Interactive Brokers Historical Data Downloader

Stocks, Futures, ETFs, Indexes, Forex, Options and FOPs

Interactive Brokers Historical Data Downloader is a desktop Java application. It uses Java API to connect to Interactive Brokers Trader Workstation (TWS) to download historical data for stocks, futures, options, or currency pairs (FOREX). Downloader uses multiple CPU cores to download data for contracts in parallel to reduce overall download time. Downloader also automatically handles many common IB API errors such as: pacing violation (too many requests for historical data over a period of time), connection timeouts, network errors, etc… Historical market data is stored on your local computer in comma-separated text files.

Interactive Brokers Historical Data Downloader – Key Features

  • Download historical data from Interactive Brokers TWS
  • Intra-day, daily, weekly, and monthly historical data from Interactive Brokers TWS or IB Gateway
  • Stocks, ETFs, Indices, Futures, Forex, New in version 3.3 : Options, and FOPs. Download historical data for an entire options chain/expiration with a single click of a button!
  • Timeframes from 1-second to 1-month
  • Download of historical data for active or expired futures contracts.
  • Open, High, Low, Close, Volume, Bar Size, Timestamp
  • In addition to the above options historical data files have: Expiration date, strike price, right (CALL or PUT), and exchange.
  • Saves data in comma-separated text files
  • Supports contracts from any exchange around the world available via Interactive Brokers.

 
Technical Details:

  • Parallel downloads for symbol lists – data for multiple contracts is downloaded simultaneously
  • Connects to Interactive Brokers TWS running on the same computer or any other computer on your network
  • Uses Java IB API to download historical data
  • Runs on any operating system: Windows, Mac OS, Linux
  • Automatically handles IB API pacing violations – IB Data Downloader does not have restrictions on the amount of data downloaded per request.

 
Manage custom symbol lists on your computer:

  • Symbols stored in simple text files
  • Create symbols in IB Data Downloader user interface or in any text editor and import them into Data Downloader

 
Technical Support:

  • Unlimited – by email after purchase for ALL customers.
  • Support from our engineers is also available via Skype chat or video conference.
  • Free upgrades & bug fixes for the same major version of the product for ALL customers.

 
Customization available:

  • Request new features and modifications via support email. Additional charges may apply.

 
Purchase/download instructions for IB Data Downloader:

  1. After clicking Purchase button below – you will be prompted for your name and email.
  2. You will be redirected to PayPal website where you’ll be able to pay using a credit card OR PayPal account.
  3. After payment you will be redirected back to Trading Geeks website confirmation page with download link. You may click “Return To Merchant” button at the bottom of PayPal confirmation page to get redirected to a Trading Geeks page with the download link.
  4. In addition, you will get a payment confirmation email from PayPal and a separate email from Trading Geeks with your receipt and download link for IB Data Downloader.

Questions? – Ask via the Contact Us form on the right.

 

interactive brokers historical data downloader - configuration window
interactive brokers historical data downloader - download status view
interactive brokers historical data downloader - options chain download window
interactive brokers historical data downloader - symbol list management window

   



Interactive Brokers (IB) is a low cost provider of trade execution and clearing services for individuals, advisors, prop trading groups, brokers and hedge funds. IB’s premier technology provides direct access to stocks, options, futures, forex, bonds and funds on over 100 markets worldwide from a single IB Universal account.

Member NYSE, FINRA, SIPC. Visit www.interactivebrokers.com for more information.


With questions about IB Data Downloader features, historical data available from Interactive Brokers, algorithms or code we use, new feature or enhancement requests – feel free to send us a message via the Contact Us form on the right.
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IB Data Downloader


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IB Excel Trader

  • IB Excel Trader version 1.6 is now available!
  • Trade Stocks, ETFs, Futures, and Forex directly from Excel.
  • Implement custom trading rules using spreadsheet formulas or VBA.
  • Program entry rules for single or bracket exit orders. Market, Stop, Limit, Stop-Limit, as well as complex algo orders are supported.
  • Order Log sheet (new!). Contains a detailed list of each order status change in a filterable Excel table.
  • Use our Customization Service to extend IB Excel Trader and contract our programmers to develop your custom trading strategies.
IB-Excel-Trader-1-5_wTWS-2

Interactive Brokers (IB) is a low cost provider of trade execution and clearing services for individuals, advisors, prop trading groups, brokers and hedge funds. IB's premier technology provides direct access to stocks, options, futures, forex, bonds and funds on over 100 markets worldwide from a single IB Universal account.

Member NYSE, FINRA, SIPC. Visit www.interactivebrokers.com for more information.

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