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reqContractDetails for past dates

 

I have historical trading data from past years (received with reqHistoricalData) for a specific contract.
I need to know the trading hours / liquid hours for this contract for each day in this historical period.
?
The reqContractDetails only returns trading hours for the upcoming few days, but I need it for past periods.
Is there any way to get this information?
 

Take a look at whatToShow "SCHEDULE" for . You will receive HistoricalSession objects via the callback.
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On Sun, Apr 13, 2025 at 08:49 AM, <yonatand80@...> wrote:

I have historical trading data from past years (received with reqHistoricalData) for a specific contract.
I need to know the trading hours / liquid hours for this contract for each day in this historical period.
?
The reqContractDetails only returns trading hours for the upcoming few days, but I need it for past periods.
Is there any way to get this information?
 

Thanks! That is close to what I'm looking for.
However it seems that only the trading hours are returned but not liquid hours (market).
For example, this is a sample of the returned data, whereas I'm looking to also get something like the 9:30-16:00 time range.
Am I missing anything?

?[
? ? ? ? {
? ? ? ? ? ? "startDateTime": "20230131-04:00:00",
? ? ? ? ? ? "endDateTime": "20230131-20:00:00",
? ? ? ? ? ? "refDate": "20230131"
? ? ? ? },
? ? ? ? {
? ? ? ? ? ? "startDateTime": "20230201-04:00:00",
? ? ? ? ? ? "endDateTime": "20230201-20:00:00",
? ? ? ? ? ? "refDate": "20230201"
? ? ? ? },
? ? ? ? .....
]

On Sun, Apr 13, 2025 at 5:42?PM ´³¨¹°ù²µ±ð²Ô Reinold via <TwsApiOnGroupsIo=[email protected]> wrote:

Take a look at whatToShow "SCHEDULE" for . You will receive HistoricalSession objects via the callback.
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´³¨¹°ù²µ±ð²Ô
?
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On Sun, Apr 13, 2025 at 08:49 AM, <yonatand80@...> wrote:
I have historical trading data from past years (received with reqHistoricalData) for a specific contract.
I need to know the trading hours / liquid hours for this contract for each day in this historical period.
?
The reqContractDetails only returns trading hours for the upcoming few days, but I need it for past periods.
Is there any way to get this information?
 

You get what you ask for based upon the useRTH parameter in your request.

´³¨¹°ù²µ±ð²Ô

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On Mon, Apr 14, 2025 at 08:10 AM, Yonatan Doron wrote:

Thanks! That is close to what I'm looking for.
However it seems that only the trading hours are returned but not liquid hours (market).
For example, this is a sample of the returned data, whereas I'm looking to also get something like the 9:30-16:00 time range.
Am I missing anything?
?

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