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Historical OHLC Bar Data
Request historical data for an instrument in the form of OHLC bars.
Query parameters
IB contract ID of the requested instrument.
A time duration away from startTime into the future to be divided into bars of the specified width. Supported Period Sizes
- min - Minutes
- h - Hour(s)
- d - Day(s)
- w - Week(s)
- m - Month(s)
- y - Year(s)
The width of the bars into which the interval determined by period and startTime will be divided. It is not required that bar evenly divide period; partial bars can be returned. Supported Bar Sizes
- S - Second(s)
- min - Minute(s)
- h - Hour(s)
- d - Day(s)
- w - Week(s)
- m - Month(s)
Exchange (or SMART) from which data is requested.
Indicates whether data outside of regular trading hours should be included in response.
UTC datetime string in format YYYYMMDD-hh:mm:ss.
A fixed UTC date-time reference point for the historical data request, from which the specified period extends. Format is YYYYMMDD-hh:mm:ss. If omitted, the current time is used, and direction must be omitted or 1.
Indicates whether data should begin or end at the start time.
- -1 - Historical data will begin away from the start time, ending at the current time/startTime.
- 1 - Historical data begins at the start time, moving towards the current time. Only supported when startTime is included.
The type of data to be returned in the historical bars. Supported Bar Sizes
- Bid_Ask - The OHLC bid/ask values.
- Last - The OHLC trade values.
- Midpoint - The OHLC of the Bid-Ask midpoint.
Response
Historical data query successfully returned data.