www.interactivebrokers.com | 877.442.2757
Limit: 100 | Intraday Historical: 10 Days of Intraday data | Daily Historical:
DTN Market Access is recommended for more
extensive historical data for IB)
Internet-Based Data Feed
(Windows and Mac Platforms)
Interactive Brokers provides direct
access trade execution and clearing services to individuals, advisors,
institutions, and brokers at deep discount commissions. Their premier
technology allows customers to trade stocks, options, futures, forex, and
bonds on 70 markets worldwide from a single IB Universal account, at best
execution prices. As of June 2007, Interactive Brokers Group and its
affiliates handled 19.2% of US options volume and held $3 billion in
The Interactive Brokers (IB) Edition of Investor/RT
operates in conjunction with IB supplied software known as the Trader
Workstation (TWS). TWS is a Java application that runs both on MS Windows
and Macintosh OS X. Thus the IB Edition of Investor/RT is available to
both Windows and Macintosh users.
Investor/RT connects to TWS when you issue the Start Feed command. The IB
user may setup Investor/RT to connect automatically at startup by checking
the appropriate check box in Setup: Preferences: Data feed. Up to 100
ticker symbols may be monitored real-time via the Investor/RT - IB
connection. IB/TWS provides historical intra-day data upon demand for the
last 24 hours for backfilling intra-day charts. Historical backfill can be
invoked automatically when you open a chart if you have the Automatic
Download option turned on (see Setup: Preferences: Charts: General), or
you can request historical intra-day data by clicking the data download
button located at the lower right corner of traditional chart windows. The
Data Download window, opened from its main toolbar button or from the
Control Menu (Control: Data Management: Download), can be used to request
backfill on individual ticker symbols or for all symbols in some
Investor/RT defined quotepage.
If you have not already setup the TWS software to accept "socket clients"
you must do this before Investor/RT can connect to TWS. In the TWS
software, there is a menu named Configure. Click Configure and choose API.
In the API submenu, make sure that "Enable ActiveX & Socket Clients" is
check marked. Also, if you use the "Trusted IP Addresses" menu, you can
setup "127.0.0.1" as a trusted IP address. This will enable Investor/RT to
connect to TWS without a TWS prompting message to okay the connection.
The IB Edition of
Investor/RT supports historical data downloading from
DTN Market Access as an optional
feature. DTN MA backfills charts of any periodicity:
daily/weekly/monthly, four years of one minute bar data, and the last 80
trading days of tick data. When an IB user has elected to use DTN MA, all
automatic and chart initiated downloads are routed to DTN MA. When
setting up ticker symbols for monitoring over the IB/TWS connection, you
must specify an "Alias Ticker" that will be used whenever requests are
made to DTN servers. IB users who elect not to use DTN MA can download
daily historical data and one minute bars directly from IB either from
charts or using the data download window. IB does not supply “tick
data”, but 1-second bar data for the last 30 minutes up to several hours
can be downloaded. Tick data downloads are not recommended unless you
subscribe to DTN MA. In the IB edition, daily historical data and
fundamental data can also be downloaded from
Ticker symbols setup in Investor/RT must be what IB calls "local symbols".
It is important that each ticker symbol be setup using the correct
security type and exchange (see Ticker
Symbol Guide). For stocks, Investor/RT has an exchange code
of SMART which corresponds to the IB required exchange code for equities.
The AUTO (automatic) exchange code, the default, may also be used for
stocks and indexes. For futures and options, use the actual exchange code.
In the Setup: Instruments window (Alt-A), the exchange code setup is called the
"Override Requested Exchange" setting. Check the box and pick the exchange
code you wish to use for the ticker symbol. This setup is located in the
Advanced setup area of the Setup: Instruments window. You will have to
click on the "Advanced" disclosure triangle in the upper left of the setup
window to access the exchange code menu.
Investor/RT can accumulate as many days of intra-day data as you wish
using the IB supplied or DTN supplied historical data. Go to Setup:
Preferences: Historical and set the number of days of intra-day data you
would like Investor/RT to maintain for you for each symbol you track. Thus
intra-day historical database will grow day by day even beyond the 120
calendar days provided by DTN Market Access. This happens automatically if
you have Investor/RT running for the entire trading session continuously.
Otherwise, you should download (backfill) your charts at the end of each
trading session so this data will be archived. This data management
function can be automated using a schedule. See Setup: Schedules.
Also make sure the symbols are
marked for intraday
For information on setting up futures
ticker symbols in the IB version, click
For information on setting up DTNMA
with IB, click here.