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Code to download intra-day price quotes from Interactive Brokers into csv files
By Help your own money  •  May 15, 2020
Some time ago, I was searching the internet for data download of intra-day price quotes of futures contracts and forex.

The best I found was from Interactive Brokers(IBKR) which provided an API for programmers to download the quotes. This is applicable only for IBKR customers who need to write their own code to download the quotes. Not all data is free. Futures, stocks data require paid market data subscription. Forex and index CFDs are free.

I have written python code to download intra-day hourly price quotes of continuous futures contracts, CFDs and forex from Interactive Brokers API as csv files which are convenient for analytics purposes. The csv files can then be uploaded onto charting software like Amibroker which I use personally.

The code has been uploaded onto github.
https://github.com/hyom448/ib_intraday_quotes_csv

It should be useful to Interactive Brokers customers who have a programming background. The code can serve as a base for further modifications. It

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