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Backtesting is one of the key elements in the algo trading workflow, hence high resolution tick-by-tick data is extremely important.

Quant traders interested in backtesting will find the function reqHistoricalTicks very helpful when coding their ActiveX algos for IBKR API*.

The function is used to request tick-by-tick historical market data.

Visit our GitHub page to download the Excel ActiveX source files and samples: https://interactivebrokers.github.io/

IBKR API ActiveX

For step-by-step ActiveX instructions, see the IBKR API Release Notes and the GitHub Guide.

*TWS version needed: 974 or higher

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