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IB Limited to 4Y History?


#1

I subscribed to the NASDAQ(Network C) on IB to pull int top of book and historical data from the NASDAQ, but when I run collect_history(), the logs show that its only collecting 4Y of data for each symbol, even if I set the start_date and end_date parameters to a larger range.

Is this a limitation for IB? Would I be better off doing backtesting with Quandl if I need 10+ years of history data for backtests?


#2

It collects 4Y per request for daily bars but makes multiple requests per symbol to get the full history. You should find more than 4Y if you query the database.


#3

Thank you so much, Brian. Was searching everywhere on IB’s market data pages and couldn’t find an explanation if there was a historical limit.