Unless something changed recently historical o/h/l/c data is
available at 10, 5 and 1 sec bars.
On 11/22/2020 1:52 PM, Mikhail Ershov
wrote:
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I haven't tried that in practice, but looking at limitations with historical data I can suppose you can't get market depths in a historical manner.
The maximum granularity you can get is 30-sec bars (open, high, low and close prices. may be with volume).
IB have a small possibility to suscribe on, receive and store
tick-by-tick data,
but it's not the main purpose of that api.
