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# ib_data_loader | ||
A python script to download daily futures market data (5 sec bars) from Interactive Brokers using IbPy. | ||
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Usage: python main.py <symbol> <exchange> <expiry> <date> | ||
Usage: python main.py symbol exchange expiry date | ||
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symbol - ES, NQ, CL, NG, GC, etc. | ||
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exchange - GLOBEX (for ES, NQ) or NYMEX (for commodity futures) | ||
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expiry - YYYYMM format (e.g., 201506) | ||
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date - YYYYMMDD format (e.g., 20150428) | ||
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Saves 5 sec bar data as a text file <date>.bars | ||
Saves 5 sec bar data as a text file date.bars | ||
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The columns are: | ||
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timestamp, open, high, low, close, volume, count, WAP, hasGaps |