In the Download Wizard, specify the following options. In general be as specific as possible to reduce your wait time and to reduce the number of download requests to Interactive Brokers.
Symbols: Specify up to 60 symbols (to avoid IB limitations do not try more than 60 symbols at one time) separated by commas
Security Types: Choose from:
- Stocks
- Options
- Stocks and Options
- Futures
- Futures Options
- Cash
- Index
- Bond
Exchange: Specify the exchange, or leave blank to retrieve all exchanges. Be careful when specifying options or stocks and options if you do not specify an exchange you may receive thousands of contracts.
Currency: Specify the currency or choose <ALL> to include all currencies.
Option Rights: Applies to options and futures options. Specify the types of options to retrieve:
- Both Calls and Puts
- Calls Only
- Puts Only
Strike Prices: Applies to options and futures options only. Choose from:
- All Strike prices
- Strikes within N percent of current price
- Strikes within N points of current price
- Closest N strikes
- Single Strike Price
Expirations: Applies to options, futures, and futures options only. Choose from:
- Next expiration only
- All expirations
- Specific expiration
- Next N expirations (and optionally previous P expirations -- applies to futures only)
Data Intervals: Choose one or more data intervals to retrieve data for. Choose from any intervals supported by Interactive Brokers.
Data Fields: Choose any fields supported by Interactive Brokers.
Regular Trading Hours Only: Check to include only regular trading hours (as defined by IB). Leave unchecked to include all data.
Date Range: Choose the date range to download data for (note that IB does not support data requests earlier than 1 year ago, or one year prior to expiration date for expired futures):
- Date Range: specify start and end dates
- N months prior to expiry date (applies to options, futures, and futures options only)
- Last N days/weeks/months
