Backfill".

To download data for several IB symbols at once, you need to create a script or select "Accounts -> Real time settings -> Analysis -> Backfill when analyzing securities" then create a dynamic watchlist and add the symbols you want to get data for.
You also need to check "Save data when closing a real time stream" in "Real time settings".



Andrew B Levin
2018-01-15 09:58:49

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So that's all done, but it still doesn't seem to be able to download data. The icon on the bottom right is red and backfill doesn't work for futures, only for stocks (which may be getting the data from a downloader)? Any other ideas to get it working?


Andrew B Levin
2018-01-15 10:13:03

  0

I think I got it. Looked like a subscription issue. Thanks for the help.


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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.