Data files updated real-time with Interactive Brokers

About

jTWSdata is a data application for Interactive Brokers that creates and continuously updates many data files and database tables concurrently throughout the day. Several symbols, timeframes and data output types are supported. jTWSdata runs on Windows, Mac and Linux.

Screenshot

This is a screenshot of the main graphical interface window (click to enlarge) showing input fields to specify the contract and data to be requested by clicking the request button at the bottom. Many data requests can be performed from the graphical interface by successively specifying different contracts and data details and clicking the request button.

Features

• Automatic, unattended and continuous updates of many data files and database tables concurrently throughout the day
• Real-time data updates of several symbols and timeframes in different output types during the trading session
• Supported security types: Stocks, Options, Futures, Future Options, ETFs, Warrants, Structured Products, SSFs, Forex, Metals, Indices and CFDs
• Supported timeframes: 1 second, 2 seconds, 3 seconds, 4 seconds, 5 seconds, 6 seconds, 10 seconds, 15 seconds, 20 seconds, 30 seconds, 45 seconds, 90 seconds, 1 minute, 2 minutes, 3 minutes, 4 minutes, 5 minutes, 6 minutes, 9 minutes, 10 minutes, 15 minutes, 20 minutes, 30 minutes, 45 minutes, 90 minutes, 1 hour, 2 hours, 3 hours, 4 hours, 6 hours, 8 hours, 12 hours, 1 day, 1 week and 1 month
• Output data types: plain text file (.txt, .text, .csv), MetaTrader 4 binary file (.hst), SQL file (.sql), HTML file (.html, .htm), random access text file (.r.txt, .r.text, .r.csv), SQLite database (.sqlite) and PostgreSQL database (.postgresql). Note: SQLite and PostgreSQL output is only available on request on specific jTWSdata configurations.
• Timezone formatting/conversion of date and time (from several available timezones)
• Configurable time filters
• Command-line headless support suitable to be used by Windows task scheduler, Mac launchd and Linux cron (detailed documentation provided for command-line usage)
• Ability to submit from the command-line or graphical interface a prepared text file with data requests to be automatically performed unattended
• Data files and database tables consisting of historical data as back-fill and periodically updated with the 5 seconds 'realTime' bars datafeed (bar sizes not multiple of 5 seconds are updated with the streaming market datafeed)
• Consistent transition from historical data to collected data
• Standard data records: Date, Time, Open, High, Low, Close and Volume
• Standard date and time formats: YYYYMMDD and HH:MM:SS
• MetaTrader 4 binary data files (.hst).
  Note: jTWSdata cannot trade IB accounts using MetaTrader systems/EAs
• Dynamic Trader compatible plain text ASCII data files
• Data files suitable for many other third-party charting, trading and data applications: TradeSignal, Excel, OpenOffice and LibreOffice Calc free spreadsheets, text editors, databases, etc... (data file import can be manual or automated through free GUI automation tools like AutoHotkey or AutoIt)
• Automatic connection to Trader Workstation (TWS) or IB Gateway
• Several favorite symbols listed for all security types allowing quick and automatic filling of contract details in the graphical interface
• Functionality to restore the previous session when jTWSdata is restarted (from the graphical interface). Note: existent data files and database tables are overwritten with new historical back-fill and real-time data (old data is discarded to avoid duplicate data records).
• Ability to restart a data request (from the graphical interface)
• Ability to stop a data request (from the graphical interface)
• Context-sensitive help tooltips in the graphical interface
• jTWSdata can be customized on request to meet specific requirements before purchase (example: the data output format can be customized)

Requests

Buy a license.

Free 7-day evaluation.

Share this website.

Questions ? Use the contact form.

Interactive Brokers (IB) is a low cost provider of trade execution and clearing services for individuals, advisors, prop trading groups, brokers and hedge funds. IB's premier technology provides direct access to stocks, options, futures, forex, bonds and funds on over 100 markets worldwide from a single IB Universal account.

Member NYSE, FINRA, SIPC. Visit www.interactivebrokers.com for more information.