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antequant / blotter

Microservice to connect to Interactive Brokers and stream market data into Google BigQuery
MIT License
1 stars 4 forks source link

Break down backfills according to IB's suggested step sizes #36

Open jspahrsummers opened 4 years ago

jspahrsummers commented 4 years ago

It's a hardcoded split per 10 days right now, when IB's recommendations are more diverse: https://interactivebrokers.github.io/tws-api/historical_limitations.html#hd_step_sizes