Introduction

The highest granularity of historical data from IB’s database can be retrieved using the API function EClient.reqHistoricalTicks 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() or EClient.reqHistoricalData().