Introduction

For many functions, such as EClient.reqHistoricalData, you will need to request market data for a contract. Given that you may not know how long a symbol has been available, you can use EClient.reqHeadTimestamp to find the first available point of data for a given whatToShow value.

ReqHeadTimeStamp counts as an ongoing historical data request, similar to using EClient.reqHistoricalData’s keepUpToDate=True flag. As a result, users should always:

• Cancel timestamp requests using EClient.cancelHeadTimeStamp.
• All EClient.reqHeadTimestamp requests follow the 30 second bar limitations, regardless of which bar size value has been requested.