API historical data with less decimals than seen in chart for EUR.USD

#50680

Gents,

I am comparing the historical data response received through an API request with data shown on TWS chart, and notice that the API data has less decimals than the data shown on the chart.
For example, below is an line from the API response (the request was for 5 second bars):

2023-02-06 21:30:56,029 INFO? - IB -> HistoricalData -> requestId=[65], time=[20230206? 14:30:00], open=[1.07355], high=[1.07355], low=[1.0735], close=[1.0735], volume=[-1], wap=[-1.0], count=[-1], hasGaps=[false]

On the chart on the other hand I see high=1.07353, low=1.07349, close=1.07349

It seems that the API response is rounding the values to 0.00005 which is also the minTick published in the contract details.

Is there a way to get the exact same values as displayed on the chart? Why is the API rounding the values?

#50681

Just to complete what I wrote above: real time bars don't have this issue, ie I can see prices like?1.07252 which is not rounded to 0.00005
But historical data is always rounded.

#50682

Are you sure your TWS chart shows "last trade prices" and not something like mid-point data? The average of 1.07350 and 1.07355, rounded to five digits, would show up as 1.07353. You can check under Edit -> Chart Parameters for your chart window.

If the instrument's mintick is 0.00005, historical data bars should never show values ending in 3 or 9. You should always get prices that are integer multiples of mintick.

Exactly which real-time feed gives you prices ending in 2? Some of the real-time data feeds and related historical data requests (such as TickByTick LastAll and RtVolume) may get funny prices but those records would generally be tagged as "unreportable" or have some kind of special designation that relate to institutional trade or special situations.

闯ü谤驳别苍

#50683

Thank you for your reply.
For FX the chart parameters only allow to select for "What to Show" between Midpoint, Bid/Ask, and Historical Volatility, and I am using Midpoint.
Similarly when I execute the historical data request via the API, the WhatToShow field is set to Midpoint, but the high/low/close prices are rounded.
Finally, when I request real time bars via the API, WhatToShow is also set to Midpoint, but the high/low/close prices are not rounded.

#50684

We do very little with Forex so my comment probably relates more to instruments with type FUT, STK, and ETF. And upon looking at our data records (EUR.USD, for example) you are correct that we do not get any "last trade" data but just "ask/bid" and "mid point".

I stumbled upon a couple things that may help. Take a look at the section of the .They mention that TWS/IBGW can be configured to allow Forex 1/10 pip prices (five digit prices ending in 0 to 9) instead of the default 1/2 pip (ending in 0 or 5 only)

There are configurations (at least for TWS) where 1/2 or 1/10 pips can be selected separately for market data display and trading. But it could very well be that historical data bars always come in 1/2 pips.

闯ü谤驳别苍

#50685

Quick update. (e.g. historical TickByTick data requested via ) seem to have 1/10 pips FOREX prices for BidAsk and Midpoint. In other words, prices with five decimal digits end in all digits from 0 through 9.

Below examples for EUR.USD:

{
??? "tsInS" : 1652079985,
??? "bPrice" : 1.05083,
??? "bSize" : 1500000,
??? "aPrice" : 1.05084,
??? "aSize" : 1000000,
??? "type" : "BidAsk"
}

and

{
??? "tsInS" : 1671179985,
??? "mPrice" : 1.06442,
??? "type" : "MidPoint"
}

And there is the occasional "MidPoint" with six decimal digits. The last digit is always 5, though, since those MidPoints are averages of two five digit numbers ending in 1 through 9.

{
??? "tsInS" : 1671169672,
??? "mPrice" : 1.064355,
??? "type" : "MidPoint"
}

But this does not help you with 5sec bars, unless you want to assemble them from historical TickByTicks yourself.

闯ü谤驳别苍

#50806

i first encountered this issue in june 2022. in my case it's eur.usd 5s realtime bars. prices are rounded to 0.00005 increments. around that time i also reported it for the first time to ib support. currency pairs that have only 3 decimals (like usd.jpy) don't suffer with this issue. tick data of eur.usd have precision 0.00001 so that is fine. iirc i didn't check historical bars. anyway, wrt the report to ib, few months back i reported it again, there were some contradicting information from ib about whether it's a bug or a feature (?), but last week i got an info from an ib support rep that the issue has been passed to the correct team now. that's the latest info i have so far.

#50810

i just found out that i used reqHistoricalData() even for the realtime bars (keepUpToDate = true) instead of?reqRealTimeBars() so reqHistoricalData() is broken even for realtime data but reqRealTimeBars() probably is not. i will try to test that when the markets are open. if so, i'll update my issue report to interactive brokers.

#50900

Hi!

I also stumbled upon this one when upgrading the TWS/Gateway version. Have found out that the rounding doesn't happen on TWS/Gateway 10.12.2p but I get it on 10.19 and 10.21. I don't have access to the versions in between so I haven't figured out exactly when this bug/feature was introduced. It's really annoying and totally destroys some of my strategies.

#50901

the last info i have is about a week old and they said they're still working on it...

#50998

Hi!

Any news about his one? This totally ruins my strategies :(?

Is there any way to reach out to IB or report it?

#50999

the last info i got is about a week old and it said there is no significant progress so far.

#51004

the first time i reported this issue was june 2022, so i would not bet a quick fix will come. since i reported it the second time, it already took several months without any visible results. i ended up in requesting historical tick data and building the bars from the ticks myself. even though they claim they have some restrictions on the tick data requests, i can get 9-10 hours of eur.usd ticks within few mins when i fetch the data in the morning from the last night. i store the ticks in database with info what ranges i have already received to not request the same data twice. and i store the real-time ticks too so that i don't have to request those again either.

