Historical Market Data – reqHeadTimeStamp() Function

Articles From: Interactive Brokers
Website: Interactive Brokers

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The function reqHeadTimeStamp() helps quant traders interested in backtesting to find the earliest available data point for a given instrument. Data points vary depending on the security and asset. Here is an example of how to request it in Python:

Historical Market Data - reqHeadTimeStamp() Function
Sample code in Python

The request can be cancelled via the IBApi.EClient.cancelHeadTimestamp function.

Visit our GitHub Guide to get the sample code in C#, Java, VB, and C++. https://interactivebrokers.github.io/tws-api/head_timestamp.html

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Disclosure: Interactive Brokers

The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

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