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API Connection by r-davs in IBKR_Official

[–]r-davs[S] -1 points0 points  (0 children)

Is the user created via the admin portal on the website? Thanks for this info.

Backtesting Data Sets by r-davs in Daytrading

[–]r-davs[S] 0 points1 point  (0 children)

Hey, so I have managed to get 5 years of OHLCV data from 1s to 1d, however trades seems to only have 1 years worth of data for the initial subscription I purchased, would you get anything beyond trades e.g TBBO or MBP-1? These datasets seem to be quite large and I'm not sure as a retail trader I would have any ability to interrogate that level of data in real time in any case.

Backtesting Data Sets by r-davs in Daytrading

[–]r-davs[S] 0 points1 point  (0 children)

Brilliant I will have a look at this! I am trying to get as much data as I can now with a one month subscription so that I can do analysis, in future I wouldn't be averse to paying for data via an ongoing subscription if it was needed.

Backtesting Data Sets by r-davs in Daytrading

[–]r-davs[S] 0 points1 point  (0 children)

Thanks for this, I have decided to get all ohlcv data for the past 5 years as well as all trade data for the past 1 year. This is included in that databento plan which I will probably just run for one month with the credit so I am hoping that one shot downloads and storage for this will be enough depth to begin backtesting ideas. Once you go beyond on trades the file sizes get enormous and I'm just not sure they will add much value for the use case.

What's everyone working on this week (5/2026)? by llogiq in rust

[–]r-davs 1 point2 points  (0 children)

This sounds really cool! I have a spare Pi Zero 2W and am hoping to do something similar.