Downloads historical data from interactive brokers and builds a data file useful for subsequent back-test
By RobustTechHouse http://robusttechhouse.com
##Java Logic## The Java class generates in desired path a series of data files in reverse chronological order eg
1.txt => most recent data
2.txt => next most recent data
... etc
##Python Logic## The Python script takes the Java class output files and creates one contiguous data file in chronological order
##Useful References##
Historical Data Limitations: https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm
List of IB currencies: https://www.interactivebrokers.com/en/?f=%2Fen%2Ftrading%2Fexchanges.php%3Fexch%3Dibfxpro%26amp%3Bshowcategories%3D%26amp%3Bib_entity%3Dllc#
Sample code to request data: http://www.elitetrader.com/et/index.php?threads/request-ib-tick-data-java-api.206254/
Sample code: http://stackoverflow.com/questions/10777885/error-getting-the-eur-usd-historical-data-using-r-on-ibrokers
##Sample IB Historical Request Format For Reference##
Symbol: USD
Security Type: CASH
Exchange: IDEALPRO
Primary Exchange: IDEALPRO
Currency: JPY
End Date/Time: 20150326 07:46:46 GMT
Duration: 1 D, another eg could be 14400 S
Bar Size Setting: 1 min
What to Show: BID/ASK
Regular Trading Hours: 1
Date Format Style: 1