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IB-Data-Download

From wrighter/download_bars.py (https://gist.github.com/wrighter/dd201adb09518b3c1d862255238d2534, Article: https://dev.to/wrighter/how-to-get-historical-market-data-from-interactive-brokers-using-python-3bcn)

Some improvements:

  • Added existing files detected, for resuming broken downloads.
  • Changed data path, especially for Forex data
  • Add API host and port args

Setup: 1, Place IB API Python package into /ibapi 2, Run TWS or Gateway 3, Run as command (just change the arguments as you are using, please notice that you should always specifiy duration to "S" when you are downloading Forex Data):

python download_bars.py --size "1 min" EUR --currency USD --security-type CASH --exchange IDEALPRO --start-date 20130101 --end-date 20201215 --duration "86400 S" --host 127.0.0.1 --port 4002 -t MIDPOINT

4, If sometimes downlowd is broken, then run the command again, and it will resume from where you have downloaded.