Hey Chad,
I'm developing a futures trading strategy based on some markets in Asia and Europe, using Interactive Brokers.
I want to get historical data from IB on these futures in my IRT.
iQFeed's historical data download does NOT offer data on these markets.
As an alternative to leaving my IRT and IB open and collecting the data on my own...
Could I use something like this:
http://www.tradinggeeks.net/downloads/ib-data-downloader/
...to download historical data from from Hong Kong Futures Exchange, Osaka and Tokyo Stock Exchanges, and other global exchanges offered through Interactive Brokers, and back-fill into IRT?
Thanks in advance!
In our experience, IB historical data is just not something you want to rely on...at least if DTNMA is an alternative. I believe IB only provides tick data for maybe the last 30 minutes, and 1-minute data beyond that (and not certain how much of that they provide). If 1-minute data will serve your needs, you can try download 1-min data from IB and see how it goes. You can open the Download Data window and choose IB as the source before download, or, preferrably, you can go into the Instrument Setup and specify NA for the DTNMA Alias (in the More section at bottom of Instrument Setup window). Right-click in chart and choose "Setup > Instrument" then click the More button to expand window. At the bottom where you specify the DTN alias, just enter NA and that will notify IRT that there is no DTNMA data for this symbol and to instead route backfill requests to IB. Let us know how the IB 1-min data turns out for this symbol or these symbols.
Dude...I know about the IB data.
It sucks because I'm trading Hong Kong, China, and about to start in Japan, maybe South Korea, too. And to get all that data outside of IB is ridiculously expensive. It's cheap through IB, but you get what you pay for.
Thank you for the download instructions! I was missing the "NA" for the DTN alias. The 1-minute data is enough to get me started, but it's just a sketchy feed to begin with. When I get a symbol working and live data is coming through, it works fine for my needs. But it's a pain in the butt trying download the IB historical data.
I wish IQ Feed had all these other global market data feeds.
Anyway, thanks again for your help.