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Solicited Messages

Historical Data

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Subscribe to Historical Data

Request streaming historical bar data for a contract. Only a maximum of 5 concurrent historical data requests are available at a time. Historical data will respond once with the requested data; the subscription must still be cancelled after data is received.

Request

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

Properties

smh
const

The leading topic message indicating a request to retrieve historical bar data.

conid
string

A single contract identifier. Contracts use SMART routing by default. To specify an exchange, use the format conId@EXCHANGE.

object
exchange
string

The exchange from which to request data.

period
string

Total duration for which bars will be requested.

{1-30}min, {1-8}h, {1-1000}d, {1-792}w, {1-182}m, {1-15}y

bar
string

Interval of time for each bar.

1min, 2min, 3min, 5min, 10min, 15min, 30min, 1h, 2h, 3h, 4h, 8h, 1d, 1w, 1m

outsideRth
boolean

Set to true to include data outside regular trading hours. Defaults to false.

source
string

The type of market data to return.

"midpoint", "trades", "bid_ask", "bid", "ask"

format
string

The format in which bar values are returned.

%o (open), %c (close), %h (high), %l (low), %v (volume)

smh+265598+{"exchange":"SMART","period":"1d","bar":"1h","outsideRth":false,"source":"trades","format":"%o/%c/%h/%l"}

Response

Properties

serverId
stringRequired

Request identifier for the specific historical data request. Used when cancelling the subscription.

symbol
string

Symbol for the requested contract.

text
string

Company long name.

priceFactor
integer

Price multiplier based on $0.01.

startTime
string

Starting time of the response in epoch format.

high
string

Highest high value, volume value, or outside RTH volume for the period.

low
string

Lowest low value, volume value, or outside RTH volume for the period.

timePeriod
string

Period covered by the request.

barLength
integer

Length of the bar response string.

mdAvailability
string

Internal IBKR message indicating market data availability.

mktDataDelay
integer

Indicates any delay in the market data feed.

outsideRth
boolean

Indicates whether the data contains information outside regular trading hours.

volumeFactor
integer

Indicates whether volume is returned as lots, multipliers, or as-is.

priceDisplayRule
integer

Internal IBKR message.

priceDisplayValue
string

Internal IBKR message.

negativeCapable
boolean

Indicates whether the contract supports negative values.

messageVersion
integer

Internal IBKR message version.

data
array

Array of bar objects within the requested period.

object
o
number

Opening value for the bar’s duration.

c
number

Closing value for the bar’s duration.

h
number

Highest value for the bar’s duration.

l
number

Lowest value for the bar’s duration.

v
integer

Total volume for the bar.

t
integer

Epoch time of the bar.

points
integer

Total number of bars returned within data.

topic
stringRequired

Restates the requesting topic.

{"serverId":"smh265598","symbol":"AAPL","text":"APPLE INC","priceFactor":100,"startTime":"1699797600","high":"185.00/1250000/0","low":"180.00/800000/0","timePeriod":"1d","barLength":3600,"mdAvailability":"S","mktDataDelay":0,"outsideRth":false,"volumeFactor":1,"priceDisplayRule":0,"priceDisplayValue":"2","negativeCapable":false,"messageVersion":2,"data":[{"o":182.0,"c":183.5,"h":184.2,"l":181.5,"v":95000,"t":1699801200},{"o":183.5,"c":182.8,"h":185.0,"l":182.0,"v":110000,"t":1699804800}],"points":2,"topic":"smh+265598"}

Unsubscribe from Historical Data

umh+{{serverId}}

Request to cancel a historical data subscription using the serverId returned in the initial response. Cancelling frees one of the five available concurrent subscriptions.

Request

Properties

umh
const

Unsubscribes the user from historical bar data for the given server identifier.

serverId
stringRequired

The serverId value returned in the initial smh response.

umh+smh265598

Response Example

Unsubscribing from historical data does not deliver any acknowledgement. There will be an end to the historical data stream for the given serverId, and one of the five concurrent subscriptions will become available again.