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)