Ensure that TWS is running, and that you have entered your user name in the User Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet to properly connect to TWS.
To request historical data
Click the Historical Data tab at the bottom of the spreadsheet.
Create a ticker by filling in the fields in the Contract Description section of the page, or by clicking the Create Ticker button on the toolbar and entering the required information in the Ticker box.
Enter the parameters of your query in the Query Specification fields. For complete descriptions of the query fields, Historical Data Page Query Specification Fields.
Select the line, then click the Request Historical Data button. When the Ctrl field displays "Finished," the results are displayed on the specified page.
To request historical data for expired contracts
On the Historical Data page, create a ticker by filling in the fields in the Contract Description section of the page, or by clicking the Create Ticker button on the toolbar and entering the required information in the Ticker box.
Enter the parameters of your query in the Query Specification fields.
In the Expired field in the Query Specification section, enter TRUE.
Select the line, then click the Request Historical Data button. When the Ctrl field displays "Finished," the results are displayed on the specified page.
Historical data queries on expired contracts are limited to the last year of the life of the contract.
The following figure shows a typical historical data results page.