Brian, I'd like to build an Implied and Historical Volatility database. Do I need to create a new database separate from my usstock-1min database or can I just modify what is already being collected by adding "Bar Type" to the daily "usstock-1min" updates? Let me know what you recommend. Thanks.
Implied volatility and historical volatility are available bar types for IBKR history databases, so this would be a separate database from the usstock-1min database. You would follow the usage guide steps to collect US stock listings for IBKR, then collect the historical price data. Once you have collected the data, you can pull it into Pipeline as a custom database.