jTWSdata

Data files updated real-time with Interactive Brokers TWS

About

jTWSdata creates and updates data files real-time using IB historical data as the back-fill. The data files are plain text (CSV) and can be imported into any charting or trading application. File import can be manual or automated through free GUI automation software like AutoHotkey or AutoIt. jTWSdata's data files have been successfully used with TradeSignal and MetaQuotes software. jTWSdata works on Windows, Mac and GNU/Linux.

Features

jTWSdata requests data for several contracts in a few timeframes and updates all the data files real-time. The contracts and timeframes are specified in configuration files. Here's is a screenshot of generated data files while being updated real-time by jTWSdata:

data files generated by jTWSdata

The first lines of each data file consist of historical data while the following lines are collected from the IB real-time data feed. Historical bar data is merged with the real-time data in order to give a perfect transition from historical data to data collected from the real-time datafeed. Here's an excerpt of such data file:

... 2007.02.06 12:19,1454.75,1455.0,1454.75,1455.0,1 2007.02.06 12:20,1455.0,1455.0,1454.75,1454.75,14 2007.02.06 12:21,1454.75,1455.0,1454.75,1455.0,5 2007.02.06 12:22,1455.0,1455.0,1454.75,1454.75,5 2007.02.06 12:23,1454.75,1454.75,1454.75,1454.75,51
The bold faced data line is the transition line from historical data to data collected real-time. The data fields are: Date, Time, Open, High, Low, Close and Volume. Generated data files can be easily imported into Excel or other program in order to generate charts/signals. The data format can be customized according to your needs before purchase.

Requirements

an account with Interactive Brokers with at least one market data subscription
Trader Workstation installed and correctly configured

Agreement

By purchasing the software you agree to use it for personal purposes only (to negotiate a different license contact me). You cannot transfer, rent, lease, lend, copy, share the software and/or documentation. You cannot adapt nor change the software and you cannot re-sell the software. You may not reproduce or distribute any documentation without my permission. You may install a copy of the software on a computer and freely move the software from one computer to another, provided that you are the only individual using the software.

In no event shall I be liable for any special, incidental, indirect, or consequential damages whatsoever (including, without limitation, damages for loss of business profits, business interruption, loss of business information, or any other pecuniary loss) arising out of the use of or inability to use the software product or the provision of or failure to provide support services.

Contact

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