I've been looking for a good solution to download historical data for Interactive Brokers, spend days working through their Java API limitations, such as 2000 bars per request limit, pacing violations, etc..
Googling about the issues I found an interesting tool, commercial, but it seems to have a lot of features I need: it lets you download data for long time periods but splitting it into multiple requests, download data for futures, stocks AND options (important), etc..
I wonder if anyone else on this forum tried it and has any feedback.
This is the tool I'm looking at: http://www.tradinggeeks.net/downloads/ib-data-downloader/
Thanks in advance!