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I'm considering Interactive Brokers because of the IBrokers package for R.

On this site there is a small section on data availability and I'm having a hard time understanding the table.
Lets say I have 10,000 dollars in my account and I want 15 minutes bars. Does it mean I can get few thousand observations (one year of 15 minutes bars).
I'm only concerned about the S&P 500 index.
I'm mainly concerned with the amount of observation since I'm building a statistical model and I want to use e.g. 15 minutes bars or even 5 minutes bars.

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Does it mean I can get few thousand observations.

Probably, yes, but I did not try it myself.

Using R package IBrokers, namely, reqHistoricalData function, I pump out the base of several years OHLC prices for 1,700 shares, store it in MySQL, update it once a week and scan it in search of suitable purchases.

(one year of 15 minutes bars). I'm only concerned about the S&P 500 index.

Maybe something like this:

test3<- twsSTK("SPY") dat <- reqHistoricalData(tws, test3, endDateTime=paste(format(Sys.time(), "%Y%m%d %H:%M:%S")), barSize="15 min", duration="1 Y")

See the details here - https://stackoverflow.com/questions/26152138/ibrokers-twsfop-call-in-r?rq=1

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