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Directory position 11
Product overview
Interactive Brokers provides historical and real-time futures data through its brokerage APIs, subject to account, exchange and pacing rules. It makes sense when research and execution should share contract definitions and one broker connection.
It is not a direct substitute for an unrestricted bulk archive. Historical request duration, pacing and available bar types constrain large-scale acquisition.
| Recommended for | Broker-integrated research and execution |
|---|---|
| Delivery | IBKR APIs with market-data permissions |
| Format | Broker APIs |
| Buying model | Account / market-data terms |
Useful when the broker is part of the requirement
An IBKR integration can use the same contract discovery and market-data workflow for research and live trading. That is valuable when accurate executable-contract selection matters more than obtaining a complete exchange history in one purchase.
For broad historical scans, build a durable local store rather than repeating broker API requests. Respect pacing limits and record contract identifiers, exchange, currency and expiry with each series.
Test contract and bar definitions
Request a known expiry and verify the exchange and trading class. Align bar timezone, session and price type before comparing with another provider. A broker's chart bars and a vendor's exchange-session bars need not have identical boundaries.
Market-data permissions and historical availability can vary by instrument. Test every required root before committing the application architecture.
Check before buying
- Confirm account and exchange-data prerequisites.
- Measure pacing and historical-request limits.
- Store fully qualified contract identifiers.
- Review automated-trading and data-use terms.