Interactive brokers historical data availability

External question — Quantitative Finance Stack Exchange Author: Viðar Ingason Original post: https://quant.stackexchange.com/questions/43594 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I'm considering Interactive Brokers because of the IBrokers package for R. On this site there is a small section on data availability and I'm having a hard time understanding the table. Lets say I have 10,000 dollars in my account and I want 15 minutes bars. Does it mean I can get few thousand observations (one year of 15 minutes bars). I'm only concerned about the S&P 500 index. I'm mainly concerned with the amount of observation since I'm building a statistical model and I want to use e.g. 15 minutes bars or even 5 minutes bars.

External answer — Quantitative Finance Stack Exchange Author: Serhii Kushchenko Original post: https://quant.stackexchange.com/a/43889 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Does it mean I can get few thousand observations. Probably, yes, but I did not try it myself. Using R package IBrokers, namely, reqHistoricalData function, I pump out the base of several years OHLC prices for 1,700 shares, store it in MySQL, update it once a week and scan it in search of suitable purchases. (one year of 15 minutes bars). I'm only concerned about the S&P 500 index. Maybe something like this: test3<- twsSTK("SPY") dat <- reqHistoricalData(tws, test3, endDateTime=paste(format(Sys.time(), "%Y%m%d %H:%M:%S")), barSize="15 min", duration="1 Y") See the details here - https://stackoverflow.com/questions/26152138/ibrokers-twsfop-call-in-r?rq=1