ibfetch

A tool for fetching historical data from Interactive Brokers.

Requirements

• Node.js, https://nodejs.org
• NPM, https://www.npmjs.com

You can install both together either via package manager or installer.

Installation

git clone https://github.com/heqian/ibfetch.git
cd ibfetch/
npm install

Usage

• node index.js combo [symbol]
• node index.js forex [symbol]
• node index.js future [symbol] [expiry <YYYYMM|YYYYMMDD>]
• node index.js option [symbol] [expiry <YYYYMM|YYYYMMDD>] [strike] [right <CALL|PUT|C|P>]
• node index.js stock [symbol]

Examples

• node index.js combo FIT
• node index.js forex EUR
• node index.js future FIT 201604
• node index.js option FIT 20160401 20.0 CALL
• node index.js stock FIT

Step by Step

0. Launch IB Trader Workstation or IB Gateway;
1. Open terminal and enter the directory of ibfetch;
2. Execute any command demostrated in Usage section;
3. Press Ctrl+C when you think ibfetch has fetched enough data;
4. A file with name [SYMBOL]_[SECURITY TYPE].csv (e.g., "FIT_OPT.csv") will be generated.

Advanced Configuration

Edit the config.js file

{
	ib: {
		host: "127.0.0.1",	// the IP address of machine running IB Trader Workstation (TWS) or IB Gateway (IBG) 
		clientId: 200,		// any number
		port: 7496			// port number, 7496 (default for TWS) or 4002 (default for IBG)
	},
	what: "MIDPOINT",		// "TRADES", "BID", "ASK", "MIDPOINT"
	size: "1 min"			// bar size of each entry in the .CSV file
	// "1 sec", "5 secs", "15 secs", "30 secs", "1 min", "2 mins", "3 mins", "5 mins", "15 mins", "30 mins", "1 hour", "1 day"
}