This collection of notebooks demonstrates how to collect a library of global end-of-day equities data from IB. Once collected, you can use the data to research ideas and test trading strategies around the globe.
For each country, we complete the following steps:
In many countries, stocks are cross-listed on multiple exchanges. Depending on your research goals, it may be more useful to work with consolidated historical data (i.e. data representing trades from all exchanges) or historical data from the primary exchange only. Learn more about primary exchange vs consolidated prices. To maximize research flexibility, collecting the data both ways is a sensible idea. This is demonstrated in the notebooks.