Historical Market Data Request

For streaming historical data, the topic smh+Id is used. There are also optional parameters available in JSON format. If no parameters are specified, the empty parameters array {} can be passed. Incorrectly specified parameters are ignored and the default (empty) response is returned.

NOTE: Only a max of 5 concurrent historical data request available at a time.

NOTE: Historical data will only respond once, though customers will still need to unsubscribe from the endpoint.

Historical Data Request

Topic:

smh
Subscribes the user to historical bar data.
Streaming, top-of-the-book, level one, historical data is available for all instruments using Client Portal API’s websocket endpoint.

Topic Target:

conids: Required.
Must pass a single contract identifier.
Contracts requested use SMART routing by default. To specify the exchange, the contract identifier should be modified to: conId@EXCHANGE, where EXCHANGE is the requested data source.

Arguments:

exchange: String.
Requested exchange to receive data.

period: String.
Total duration for which bars will be requested.

bar: String.
Interval of time to receive data.

outsideRth: Bool.
Determines if you want data outside regular trading hours (true) or only during market hours (false).

source: String.
The value determining what type of data to show.

format: String.
The format in which bars are returned.

smh+conid+{
    "exchange":"exchange",
    "period":"period",
    "bar":"bar",
    "outsideRth":outsideRth,
    "source":"source",
    "format":"format"
}

Historical Data Response

serverId: String.
Request identifier for the specific historical data request. Used for cancelling the data stream.

symbol: String.
Returns the symbol for the requested conid.

text: String.
Company long name.

priceFactor: int.
Price mutlipler (based on $0.01)

startTime: String.
Returns the starting time (in epoch time) of the response.

high: String.
Returns the highest “high value/Volume value/Outside RTH volume” of the period.

low: String.
Returns the lowest “Low value/Volume value/Outside RTH volume” of the period.

timePeriod: String.
Returns the period covered by the request.

barLength: int.
Returns the string length of the bar response.

mdAvailability: String.
Internal IBKR message.

mktDataDelay: int.
Returns if there is any delay in the market data.

outsideRth: Bool.
Returns if the data contains information outside regular trading hours.

volumeFactor: int.
Determines if the volume is returned as lots, multipliers, or as-is.

priceDisplayRule: int.
Internal IBKR message.

priceDisplayValue: String.
Internal IBKR message.

negativeCapable: Bool.
Returns contract rule whether the contract supports negative values or not.

messageVersion: int.
Internal IBKR message.

data: Array of Objects.
Returns all bars related that fall within the period.

o: float.
Opening value for the bar’s duration.

c: float.
Closing value for the bar’s duration.

l: float.
Lowest value for the bar’s duration.

h: float.
Highest value for the bar’s duration.

v: int.
Total volume of the bar.

t: int.
Epoch time of the bar return.

points: int.
Displays the total number of bars returned within ‘data’.

topic: String.
Represents the request sent.

{
    "serverId": "serverId",
    "symbol": "symbol",
    "text": "text",
    "priceFactor": priceFactor,
    "startTime": "startTime",
    "high": "high",
    "low": "low",
    "timePeriod": "timePeriod",
    "barLength": barLength,
    "mdAvailability": "mdAvailability",
    "mktDataDelay": mktDataDelay,
    "outsideRth": outsideRth,
    "volumeFactor": volumeFactor,
    "priceDisplayRule": priceDisplayRule,
    "priceDisplayValue": "priceDisplayValue",
    "negativeCapable": negativeCapable,
    "messageVersion": messageVersion,
    "data": [data],
    "points": points, 
    "topic": "topic",
}

The historical market data request takes the following parameters: