{"id":40636,"date":"2020-04-03T12:38:57","date_gmt":"2020-04-03T16:38:57","guid":{"rendered":"https:\/\/ibkrcampus.com\/?p=40636"},"modified":"2023-01-20T14:57:50","modified_gmt":"2023-01-20T19:57:50","slug":"ibkr-api-historical-data-function","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ibkr-api-historical-data-function\/","title":{"rendered":"reqHeadTimeStamp() Function &#8211; IBKR API"},"content":{"rendered":"\n<p>Get Historical Market Data via <a href=\"\/campus\/category\/ibkr-quant-news\/api_development\/\">IBKR API<\/a> with the function<strong> <\/strong><code>reqHeadTimeStamp()<\/code>. It is helpful for quant traders doing backtesting as this function will retrieve the earliest available data point for a given instrument. Data points vary depending on the security and asset. Here is an example of how to request it in <strong>Python<\/strong>:<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"643\" height=\"143\" data-src=\"\/campus\/wp-content\/uploads\/sites\/2\/2019\/06\/API_reqHeadTimeStamp.png\" alt=\"reqHeadTimeStamp() Function - IBKR API\" class=\"wp-image-8032 lazyload\" data-srcset=\"https:\/\/ibkrcampus.com\/campus\/wp-content\/uploads\/sites\/2\/2019\/06\/API_reqHeadTimeStamp.png 643w, https:\/\/ibkrcampus.com\/campus\/wp-content\/uploads\/sites\/2\/2019\/06\/API_reqHeadTimeStamp-400x89.png 400w\" data-sizes=\"(max-width: 643px) 100vw, 643px\" src=\"data:image\/svg+xml;base64,PHN2ZyB3aWR0aD0iMSIgaGVpZ2h0PSIxIiB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciPjwvc3ZnPg==\" style=\"--smush-placeholder-width: 643px; aspect-ratio: 643\/143;\" \/><\/figure>\n\n\n\n<p>The request can be cancelled via the&nbsp;<code>IBApi.EClient.cancelHeadTimestamp<\/code> function.<\/p>\n\n\n\n<p>Visit our <strong>GitHub <\/strong>Guide to get the sample code in C#, Java, VB, and C++. <a href=\"https:\/\/interactivebrokers.github.io\/tws-api\/head_timestamp.html\">https:\/\/interactivebrokers.github.io\/tws-api\/head_timestamp.html<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>IBKR API Tip of the Day! Learn how to get Historical Market Data &#8211; reqHeadTimeStamp() Function. Sample code on GitHub.<\/p>\n","protected":false},"author":90,"featured_media":28248,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[339,343,349,338,341,352,344],"tags":[851,4873,5110,575,595],"contributors-categories":[13576],"class_list":{"0":"post-40636","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"has-post-thumbnail","7":"category-data-science","8":"category-programing-languages","9":"category-python-development","10":"category-ibkr-quant-news","11":"category-quant-development","12":"category-quant-north-america","13":"category-quant-regions","14":"tag-algo-trading","15":"tag-backtesting","16":"tag-historical-data","17":"tag-ibkr-api","18":"tag-python","19":"contributors-categories-interactive-brokers"},"pp_statuses_selecting_workflow":false,"pp_workflow_action":"current","pp_status_selection":"publish","acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v26.9 (Yoast SEO v27.3) - https:\/\/yoast.com\/product\/yoast-seo-premium-wordpress\/ -->\n<title>reqHeadTimeStamp() Function &#8211; IBKR API | IBKR Quant<\/title>\n<meta name=\"description\" content=\"IBKR API Tip of the Day! 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