I connected WL7 with IB API and it's only working with non intraday bars: when I try to use intraday data it doesn't works.
Rename
It's hard to say what's going on there, but it's possible you're up against IB historical request limits.
Remember, IB (and brokers in general) design feeds to give you the data you need to trade "now". Check Preferences > Data > Intraday Minute-based Multiplier and set it to something like 10. That means a simple chart request for 1-Minute data will give you 10 days; 30-Minute will be 30 x 10 = 300 days.
If you request many days, like 50 or more, you have to give IB ample (a long) time (10 minutes or even more) to return all the data. In any case, 300 days of 30-minute data (about 4000 bars) should come back pretty quickly.
Remember, IB (and brokers in general) design feeds to give you the data you need to trade "now". Check Preferences > Data > Intraday Minute-based Multiplier and set it to something like 10. That means a simple chart request for 1-Minute data will give you 10 days; 30-Minute will be 30 x 10 = 300 days.
If you request many days, like 50 or more, you have to give IB ample (a long) time (10 minutes or even more) to return all the data. In any case, 300 days of 30-minute data (about 4000 bars) should come back pretty quickly.
Whille wrote that, I did a test requesting Agilent 30-minute bars with a 500-day multiplier to get the entire history. It took maybe 8 minutes, but now that data is cached locally and ready to go for a backtest.
I've just saw that the problem was that the data was from WL data.
WL is not connecting with IB, TWS is open and I've runned the API and I've restarted WL but nothin changed.
"IBConnection" "Could not connect to IB. Please be sure TWS is running. If required, restart Wealth-Lab to connect again.: ''1**.0.0.1:74**''
WL is not connecting with IB, TWS is open and I've runned the API and I've restarted WL but nothin changed.
"IBConnection" "Could not connect to IB. Please be sure TWS is running. If required, restart Wealth-Lab to connect again.: ''1**.0.0.1:74**''
1. Have you installed the IB API from IB's website? (There's a link for that on the IB Extension page)
https://www.wealth-lab.com/extension/detail/InteractiveBrokers
2. Hit F1 for the Help guide and look for the Interactive Brokers page in the Extensions section. There are 2 important one-time set up steps you must do.
https://www.wealth-lab.com/extension/detail/InteractiveBrokers
2. Hit F1 for the Help guide and look for the Interactive Brokers page in the Extensions section. There are 2 important one-time set up steps you must do.
Thank you, but now it's working only with some stocks, for exaple AAPL it works but in MSCI it doesn't: WL shows this message
Timestamp Source Message Exception
"15/11/2021 16:50:28:884" "IBConnection" "2104: Market data farm connection is OK:eufarm"
Timestamp Source Message Exception
"15/11/2021 16:50:28:884" "IBConnection" "2104: Market data farm connection is OK:eufarm"
It looks like a permission issue, did you subscribe to the correct data package(s) with IB?
And it's not easy to find the page to sign up for market data anymore. Here's how to find it -
1. Log in to your account at IB.
2. In the footer on the far right, find "Market Data Subscriptions"
3. Sign up for the data you need -
For streaming equities and globex futures, I'd recommend these bundles -
1. Log in to your account at IB.
2. In the footer on the far right, find "Market Data Subscriptions"
3. Sign up for the data you need -
For streaming equities and globex futures, I'd recommend these bundles -
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