Parameter

Description

tickerId

The Id for the request. Must be a unique value. When the data is received, it will be identified by this Id. This is also used when canceling the historical data request.

contract

This class contains attributes used to describe the contract.

barSize

Currently only 5 second bars are supported, if any other value is used, an exception will be thrown. 

whatToShow

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

·          - TRADES

·          - BID

·          - ASK

·          - MIDPOINT

useRTH

Regular Trading Hours only. Valid values include:

·          0 = all data available during the time span requested is returned, including time intervals when the market in question was outside of regular trading hours.

·          1 = only data within the regular trading hours for the product requested is returned, even if the time time span falls partially or completely outside.