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IBDataDownloader futures data

Hi,

Any chance there is a one liner to download ES futures data from Interactive Brokers?  Something like:

QuantConnect.ToolBox.exe --app=IBDL --tickers=ES --type=Futures --resolution=Minute --from-date=20200201-09:30:00 --to-date=20200227-16:00:00

Thanks.  

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Hi Jason,

IBDownloader currently only supports Forex. If another security type is needed, the data can be downloaded as custom data and then fed into LEAN. The generic data can be implemented via AddData() and run through the OnData(self, data) event handler as seen here.

Alternatively, the IBDataDownloader class offers programmatic futures download support, as seen in this unit test.

Best,
Gahl Goziker

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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