Can't Download Interactive Brokers Historical Data

[anon84]

Can I get confirmation that downloading historical data from IB is working?
For single symbols it works fine, but when trying to download from a symbol list like DOW 30 it just gets stuck on the first symbol it tries to load.
Status message in the data downloader just stays frozen on "Loading Data... [Sym].."

I'm on 8.0.27.1 and tested with the latest TWS + the recommended 10.19.1c.

Test performed: load 5 days of minute data from the default 'DOW 30' symbol list.

[NinjaTrader_Gaby]

Hello anon84,

Thank you for your post.

Unfortunately, you can only download data for one instrument at a time in the Historical Data window. This is why it's working for single instruments, but won't work for a "symbol list" as you describe.

Please let us know if you have any questions.

[anon84]

Thanks Gaby.

I'm sure this used to be possible with IB in the past, so it's a shame the capability of NT8 is regressing.
I thought when you download from a symbol list it completes 1 request for symbol 1, then starts one for symbol 2 etc. So it's always just downloading 1 at a time.
In that case why doesn't it work?

If loading a symbol list via an IB connection is not allowed, then why even allow the user to select and initiate the download? which then promptly locks the window since all the buttons become greyed out while it's perpetually frozen. Seems like a poor user experience that will mislead people into thinking it's actually possible.

If 1 symbol is the limitation then it seems really trivial to make the code wait for the 1st symbol request to be done, then move onto the next, rather than requiring the user to manually download 1 at a time from a 470 symbol list as is my case.

The cynic in me can't help but think this is a shady trick where this capability has been deliberately crippled to encourage people to subscribe to Kinetick data.
As of this month I'm unsubscribed and I don't like being manipulated into purchasing services just to get basic functionality.
This has only motivated me to find a workaround, and at last resort subscribe to a different provider just so that NT doesn't get my money.
It would cost a bit more since Kinetick was the cheapest, but these kinds of dirty business practices cannot be rewarded.

Such a shame the company has stooped to this level.

And don't bother adding a feature request Gaby, I've never seen a single one of those implemented in over a decade

Regards

-----------------------

Update:
Made a quick addon to bypass the intentionally restrictive behavior. Uses OnWindowCreated to detect when the historical download window is opened, then injects a button (start/abort) and textbox where I can paste my symbol list. It then sets contents of the instrument selector to the 1st symbol in my list and sends a click to the download button using ButtonAutomationPeer. Once I detect the download button is clickable again (download completed) then this process is repeated for the 2nd symbol, and so on. Unfortunate that we have to go to such lengths just to download data efficiently.

[garfielalvin]

Experiencing same issue after upgrade to 8.0.27.1, download historical data (instrument list or single instrument of future, index, cfd) does not work. Have to roll back to 8.0.27.0. Please assist, thank you.

[NinjaTrader_Gaby]

Hello anon84,

Unfortunately it has always been the case, for any data provider, including Kinetick, that you cannot download data from more than one instrument at a time.

[NinjaTrader_Gaby]

Hello garfiealvin,

Thank you for your post.

Please send us log and trace files so that we may look into what occurred.


You can do this by going to the Control Center-> Help-> Email Support


Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

[anon84]

Hello anon84,

Unfortunately it has always been the case, for any data provider, including Kinetick, that you cannot download data from more than one instrument at a time.

Hi Gaby, with IQ Feed/Kinetic data provider you can download from symbol lists. It's a supported feature. In the download window you open your symbol list, and at the top there is a 'select all' option. This queues up all symbols in the list for download.

It's just for IB that NinjaTrader LLC have deliberately made it buggy and lock up when attempted. My hacky solution proves it's easily possible to get working. I think it took me over an hour to catch up on a week's missed data. The download process is slower than with Kinetick, but it always has been since NT7. IB has a limitation on how many requests you can make, so you can't just fire off several historical requests rapidly like with other 'serious' providers. The main thing is that I've got it working.

[garfielalvin]

Hi Gaby

Log and trace files sent.

Install NT 8.0.27.1 & TWS10.19.1.i on computer without previous intallation of NT and TWS.

Tried to download historical data for the following instrument individually, but all failed
ES 03-23, HSI 01-23, @XAUUSD, ^SP500

Log shows "Default Received unknown error/warning: Your API version does not support fractional size rules. Please upgrade to a minimum version 163."

Please assist, thank you.

[garfielalvin]

Hi Gaby

any update? Thank you.