Parameter

Description

id

The id of the request. Must be a unique value. When the market data returns, it will be identified by this tag. This is also used when canceling the market data.

contract

This object contains a description of the contract for which market data is being requested.

endDateTime

 Defines a query end date and time at any point during the past 6 mos. Valid values include any date/time within the past six months in the format: yyyymmdd HH:mm:ss ttt

where "ttt" is the optional time zone.

durationStr

Set the query duration up to one week, using a time unit of seconds, days or weeks. Valid values include any integer followed by a space and then S (seconds), D (days) or W (week). If no unit is specified, seconds is used.

barSizeSetting

Specifies the size of the bars that will be returned (within IB/TWS limits). Valid values include:

Bar Size

1 sec

5 secs

15 secs

30 secs

1 min

2 mins

3 mins

5 mins

15 mins

30 mins

1 hour

1 day

whatToShow

Determines the nature of data being extracted. Valid values include:

·          TRADES

·          MIDPOINT

·          BID

·          ASK

·          BID_ASK

·          HISTORICAL_VOLATILITY

·          OPTION_IMPLIED_VOLATILITY

useRTH

Determines whether to return all data available during the requested time span, or only data that falls within regular trading hours. Valid values include:

·          0 - all data is returned even where the market in question was outside of its regular trading hours.

·          1 - only data within the regular trading hours is returned, even if the requested time span falls partially or completely outside of the RTH.

formatDate

Determines the date format applied to returned bars. Valid values include:

·          1 - dates applying to bars returned in the format:
yyyymmdd{space}{space}hh:mm:dd

·          2 - dates are returned as a long integer specifying the number of seconds since 1/1/1970 GMT.