New Product for collecting data from Interactive Brokers
Author: daronow
Creation Date: 2/6/2008 1:29 PM
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Aronow Software LLC is proud to announce our latest product, IBCollector. For more information please click on one of the links at the bottom of this post.

Here is a short list of the main features:

  • Download Wizard automating the process of downloading contract information, specifying data series, and requesting historical data downloads

  • Background IBCollector Queue Engine supporting multithreaded downloads from multiple instances of TWS (use your papertrading account with your primary account to spend less time waiting for data)

  • Automated contract details lookup (with full support for expired futures contracts)

  • Generation of customizable continuous futures contracts with a choice of backadjustment methods and rollover methods

  • Automated updating of historical data based on a user-defined schedule, or on-demand

  • Prioritized downloading based on user-defined priorities

  • Highly customizable used-defined ASCII exports of data and continuous futures

  • Advanced export filtering based on user-defined regular trading hours using market time

IBCollector Features
IBCollector Screenshots
IBCollector Webhelp

Static Data adapters for Wealth-Lab (both 4.x and 5.0) will be available soon.

Dave Aronow
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Per several user requests, I modified the IBCollector licensing so that no account information is required. Instead, IBCollector will work as a demo version until a license is purchased (and the license will not be acquired via the website).

For more information on the updated licensing, see:

IBCollector Licensing and Registration

I have also modified IBCollector so that admin rights are no longer required other than for installation. It will now run without trying to elevate privileges, running under the "Users" group (note that you may need to grant read rights to the IBCollector installation folder to be able to run the program itself).

If you installed IBCollector previously please uninstall via Add/Remove Programs, then re-install from the website.

Finally, I have added a signed digital certificate to the installation package. If you receive a message "Unknown Publisher" when installing IBCollector please cancel the installation and contact technical support, as the installation package will now refer to Aronow Software LLC.

Any questions, feel free to post them.

Dave Aronow
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is that program only for future-datas?

or can you also get hostorical datas from forex, stocks(also german stocks)?
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IBCollector supports any contract that IB has data for including stocks, options, futures, futures options, forex, index. Bonds are not currently supported but may be in the future (if enough users need bond data).

As for foreign stocks (German or elsewhere) they are supported as long as you have a market data subscription (this is an IB restriction, not an IBCollector restriction -- IB will not provide any data if you do not have a market data subscription).

The new demo version is now available, so feel free to install and play with it, and post any questions you have (here or in the ibcollector forum).

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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):
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