Market Data: HistoricalHistorical Data Limitations

Unavailable Historical Data

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The other historical data limitations listed are general limitations for all trading platforms:

  • Bars whose size is 30 seconds or less older than six months
  • Expired futures data older than two years counting from the future’s expiration date.
  • Expired options, FOPs, warrants and structured products.
  • End of Day (EOD) data for options, FOPs, warrants and structured products.
  • Data for expired future spreads
  • Data for securities which are no longer trading.
  • Native historical data for combos. Historical data is not stored in the IB database separately for combos.; combo historical data in TWS or the API is the sum of data from the legs.
  • Historical data for securities which move to a new exchange will often not be available prior to the time of the move. For example, SOXX stock moved to NASDAQ exchange on 15 Oct 2010, so no SOXX data before 15 Oct 2010 can be retrieved despite SOXX was listed in 2001. This limitation also applied to contract which specifies SMART as the exchange.
  • Studies and indicators such as Weighted Moving Averages or Bollinger Bands are not available from the API.
  • Time & Sales data beyond 3 years.