IG Index Historical Price Data Download To File

Please note: IG Index currently limits historical data downloads to 10,000 data points per user per week.

Excel Price Feed includes the ability to download historical data (open, high, low, close, volume) to a .csv (comma separated) file. This is a very useful feature if you are using software such as AmiBroker and would like to use IG Index / Markets prices for analysis, backtesting etc.

To get started, launch the Configuration Pane, select the IG Index tab, then the "Download Historical Prices" tab:

IG Index Historical Data Download to File Screen

The download process will download historical data for all instruments in the selected watchlist. You can use one of the pre-built IG watchlists or create your own on the IG web platform to include only instruments you are interested in.

Next, you need to specify the type of data you wish to download:

  • Resolution: Select a resolution for the data you require, for example "1 Minute", "5 Minute", "1 Hour", "Weekly" etc. Please note if you are downloading data with a resolution lower than daily, for example hourly, then an additional column will be added to the .csv for the time.
  • Range: You need to specify either a date range or a number of points back from the current date/time. Please be careful when selecting a date range to ensure you don't exceed your IG Index historical data allowance. Refer to https://labs.ig.com/faq for details on how much data is available for each resolution.
  • Fields: Select which prices you would like to download, for example if you select mid then open mid, close mid etc. will be downloaded. Please note you can select more than one.

Press the "Save To CSV" button and the requested historical data will be downloaded from IG Index. Once downloaded a file browse window will open where you can specify the file name and location of the csv file (you can either select an existing one to overwrite or a new one).

The contents of the .csv file will look something like this when opened in Excel:

IG Index Historical Data Download to File Screen

Details about your data allowance will also be updated:

IG Index historical data allowance update

Importing IG Price Data into AmiBroker

You can now use the AmiBroker ASCII importer function to import the downloaded .csv file of IG prices into AmiBroker:

Load IG Index historical prices into AmiBroker

Ensure you have the "Skip first lines" option set to 1 so the column headers are ignored.

Also, if you are downloading data with a resolution lower than daily, for example hourly, then esnure you map the additional time column.

Once you have used the Import Wizard to create the import definition you can re-use it next time to quickly update your AmiBroker historical data with IG prices.