Historical Market Data

Get historical market Data for given conid, length of data is controlled by ‘period’ and ‘bar’.

Note:

• There’s a limit of 5 concurrent requests. Excessive requests will return a ‘Too many requests’ status 429 response.
• This endpoint provides a maximum of 1000 data points.

1
GET /iserver/marketdata/history

Step Size

A step size is the permitted minimum and maximum bar size for any given period.

Response Object

serverId: String.
Internal request identifier.

symbol: String.
Returns the ticker symbol of the contract.

text: String.
Returns the long name of the ticker symbol.

priceFactor: String.
Returns the price increment obtained from the display rules.

startTime: String.
Returns the initial time of the historical data request.
Returned in UTC formatted as YYYYMMDD-HH:mm:ss

high: String.
Returns the High values during this time series with format %h/%v/%t.
%h is the high price (scaled by priceFactor),
%v is volume (volume factor will always be 100 (reported volume = actual volume/100))
%t is minutes from start time of the chart

low: String.
Returns the low value during this time series with format %l/%v/%t.
%l is the low price (scaled by priceFactor),
%v is volume (volume factor will always be 100 (reported volume = actual volume/100))
%t is minutes from start time of the chart

timePeriod: String.
Returns the duration for the historical data request

barLength: int.
Returns the number of seconds in a bar.

mdAvailability: String.
Returns the Market Data Availability.
See the Market Data Availability section for more details.

mktDataDelay: int.
Returns the amount of delay, in milliseconds, to process the historical data request.

outsideRth: bool.
Defines if the market data returned was inside regular trading hours or not.

volumeFactor: int.
Returns the factor the volume is multiplied by.

priceDisplayRule: int.
Presents the price display rule used.
For internal use only.

priceDisplayValue: String.
Presents the price display rule used.
For internal use only.

negativeCapable: bool.
Returns whether or not the data can return negative values.

messageVersion: int.
Internal use only.

data: Array of objects.
Returns all historical bars for the requested period.
[{
o: float.
Returns the Open value of the bar.

c: float.
Returns the Close value of the bar.

h: float.
Returns the High value of the bar.

l: float.
Returns the Low value of the bar.

v: float.
Returns the Volume of the bar.

t: int.
Returns the Operator Timezone Epoch Unix Timestamp of the bar.
}],

points: int.
Returns the total number of data points in the bar.

travelTime: int.
Returns the amount of time to return the details.

{
  "serverId": "20477",
  "symbol": "AAPL",
  "text": "APPLE INC",
  "priceFactor": 100,
  "startTime": "20230818-08:00:00",
  "high": "17510/472117.45/0",
  "low": "17170/472117.45/0",
  "timePeriod": "1d",
  "barLength": 86400,
  "mdAvailability": "S",
  "mktDataDelay": 0,
  "outsideRth": true,
  "tradingDayDuration": 1440,
  "volumeFactor": 1,
  "priceDisplayRule": 1,
  "priceDisplayValue": "2",
  "chartPanStartTime": "20230821-13:30:00",
  "direction": -1,
  "negativeCapable": false,
  "messageVersion": 2,
  "data": [
    {
      "o": 173.4,
      "c": 174.7,
      "h": 175.1,
      "l": 171.7,
      "v": 472117.45,
      "t": 16923456000
    }
  ],
  "points": 0,
  "travelTime": 48
}

500 System Error

error: String.

{
  'error': 'description'
}

429 Too many requests

error: String.

{
  'error': 'description'
}