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IB historical data

Posted By ophth1 Last Year
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Posted Thursday April 28 2016
hi! Is it possible to get historical tick data from IB to be used in RE? how to configure it that tick data are downloaded from IB instead of bar data?
As far as I could figure out, IB supports frequency data less then 1 min bars, but these cannot be used in RE, isn't it??
Thus, no other choice then using tick data, but how to get them?
Thanks! best wishes franz
Posted Friday April 29 2016
RightEdge doesn't support a plugin to download historical tick data.  I think the best way to do this is to write something to do this outside of RightEdge.  Connect to IB and download the data, and then save it in the RightEdge data store.  You should be able to use the historical data plugin as is, and modify the source code to the TWS plugin to download the data you need.

Thanks,
Daniel


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