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Market Data

Market Data History

Get historical market Data for given conid, length of data is controlled by 'period' and 'bar'. Formatted as: min=minute, h=hour, d=day, w=week, m=month, y=year e.g. period =1y with bar =1w returns 52 data points (Max of 1000 data points supported). Note: There's a limit of 5 concurrent requests. Excessive requests will return a 'Too many requests' status 429 response.

get/iserver/marketdata/history

Query parameters

conidstring required

contract id

exchangestring

Exchange of the conid (e.g. ISLAND, NYSE, etc.). Default value is empty which corresponds to primary exchange of the conid.

periodstring required

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

barstring

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

outsideRthboolean

For contracts that support it, will determine if historical data includes outside of regular trading hours.

Response

Returns an object

symbolstring

Underlying symbol

textstring

companyName

priceFactorinteger

priceFactor is price increment obtained from display rule

startTimestring

start date time in the format YYYYMMDD-HH:mm:ss

highstring

High value 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)) and %t is minutes from start time of the chart

lowstring

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)) and %t is minutes from start time of the chart

timePeriodstring

The duration for the historical data request

barLengthinteger

The number of seconds in a bar

mdAvailabilitystring

Market Data Availability. The field may contain two chars. The first char is the primary code: S = Streaming, R = Realtime, D = Delayed, Z = Frozen, Y = Frozen Delayed. The second char is the secondary code: P = Snapshot Available, p = Consolidated.

mktDataDelayinteger

The time it takes, in milliseconds, to process the historical data request

outsideRthboolean

The historical data returned includes outside of regular trading hours

tradingDayDurationinteger

The number of seconds in the trading day

volumeFactorinteger
priceDisplayRuleinteger
priceDisplayValuestring
negativeCapableboolean
messageVersioninteger
pointsinteger

total number of points

travelTimeinteger

Example response

{
  "priceFactor": 100
}

Changes

No recorded changes to this endpoint across all 1 revision of this API.