I'm currently working on implementing BrokerHistory. IB doesn't allow for getting historical data from an arbitrary period. IB's history is really a backfill so it starts from the current date/time and goes back to a specified end date. Also there are limits on how many bars of history you can request in each time frame.

It looks like FXCM allows requests for any number of bars from any period in any time frame. Is that true?

Yes, that's theoretically true, but the FXCM price server has only data back to 2002 for Forex and 2008 for CFDs. However for trading, you only need a limited bar number that starts with the current time and is equivalent to the lookback period. So trading would work with IB, only for simulation you then need to get the historic price data from another source.

Is there an update on the IB connection?

I'm not sure of the exact reason but anyone using the backfill with IB has issues populating any amount of historic data and times out, eg) Amibroker and Quantshare have this issue if memory serves me correct. Ninja and Multicharts have no issue extracting historic data. Now why one can and the other can't I'm not sure of, but that backfill process is a pain in the ass.

Backfill is usual in broker APIs and not a problem. But problems arise when the price server has a limited history and/or a long response time.

OK, here is another guy interested in hearing whether there is any news on an IB API integration? is anybody currently working on that or has at least some limited success in getting somewhere? Much obliged!