Joined: Aug 5, 2016
Posted: Aug 5, 2016 02:48 AM
Msg. 1 of 2
Is there any API option to get the date of the oldest historical data available for an instrument ? Tick data
is always 180 days ago, but how is it possible to find out for second, minute, hour and daily ? Using
BeginDateTime and EndDateTime with very old year date doesn't work and requires looping through all years,
then all months and weeks, etc'. Is there a specific option ?
The API is the COM, not the TCPIP.
Joined: Nov 21, 2005
Posted: Aug 5, 2016 08:24 AM
Msg. 2 of 2
There is nothing in the API to retrieve this.
Any interval that is not a multiple of 60s (1min) will be limited to the same 180days that tick data is limited.
1min interval data goes back to mid 2007 for all but a couple symbols that were backfilled to 2005. We do not delete minute data so this date should never change.