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Date/Time: Mon, 16 Sep 2024 19:42:07 +0000



Post From: CBOE Global Indexes Historical Data

[2024-06-03 20:16:51]
weav - Posts: 30
if you know how to use python, you can open an Interactive Brokers account and create a python script to download historical data for the CBOE indexes you are interested in via the Interactive Brokers API and the ib_insync python library. You then use python again to convert the IB O,H,L,C data to SC scid data format, there are examples on the support board of how to do that - you just need to search for them and adapt the code to your needs. Once you have a historical IB-data-filled SPX_CGI.scid file open a chart in SC and you will have all your historical data from IB plus SC will start backfilling and writing real time data to that file.