开云体育

reqHistoricalData - Stock Tickers

Robbo All Messages By This Member #43757 Do we have to use our own stock lists to pass to?reqHistoricalData? OR would TWS API provide interface to insert all the stocks from an exchange? For example, I would like to get Historical Data? for all NASDAQ stocks with the help from?reqHistoricalData function. Currently I am including all the symbols from my NASDAQ symbol list.? However I would prefer to use directly from interfaces, so that I wont miss any symbols. Please suggest.?
Despair Member Profile All Messages By This Member #43758 We had this question not long ago and if I'm right there are no lists for all stocks from a respective exchange. You might try using the market scanner to scan for stocks with certain properties. Then there are lists on IB's website with all tradable stocks and you can copy/paste those lists to a spreadsheet and read this into your programming environment (this is what I'm going).
Robbo All Messages By This Member #43759 Thank you. I explored Market scanner, however it limits up to only 50 stocks.? Could you please share the IB's website reference with all tradable stock, I shall copy paste and read attempt to read at my programming environment. I am currently taking from?ftp://ftp.nasdaqtrader.com/symboldirectory, however there are more ambiguous entries. ?? toggle quoted message Show quoted text On Sun, 9 Feb 2020 at 08:48, Despair <boris@...> wrote: We had this question not long ago and if I'm right there are no lists for all stocks from a respective exchange. You might try using the market scanner to scan for stocks with certain properties. Then there are lists on IB's website with all tradable stocks and you can copy/paste those lists to a spreadsheet and read this into your programming environment (this is what I'm going). -- Cheers, Robinson ?
Despair Member Profile All Messages By This Member #43760 Here you go: https://www.interactivebrokers.com/en/index.php?f=1563
Robbo All Messages By This Member #43761 Thanks, just the downside is that it takes almost 3 hours to just run NASDAQ stocks with?reqHistoricalData I require for different time frames such as monthly, weekly and daily time frames. The hours would add up if I add NYSE and LSE on top. IB should come up with some innovative interface to overcome?this limitation. ? toggle quoted message Show quoted text On Sun, 9 Feb 2020 at 12:19, Despair <boris@...> wrote: Here you go: -- Cheers, Robinson ?
Rational-IM All Messages By This Member #43762 Robinson: would you mind pasting the code you use to download monthly historical data using reqHistoricalData? The smaller the amount of code to read basic data, the better. I was thinking about using IB (vs. Yahoo finance) but your answer re: the time to download is discouraging - so I don't want to reinvent the wheel in case this turns out to be useless. Thanks.
Nick #43763 开云体育 IB is a broker and supplies data for 'typical' retail use. If you have needs beyond what IB provides then you'll have to find a dedicated data provider that has what you need. On 2/9/2020 8:02 AM, Robbo wrote: toggle quoted message Show quoted text Thanks, just the downside is that it takes almost 3 hours to just run NASDAQ stocks with?reqHistoricalData I require for different time frames such as monthly, weekly and daily time frames. The hours would add up if I add NYSE and LSE on top. IB should come up with some innovative interface to overcome?this limitation. ? On Sun, 9 Feb 2020 at 12:19, Despair <boris@...> wrote: Here you go: -- Cheers, Robinson ?
Adam All Messages By This Member #43764 It is not worth using IB for historical data for a large number of symbols if you want to do backtesting analysis, unless you are trying to use some unusual international exchanges where the historical data is not easily available. It's much easier to buy US equities data from a historical data provider.?
Robbo All Messages By This Member #43765 Thanks Adam. Could you please suggest a historical?data provider?? Yes I agree, I am facing lots of issues if I wish to develop?a strategy with the help from reqHistoricalData. I require close, open and low prices for NASDAQ, NYSE and LSE stocks, so that I can compute and screen toggle quoted message Show quoted text On Sun, 9 Feb 2020 at 15:55, Adam <arahbee@...> wrote: It is not worth using IB for historical data for a large number of symbols if you want to do backtesting analysis, unless you are trying to use some unusual international exchanges where the historical data is not easily available. It's much easier to buy US equities data from a historical data provider.? -- Cheers, Robinson ?
Robbo All Messages By This Member #43766 I am still trying to get some sense from this? reqHistoricalData. Sure I shall as soon as I have some sensible data getting populated using IB. At this stage I do not recommend IB. I do not know about Yahoo Finance. need to explore.? toggle quoted message Show quoted text On Sun, 9 Feb 2020 at 14:15, Rational-IM <ds@...> wrote: Robinson: would you mind pasting the code you use to download monthly historical data using reqHistoricalData? The smaller the amount of code to read basic data, the better. I was thinking about using IB (vs. Yahoo finance) but your answer re: the time to download is discouraging - so I don't want to reinvent the wheel in case this turns out to be useless. Thanks. -- Cheers, Robinson ?
Nick #43767 开云体育 To be clear, reqHistoricalData works - within the context of what data IB provides. It may be that you need more data than IB provides or need it faster, but to make a blanket statement that IB's historical doesn't work just is not the case. On 2/9/2020 3:42 PM, Robbo wrote: toggle quoted message Show quoted text I am still trying to get some sense from this? reqHistoricalData. Sure I shall as soon as I have some sensible data getting populated using IB. At this stage I do not recommend IB. I do not know about Yahoo Finance. need to explore.? On Sun, 9 Feb 2020 at 14:15, Rational-IM <ds@...> wrote: Robinson: would you mind pasting the code you use to download monthly historical data using reqHistoricalData? The smaller the amount of code to read basic data, the better. I was thinking about using IB (vs. Yahoo finance) but your answer re: the time to download is discouraging - so I don't want to reinvent the wheel in case this turns out to be useless. Thanks. -- Cheers, Robinson ?
Jacky #43768 I take over 1k end of day quotes from yahoo. There is a yahoo finance library/api that can be used from .net. Sent from ProtonMail mobile toggle quoted message Show quoted text -------- Original Message -------- On Feb 9, 2020, 9:41 PM, Robbo < hairobinson@...> wrote: I am still trying to get some sense from this? reqHistoricalData. Sure I shall as soon as I have some sensible data getting populated using IB. At this stage I do not recommend IB. I do not know about Yahoo Finance. need to explore.? On Sun, 9 Feb 2020 at 14:15, Rational-IM <ds@...> wrote: Robinson: would you mind pasting the code you use to download monthly historical data using reqHistoricalData? The smaller the amount of code to read basic data, the better. I was thinking about using IB (vs. Yahoo finance) but your answer re: the time to download is discouraging - so I don't want to reinvent the wheel in case this turns out to be useless. Thanks. -- Cheers, Robinson ?
Despair Member Profile All Messages By This Member #43770 I'm also using Yahoo for quotes from the US and from Japan. For the LSE I have bad experience with Yahoos data and I use IB's instead.
Dan All Messages By This Member #43771 You might also look at these providers:
Adam All Messages By This Member #43772 If IB meets your needs, then that's great, but in addition to the other suggestions you could try IQFeed.?

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