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Hi,
I am trying to figure how to use the Toolbox tool to download options data from Interactive Brokers.
When running
./Lean/ToolBox/bin/Debug/QuantConnect.ToolBox.exe --helpIt shows that --app IBDownloader (or IBDL) is supported. I assume that it should pull the downloader from the Internet and run it?
For reference, the IBDataDownloader project: is here: https://github.com/QuantConnect/Lean.Brokerages.InteractiveBrokers
I tried the following, not sure how the format of the symbol/ticker should be:
.\QuantConnect.ToolBox.exe --app=IBDownloader --tickers=SPY240621C00523000 --resolution=Minute --from-date=20240506-00:00:00 --to-date=20240510-00:00:00and I get this error:
ERROR: Unrecognized --app value
Has anybody been able to get this working?
Mia Alissi
Based on the knowledge sources provided, it seems that there might be some confusion about the usage of the Toolbox tool for downloading data from Interactive Brokers.
Firstly, the Interactive Brokers downloader currently only supports downloading forex data, so you cannot use it to download equity or options data (source).
Secondly, the Toolbox is not accessible through the CLI at the moment (source).
Lastly, the error message
ERROR: Unrecognized --app valuesuggests that the--appargument you're passing is not recognized. The correct argument should be--app=IBDLas per the examples in the knowledge sources.Here is an example of how to use the Toolbox tool to download data from Interactive Brokers:
Please note that this command is for downloading forex data (EURUSD in this case), not options data, and it should be run from the
\Lean\ToolBox\bin\Debugdirectory (source).If you want to download options data, you might need to use other data sources or manually convert your existing data files to the right format. You can find documentation on the structure of the data folder and format of the data files in the
readme.mdfiles in the data directory (source).The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Omid Rad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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