QuantRocket

Getting historical data from unusual indexes


#1

We are trying to get historical data from IB for some unusual indexes like the following:

RLV Index
RLG Index
XAU Index
GLDIV Index
MTUM.IV Index
SIZE.IV Index

We can see them in the IB Trader Worktation but we can not found them in the listing file (We have tried every exchange and sec_types=‘IND’ in the collect_listings function)

Any help/suggestions?
Thanks


#2

If you can find the conid in the IB contract search portal you could manually seed the record in the Security table in the securities master database and then run collect_listings(conids=XXX) to get the full record. But I don’t see XAU index in the contract search portal and pulling up the index in TWS does not bring up a normal chart, so I suspect these may not be available via the API in the same way other securities are.