I tried to find information on whether or not downloading data from Interactive broker is supported for running backtests using LEAN if I am running the backtest locally. But, I wasn't able to find a clear answer. I would like to know if I can somehow use IB for downloading data(On equity, options) and use that data for backtesting locally.
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Downloading Historical Data via Interactive broker for backtesting using LEAN Locally
Depending on the symbol, LEAN Data Toolbox has a class IBDataDownloader that can help download the data. IBDataDownloader currently only supports forex so if another symbol is needed, the data can be downloaded as custom data and then fed into LEAN. If the data is downloaded locally as a .csv that works as well. The generic data can be implemented via AddData() and run through the OnData(self, data) event handler as seen here.
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Do you know why IBDataDownloader only supports FX? I don't believe there is anything specific to the instrument class in the IB API.
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