fetch_historical_data

fetch_historical_data(contract, endDateTime='', durationStr='1 D', barSizeSetting='1 hour', whatToShow='Trades', useRTH=True, host='127.0.0.1', port=7497, client_id=9999, timeout=3)

Fetch historical data for a tradable asset

Creates a temporary IBKR client socket at the specified host, port, and client_id, then makes a query for the historical data specified by the input parameters, receives the response, closes the socket, formats the response, and returns the result.

If timeout number of seconds elapse before receiving historical data, then fetch_historical_data returns None.

Parameters

Name	Type	Description	Default
contract	Contract	The Contract object for which you want data	required
endDateTime		Ending datetime string formatted as “YYYYMMDD HH:mm:ss TMZ” specifying the end of the time period for which you want historical data. Leave it as the default “” to get historical data up to the current present moment.	''
durationStr		A Duration String that specifies how far back in time you want to fetch data.	'1 D'
barSizeSetting		A Bar Size that specifies how fine-grained you want your historical data to be (daily, weekly, every 30 seconds, etc).	'1 hour'
whatToShow		You may select from any of the Historical Data Types but for most cases you’ll probably be happy with one of “BID_ASK”, “MIDPOINT”, or “TRADES”.	'Trades'
useRTH		“Use Regular Trading Hours”. Set to False if you want the historical data to include after-hours/pre-market trading	True
host		Address of a running IBKR client (such as TWS or IBG) that has been configured to accept API connections	'127.0.0.1'
port		Port of a running IBKR client	7497
client_id		Client ID you want to use for the request. If you are connecting to a system that is used by multiple users, then you may wish to set aside an ID for this purpose; if you’re the only one using the account then you probably don’t have to worry about it – just use the default.	9999
timeout		Time in seconds to wait for a response.	3

Examples

import shinybroker as sb


historical_data = sb.fetch_historical_data(
    contract=sb.Contract({
        'symbol': "AAPL",
        'secType': "STK",
        'exchange': "SMART",
        'currency': "USD"
    })
)
print(historical_data)


# historical Bid/Ask for a Google Call
historical_data_google_bid_ask = sb.fetch_historical_data(
    contract=sb.Contract({
        'symbol': 'GOOG',
        'secType': 'OPT',
        'exchange': 'SMART',
        'currency': 'USD',
        'lastTradeDateOrContractMonth': '20261218',
        'strike': 160,
        'right': 'C',
        'multiplier': '100'
    }),
    durationStr='1 W',
    barSizeSetting='1 day',
    whatToShow='BID_ASK'
)
print(historical_data_google_bid_ask)


#### Try an example with a bad barSizeSetting
#### fetch_historical_data prints an informative error message and returns None
historical_data_bad_barsize = sb.fetch_historical_data(
    contract=sb.Contract({
        'symbol': "AAPL",
        'secType': "STK",
        'exchange': "SMART",
        'currency': "USD"
    }),
    barSizeSetting="1 hrs"
)
print(historical_data_bad_barsize)