Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.
I developed the IbkrDataToDatabase application. It downloads historical prices from Interactive Brokers and saves the data to a database. It downloads only new data that doesn't exist in the database yet. What distinguishes it from competition is that it employs a comprehensive set of techniques to keep your data free of garbage. I designed this application for a sophisticated user with high quality expectations. It performs a number of validations to ensure the integrity of data. You can use it to maintain a database with market data on thousands of instruments and sleep well knowing that there is no garbage in it. It logs all its activities, errors, and possible problems into a log file that you can (and should) quickly review. It automatically discovers all available futures contracts, including those expired within the past 2 years. Believe it or not, I was able to get 1-minute bars on a few currencies and stocks as far back as 2004. There are, of course, a number of competitors, including ib loader, ib collector, jtwsdata, jtwsdump, ib data downloader. But none of them, let alone any free alternatives, goes out of their way to ensure data integrity. They also appear to be rusty and not maintained. Support forum links are broken. The documentation mentions facts that haven't been true or relevant for the past 10 years. And last, but not least, you have no idea who is behind those products. I was unable to find those people faces. For a video tutorial, manual, support forum, and to download a free fully functional 30-day trial, please visit http://yuriygulyayev.x10host.com/Yuriy-Gulyayev-Products-IbkrDataToDatabase.html I'd be happy to answer any questions. I also provide trading software architecture/development services in New York City or remotely. -Yuriy