Introduction

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The highest granularity of historical data from IB’s database can be retrieved using the API function [EClient.reqHistoricalTicks](/tws-api/doc/market-data-historical/historical-time-sales/requesting-time-and-sales-data) for historical time and sales values. Historical Time & Sales will return the same data as what is available in Trader Workstation under the Time and Sales window. This is a series of ticks indicating each trade based on the requested values.

  • Historical Tick-By-Tick data is not available for combos.
  • Historical tick data is only available for the last 3 years.
  • Data will not be returned from multiple trading sessions in a single request; Multiple requests must be used.
  • To complete a full second, more ticks may be returned than requested.
  • Time & Sales data requires a Level 1, Top Of Book market data subscription. This would be the same subscription as [EClient.reqMktData()](/tws-api/doc/market-data-live/top-of-book-l-1/request-watchlist-data) or [EClient.reqHistoricalData()](/tws-api/doc/market-data-historical/historical-bars/requesting-historical-bars).