Support Board
Date/Time: Thu, 06 Feb 2025 03:02:41 +0000
Post From: Historical tick-by-tick data from Interactive Broker
| [2020-04-07 06:38:29] |
| User771423 - Posts: 25 |
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I'm evaluating SC with my Interactive Broker account, and try to get historical tick-by-tick data so that I get historical values in the Time & Sales window, to make a Number Bar Chart that looks a few days back. But it is completely empty (the stock exchange was closed when I did this), but I see historical candlesticks in the chart. The information on your website is probably old and outdated: Home >> (Table of Contents) Managing Symbol Data >> Tick by Tick Data Configuration. It says that historical data from Interactive Broker is not tick-by-tick, but it is, I can see it myself in Time & Sales in TWS (and the values and volumes match the tradersoftware I have from my local broker). Effective with API version 973.04, you can now retrieve tick-by-tick historical data via the API using the IBApi :: EClient :: reqHistoricalTicks function, which corresponds to the TWS Time & Sales window. Can you please update the program so that I get this tick-by-tick data from IB. |