Login Page - Create Account

Support Board


Date/Time: Wed, 26 Feb 2025 18:04:06 +0000



Post From: How to download historical data from IB for backtesting

[2021-05-19 23:58:32]
Dan the Man - Posts: 92
Hi,

I have a IB market subscription for the TSE Level 2 data and am connectioned to Seirra Charts.

When I try to chart some TSE stocks I am only getting 3-4 days of inter-day tick data and maybe 9 -12 months of historical weekly data.

I attached some screenshots of a Weekly chart and a inter-day Range chart.


Please Help !

Kind Regards,
Daniel

My sierra charts is connected to IB for TSE Level 2 market data.
I have trouble downloading more than a couple days of interday data about 12 months of historical data.
I can go on IB TWS and chart 20 + years of historical data.

I contacted IB and this is their response:

IBCS 2021/05/19 15:45:34
Dear Mr. ...

I reviewed the log files and I did see that for the 1 day bars/ 11 day time historical data request, the EndDateTime was 5/28/2021, so that have been why you didn't see all the data for that request. But as far as the other requests, we did see the data being returned. So you may need to check with Sierra Charts to see how they are processing the data requests being sent from our end.

If you have any further questions, please let us know.

Regards,

Nicholas C.
IBKR Client Services - Technical Assistance Center
imageATH-STK-SMART TSE-CAD Weekly Chart 2021-05-18.jpg / V - Attached On 2021-05-19 23:48:03 UTC - Size: 740.82 KB - 224 views
imageATH-STK-SMART TSE-CAD Weekly Chart.jpg / V - Attached On 2021-05-19 23:48:40 UTC - Size: 917.59 KB - 201 views
imageATH-STK-SMART TSE-CAD Interday Range Chart.jpg / V - Attached On 2021-05-19 23:48:53 UTC - Size: 883.09 KB - 220 views