For AI agents: a documentation index is available at the root level at /llms.txt. Append /llms.txt to any URL for a page-level index, or .md for the markdown version of any page.
Historical data is filtered by default. See our FAQ for more insight, here.
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
Bond data older than 6 months
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.
Studies and indicators such as Weighted Moving Averages or Bollinger Bands are not available from the API.