Unavailable Historical Data
- 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
- 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.