IB dont provide historic book data On Sep 18, 9:19 pm, hdeng <[email protected]> wrote: > to backtest any strategies, JBT requires a historical data file. can > we download historical order book data from IB using JBT specifying > security, frequency (1min, 15min etc) and date ranges (as in JST)? > such a downloaded file can be used to backtest a strategy directly. > looks like we can only record live data while forward testing which > later can be used as backtest data.
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