{"id":10534,"date":"2019-08-20T12:08:38","date_gmt":"2019-08-20T16:08:38","guid":{"rendered":"https:\/\/ibkrcampus.com\/?p=10534"},"modified":"2023-01-20T15:08:47","modified_gmt":"2023-01-20T20:08:47","slug":"tick-by-tick-historical-market-data-via-ibkr-api","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/tick-by-tick-historical-market-data-via-ibkr-api\/","title":{"rendered":"Tick-by-tick Historical Market Data via IBKR API"},"content":{"rendered":"\n<figure class=\"wp-block-image\"><img decoding=\"async\" data-src=\"\/campus\/wp-content\/uploads\/sites\/2\/2019\/06\/quant04.jpg\" alt=\"Tick-by-tick Historical Market Data via IBKR API\" class=\"wp-image-8242 lazyload\" src=\"data:image\/svg+xml;base64,PHN2ZyB3aWR0aD0iMSIgaGVpZ2h0PSIxIiB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciPjwvc3ZnPg==\" \/><\/figure>\n\n\n<p><!--StartFragment--><\/p>\n\n\n<p>Quants interested in backtesting via IBKR  <a href=\"https:\/\/www.interactivebrokers.com\/en\/index.php?f=5041\">API<\/a> can get  high resolution tick-by-tick data with the function&nbsp;<strong>IBApi::EClient::reqHistoricalTicks<\/strong>. <\/p>\n\n\n\n<p>Results are returned via  <strong>IBApi.EWrapper.historicalTicks<\/strong>,\u00a0 <strong>IBApi.EWrapper.historicalTicksBidAsk<\/strong>, and\u00a0<strong>IBApi.EWrapper.historicalTicksLast<\/strong>, depending on the type of data requested.<\/p>\n\n\n\n<p>Let\u2019s take a quick look at the <a href=\"https:\/\/interactivebrokers.github.io\/tws-api\/historical_time_and_sales.html\">GitHub<\/a> examples in Java:<\/p>\n\n\n\n<p><code>@Override<br>     public void historicalTicks(int reqId, List ticks, boolean done) {<br>         for (HistoricalTick tick : ticks) {<br>             System.out.println(EWrapperMsgGenerator.historicalTick(reqId, tick.time(), tick.price(), tick.size()));<br>         }<br>     }<\/code><\/p>\n\n\n\n<p>For more details, please visit our <a href=\"https:\/\/interactivebrokers.github.io\/tws-api\/historical_time_and_sales.html\">GitHub<\/a> guide, and be sure to follow our <a href=\"\/campus\/category\/ibkr-quant-news\/api_development\/\">API news channel<\/a> for additional syntax samples. <\/p>\n","protected":false},"excerpt":{"rendered":"<p>Quants interested in backtesting via IBKR API can get  high resolution tick-by-tick historical data with reqHistoricalTicks.<\/p>\n","protected":false},"author":90,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":true,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[345,346,340,347,343,349,338,352,344],"tags":[851,865,575,596,852],"contributors-categories":[13576],"class_list":{"0":"post-10534","1":"post","2":"type-post","3":"status-publish","4":"format-standard","6":"category-c-sharp-development","7":"category-c-plusplus-development","8":"category-api-development","9":"category-java-development","10":"category-programing-languages","11":"category-python-development","12":"category-ibkr-quant-news","13":"category-quant-north-america","14":"category-quant-regions","15":"tag-algo-trading","16":"tag-github","17":"tag-ibkr-api","18":"tag-java","19":"tag-machine-learning","20":"contributors-categories-interactive-brokers"},"pp_statuses_selecting_workflow":false,"pp_workflow_action":"current","pp_status_selection":"publish","acf":[],"yoast_head":"<!-- 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