Live Futures Pricing from Interactive Brokers
Author: olonam.esox
Creation Date: 3/5/2009 10:47 PM
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olonam.esox

#1
Pretty new to the community but how do I get futures pricing from Intereactive Brokers? Thanks in advance for your help.
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DartboardTrader

#2
Personally, I'd love to have future pricing and trading via Fidelity.
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Eugene

#3
At this time, you could try out MtiQS with its data adapter.

When our QuoteTracker adapter for WL5 will be released, you could then configure QT to receive the data from IB.
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olonam.esox

#4
Thank you. Are there any other services that I can use to get futures data and run on wealth lab pro? does not have to be live pricing. Do need historical that goes back at least 10 years though. Perferrably need data back to early 70's. Any feedback would be great.
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Cone

#5
Probably any service has ASCII-export capability, so any provider that can give you ASCII data is automatically compatible with WLP's ASCII Static Provider.
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Eugene

#6
ASCII, continuous contracts:

Free historical futures/indices data from PITrading - forex from 1971, some futures from 1959, updated infrequently
Free historical data from TradingBlox - starts from 1995, but is updated daily with data coming from CSI
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Cone

#7
I should have mentioned and recommended IBCollector.
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olonam.esox

#8
how do i go about uploading this data? is there a link which i can follow instructions? do you guys offer classes or seminars via fidelity? i am not a tech guy or programmer but am interested in getting better but dont find the guide all that helpful ssince i dont talk techie...
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Eugene

#9
Which data?
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olonam.esox

#10
sorry. the commodity data...
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Eugene

#11
I know but there are 2 choices of commodity data - IBCollector or the 2 ASCII datasources.
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olonam.esox

#12
I would perfer the ASCII datasources you recommended earlier as they are free. I undestand that the may not be 100% accurate but if warranted I will move to IBCollecor later... thansk.
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olonam.esox

#13
but if IBCollector is free I would use that since I have IB already set up...
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olonam.esox

#14
what is IBData2? Would this also work?
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Cone

#15
IBData2 is no longer offered by finantic, so no need to look there.

IBCollector is worth its 1-time fee (see link above), and if you have any questions, Mr. Aronow is very responsive.
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olonam.esox

#16
I downloaded the IBCollector demo and working out some kinks. Once done does the info automatically flow into WL? Or is there an additional step? Thanks
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Eugene

#17
Re: ASCII data sources. To set them up, unzip the file in a separate directory and follow this How-To in the Wealth-Lab User Guide:

Data > Data Manager > Create New DataSet > Data Providers > ASCII
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Cone

#18
QUOTE:
Once done does the info automatically flow into WL?
There's nothing like reading the user guide, but once you've completed your downloads, set up an ASCII Export. Configure the export, symbol aliases, etc. Export and create the ASCII DataSet in Wealth-Lab (see User Guide). After the DataSet is set up, to update it, you only have to re-run your export after downloading.

In WL5, I recommend using the ASCII Cache (see User Guide), especially for intraday data.
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urielt

#19
When the QuoteTracker adapter for WL5 will be release?
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Eugene

#20
We hope pretty soon.
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urielt

#21
i just download the IBcollector , any idea how i set it up in v.5 to get real live data
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Cone

#22
IBCollector is not a Streaming Provider.
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urielt

#23
I have IBCollecter and TWS (interactive broker account)
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Cone

#24
"Provider" is a term we use interchangeably for "Adapter", as in "Streaming Provider" or "Static Provider".

IBCollector accesses historical data from IB. You export that data to ASCII files, which can be read with WL5's ASCII Static Provider.

You're looking for a Streaming solution for IB, which we'll have later this year with our QuoteTracker static and streaming adapters.

For reference, here's the QuoteTracker Support page for Wealth-Lab Version 4.
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olonam.esox

#25
is there anything out there that has streaming live feeds?
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Eugene

#26
1) Yahoo! streaming (daily)
2) Multi Quote Server, Real-Time and historical data

Others are in the works.
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bundasse

#27
i installed Multi Quote Server, Real-Time and historical data with the link above... but after ? how can i get for example the historical data or the real time of the Bund or the Tnote 10 ?

i don't find them...
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Eugene

#28
Guess that contacting the developers would be a good idea.
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Eugene

#29
Recently, a 3rd party has created a solution for getting static/streaming data and trading with IB using WL Developer 6 (not Wealth-Lab Pro):

http://ib-automated-trading.com/