req_historical_data

req_historical_data(
    reqId,
    contract,
    endDateTime='',
    durationStr='1 D',
    barSizeSetting='1 hour',
    whatToShow='Trades',
    useRTH=True,
    formatDate=1,
    keepUpToDate=False,
)

Create a request for the historical data of a financial instrument

Parameters

Name	Type	Description	Default
reqId	int	Numeric identifier of the request	required
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`
formatDate		Numeric code from the Format Date Received table that specifies how you want your dates formatted in the data.	`1`
keepUpToDate		Set to `True` if you want to keep receiving new bar data as it becomes available. For a `barSizeSetting` of `5 min`, that would mean you receive new data every 5 minutes.	`False`

Examples

import shinybroker as sb
# create a request for historical TRADES of AAPL for the last 30 days,
#   starting today. Report the data on a daily basis, regular trading
#   hours only, and format it as "string time zone date". Make it a one-time
#   query; don't keep it up-to-date.
req_historical_data_msg = sb.req_historical_data(
    reqId=1,
    contract = Contract({
        'symbol': "AAPL",
        'secType': "STK",
        'exchange': "SMART",
        'currency': "USD"
    }),
    durationStr='30 D',
    barSizeSetting='1 day'
)
print(req_historical_data_msg)