potential missing history

[mhyatt000]

Thanks for all your hard work- the library is amazing!

Not sure where to ask this question since it might be a limitation of the REST API, but I thought there might be some answers / similar experience from ibind users.

I've noticed that some of the historical options data does not go back as far as I'd expect. For example, I search for the calls with ITM/ATM strikes (2027 JAN LEAPS) and do not get data from before 2024 december 03.

I use history = self.client.marketdata_history_by_conids(...)
corresponding to the return self.get('iserver/marketdata/history', params) API call.

This is true for all the symbols not just google, but here is example after post processing

2024-12-03  GOOGL     C   135.0  56.00 2026-12-18     0.0
2024-12-04  GOOGL     C   135.0  56.00 2026-12-18     0.0
2024-12-05  GOOGL     C   135.0  56.00 2026-12-18     0.0
2024-12-06  GOOGL     C   135.0  56.00 2026-12-18     0.0
...
2025-02-03  GOOGL     C   135.0  81.69 2026-12-18     4.0
2025-02-04  GOOGL     C   135.0  83.39 2026-12-18     0.0
2025-02-05  GOOGL     C   135.0  85.50 2026-12-18     0.0

for SPX 2029 C ATM I cannot see history before dec 10 this year

2024-12-10    SPX     C  6100.0  1467.6 2029-12-20     0.0
...
2025-02-03    SPX     C  6100.0  1491.3 2029-12-20     0.0

I thought there ought to be API history from much earlier for these and even owned some of positions before december. Any thoughts would be much appreciated.

[Voyz]

hey @mhyatt000 thanks for the detailed issue and for your kind words!

As for the question - I think this is something you should discuss with IBKR support. They're pretty responsive if you drop them a message through the Web Portal.

I can share that I also saw some stock contracts returning shorter amount of historical data than available elsewhere. I understand that different data vendors provide different availability, although your case seems to be particularly short so I'd definitely bring this up with IBKR. If you do, let us know what they say 👍

[Lamassucoding]

just curious, where are we with this issue?
I'm facing same issue, where I request data for the past 5 days 1 minute and get back less than 2 days back

history = client.marketdata_history_by_symbols('AAPL', period='5d', bar='1min', outside_rth=True)

0 240.57 240.71 240.42 240.48 1159.14 2025-02-26 15:51:00
1 240.48 240.56 240.37 240.51 643.55 2025-02-26 15:52:00
2 240.52 240.63 240.30 240.38 752.17 2025-02-26 15:53:00
3 240.39 240.81 240.29 240.48 1699.07 2025-02-26 15:54:00
4 240.49 240.69 240.38 240.41 1312.36 2025-02-26 15:55:00
.. ... ... ... ... ... ...
995 237.19 237.22 237.13 237.22 5.21 2025-02-27 16:26:00
996 237.23 237.43 237.23 237.43 4.89 2025-02-27 16:27:00
997 237.43 237.43 237.43 237.43 0.00 2025-02-27 16:28:00
998 237.25 237.25 237.06 237.06 13.83 2025-02-27 16:29:00
999 237.06 237.06 237.06 237.06 0.00 2025-02-27 16:30:00

anyone see this issue?
my guess it doesn't return more than 999 candle at a time.....Am I right?
thx

[salsasepp]

anyone see this issue? my guess it doesn't return more than 999 candle at a time.....Am I right? thx

You may be correct.

This /iserver/marketdata/history only provides up to 1000 data points.

At least that is what the Web API 1.0 docs states, not sure the same applies for the newer Web API. See https://www.interactivebrokers.com/campus/ibkr-api-page/cpapi-v1/#hist-md