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I am dowonloading the IB 1 year data with the TWS c++ client, you just
have to make multiple requests changing the end date every time to
cover all the range , and merge together all the data.
I guess this is the same the present IB plugin is doing, since in 1
minute barsize I cannot get more that 5 days per request, so you need
4 requests to get 30 days as the present AB-IB plugin is doing.
I just tried with eur.usd so far
I can send you a file in which i download 1 year in 1 minute
resolution or even 1 sec (would take longer..)
At the moment I am doing it manually with the TWS client (modified to
save the data in a file ) because I am testing the method but it is
easy to automatize, just a matter of choosing well
s_dlg.m_backfillEndDateTime, the end date you give to the function
reqHistoricalData( s_dlg.m_id, contract, s_dlg.m_backfillEndDateTime,
s_dlg.m_backfillDuration, s_dlg.m_barSizeSetting,
s_dlg.m_whatToShow, s_dlg.m_useRTH,
s_dlg.m_formatDate);
Sounds useful or unreal?
Ly
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