Finding Earliest Data Point

Earliest Available Data

To find the earliest available data point for a given instrument and data type a function is in the API starting in v973.02 and v963 of TWS/IBG, IBApi::EClient::reqHeadTimestamp

•             client.reqHeadTimestamp(14001, ContractSamples.USStock(), "TRADES", 1, 1);

•         client.reqHeadTimestamp(4003, ContractSamples.USStock(), "TRADES", 1, 1);

•         client.reqHeadTimestamp(14001, ContractSamples.USStock(), "TRADES", 1, 1)

•     m_pClient->reqHeadTimestamp(14001, ContractSamples::EurGbpFx(), "MIDPOINT", 1, 1);

•         self.reqHeadTimeStamp(4101, ContractSamples.USStockAtSmart(), "TRADES", 0, 1)

The resulting head timestamp is returned to the function IBApi.EWrapper.headTimestamp

•     public class EWrapperImpl : EWrapper 
      {

  ...

          public void headTimestamp(int reqId, string headTimestamp)
          {
              Console.WriteLine("Head time stamp. Request Id: {0}, Head time stamp: {1}", reqId, headTimestamp);
          }

• public class EWrapperImpl implements EWrapper {

  ...

      @Override
      public void headTimestamp(int reqId, String headTimestamp) {
          System.out.println(EWrapperMsgGenerator.headTimestamp(reqId, headTimestamp));
      }

•     Public Class EWrapperImpl
          Implements EWrapper

  ...

          Public Sub headTimestamp(requestId As Integer, timeStamp As String) Implements IBApi.EWrapper.headTimestamp
              Console.WriteLine("Head time stamp. Request Id: {0}, Head time stamp: {1}", requestId, timeStamp)
          End Sub

• class TestCppClient : public EWrapper
  {

  ...

  void TestCppClient::headTimestamp(int reqId, const std::string& headTimestamp) {
      printf( "Head time stamp. ReqId: %d - Head time stamp: %s,\n", reqId, headTimestamp.c_str());
  
  }

• class TestWrapper(wrapper.EWrapper):

  ...

      def headTimestamp(self, reqId:int, headTimestamp:str):
          print("HeadTimestamp. ReqId:", reqId, "HeadTimeStamp:", headTimestamp)

A reqHeadTimeStamp request can be cancelled with IBApi.EClient.cancelHeadTimestamp

•             client.cancelHeadTimestamp(14001);

•         client.cancelHeadTimestamp(4003);

•         client.cancelHeadTimestamp(14001)

•     m_pClient->cancelHeadTimestamp(14001);

•         self.cancelHeadTimeStamp(4101)