Backtesting is one of the key elements in the algo trading workflow, hence high resolution tick-by-tick data is extremely important.
Quant traders interested in backtesting will find the function
reqHistoricalTicks very helpful when coding their ActiveX algos for IBKR API*.
The function is used to request tick-by-tick historical market data.
Visit our GitHub page to download the
Excel ActiveX source files and samples: http://interactivebrokers.github.io/
*TWS version needed: 974 or higher
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