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Downloading IB futures data and then making a datapump to another program

Quantitative Finance Asked by user19145 on December 2, 2021

I never have programmed before in my life but I wouldn’t mind learning if I knew
what i needed to do in order to solve my problem.

I use neuroshell for day trading and use it extensively for trading futures with IB

I use this program https://www.bowfort.com/Products/cartViewItem?sku=NSIBF
to feed data from IB to neuroshell so I can use neuroshell in real time.
I want to see if I can make this program myself so I do not hve to pay 39.99 a month

Neuroshell has a programmable option to make use of a datapump that is built into it.
If you knew how use IB’s API you could download the data you need and feed it yourself to neuroshell in real time. AndI only want to use 5 minutes bars.

This is neuroshell’s quote in its documentation

NeuroShell Trader includes a feature called the Data Pump Server (DP, or Data Pump) that acts as an intermediary to feed an external data stream into the NST and makes your application or DLL the primary data source. For software developers the DP is available through calls to eight API functions located in the NSTFEED.DLL, distributed with NST.

The DataPump requires the user to build his/her own external application or DLL, which will act as a data feed server. The user’s application collects data from the desired source(s) and sends the data to the NSTFEED.DLL. On the other end, NST is switched to receive the data through the Data Pump interface. This is done by selecting the name of your server application or DLL from the Tools -> Data Sources -> Server tab (NST scans the Servers directory beneath its location and adds the available EXEs and DLLs to the Server list).

It is possible to transmit not just one, but a number of data streams simultaneously. The user’s application or DLL puts an identification mark on each data stream by assigning it a ticker and category. Tickers, transmitted through the DP, always appear in the data category (in NST) specified by the API call. NST receives data and uses it just as if it were Quote.com, or E-signal, a text file, or any other data source.

NST backs up all data received from the DP and other data sources (Quote.com, eSignal, etc.) on the hard disk. Therefore, NST will try to merge previously downloaded data with current requests to minimize data requested.

The Data Pump can transmit any kind of data: historical end-of-day (such as daily, weekly, monthly), historical intraday (such as 1-min, 2-min, 5-min, etc.), and historical and real-time tick data.

I was wondering how I could setup such a program or dll for neuroshell.

I myself was thinking of using Interactive Brokers API addon for NodeJS
https://www.npmjs.com/package/ibapi

Then. getting node.js to write the 5 minute futures bar to a txt file in a readable format to neuroshell

then making a dll that calls the txt file and sends it to neuroshell

but as you can see I am such a beginner in this thinking process and wondering about expertise
in this development.

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