#51683

yesterday i accidentally ran test code related to this issue and i found out that the issue is fixed. i think i did the test a week or so back and the issue was still there.

here is the output from my log. the messages are sorted by the message type rather than by the arrival time to make it more readable.

# i use v178, but i doubt that is really related, just keeping it here for transparency, other initialization messages omitted

INFO: Sending message: V100API_HEADER[2023-09-13 05:32:58.384]: API-----v178

INFO: Received message: SERVER_VERSION[2023-09-13 05:32:58.389]: ---178-20230913 07:32:57 CET-

INFO: Sending message: START_API[2023-09-13 05:32:58.390]: ----71-2-1111--

# here is a request for 5s midpoint realtime bars, there are values even with 6 decimal places, so half a tick (that is exactly what it should be for midpoint data)

INFO: Sending message: REQUEST_REALTIME_BARS[2023-09-13 05:32:58.439]: ---350-3-1--EUR-CASH-----IDEALPRO--USD---5-MIDPOINT-0--

INFO: Received message: REAL_TIME_BARS[2023-09-13 05:32:58.778]: --->50-3-1-1694583170-1.074625-1.074645-1.074625-1.07464--1--1--1-

INFO: Received message: REAL_TIME_BARS[2023-09-13 05:33:01.022]: --->50-3-1-1694583175-1.07464-1.074645-1.074625-1.074625--1--1--1-

INFO: Received message: REAL_TIME_BARS[2023-09-13 05:33:06.020]: --->50-3-1-1694583180-1.074625-1.074645-1.074625-1.07464--1--1--1-

# here is a request for 5s midpoint historical bars with keep-up-to-date turned on, there are again even half a tick values

INFO: Sending message: REQUEST_HISTORICAL_DATA[2023-09-13 05:32:58.439]: ---B20-1--EUR-CASH-----IDEALPRO--USD---0--5 secs-50 S-0-MIDPOINT-2-1--

INFO: Received message: HISTORICAL_DATA[2023-09-13 05:32:58.616]: --U17-1-20230913-05:32:07-20230913-05:32:57-10-1694583120-1.074685-1.074715-1.074675-1.074715--1--1--1-1694583125-1.074715-1.074715-1.07467-1.074675--1--1--1-1694583130-1.074675-1.074675-1.074625-1.074625--1--1--1-1694583135-1.074625-1.074655-1.074625-1.074625--1--1--1-1694583140-1.074625-1.074655-1.074625-1.074645--1--1--1-1694583145-1.074645-1.07465-1.074625-1.07463--1--1--1-1694583150-1.07463-1.074645-1.07463-1.074635--1--1--1-1694583155-1.074635-1.074655-1.074635-1.074635--1--1--1-1694583160-1.074635-1.074645-1.074625-1.07464--1--1--1-1694583165-1.07464-1.074645-1.074625-1.074625--1--1--1-

INFO: Received message: HISTORICAL_DATA_UPDATE[2023-09-13 05:32:58.779]: ---<90-1--1-1694583170-1.074625-1.07464-1.074645-1.074625--1--1-

INFO: Received message: HISTORICAL_DATA_UPDATE[2023-09-13 05:33:01.023]: ---<90-1--1-1694583175-1.07464-1.074625-1.074645-1.074625--1--1-

INFO: Received message: HISTORICAL_DATA_UPDATE[2023-09-13 05:33:01.551]: ---=90-1--1-1694583180-1.074625-1.074625-1.074625-1.074625--1--1-

INFO: Received message: HISTORICAL_DATA_UPDATE[2023-09-13 05:33:06.020]: ---<90-1--1-1694583180-1.074625-1.07464-1.074645-1.074625--1--1-

# here is a request for 15m ask historical data, the values are with tick resolution (that is what it should be for bid/ask values)

INFO: Sending message: REQUEST_HISTORICAL_DATA[2023-09-13 05:32:58.440]: ---R20-2--EUR-CASH-----IDEALPRO--USD---0-20230913-05:32:58-15 mins-54000 S-0-ASK-2-0--

INFO: Received message: HISTORICAL_DATA[2023-09-13 05:32:58.656]: --?17-2-20230912-14:32:58-20230913-05:32:58-61-1694528100-1.07139-1.07154-1.07109-1.07135--1--1--1-1694529000-1.07135-1.07169-1.07105-1.07168--1--1--1-1694529900-1.07168-1.07178-1.07117-1.07139--1--1--1-1694530800-1.07139-1.07238-1.07138-1.07207--1--1--1-1694531700-1.07207-1.07304-1.07205-1.07299--1--1--1-1694532600-1.07299-1.07302-1.07252-1.07253--1--1--1-1694533500-1.07253-1.07286-1.07247-1.07256--1--1--1-1694534400-1.07256-1.07349-1.07256-1.07343--1--1--1-1694535300-1.07343-1.07377-1.07327-1.07328--1--1--1-1694536200-1.07328-1.07328-1.07235-1.07251--1--1--1-1694537100-1.07251-1.07258-1.07217-1.07234--1--1--1-1694538000-1.07234-1.07277-1.07233-1.07274--1--1--1-1694538900-1.07274-1.07343-1.07273-1.07326--1--1--1-1694539800-1.07326-1.07335-1.07294-1.07295--1--1--1-1694540700-1.07295-1.07337-1.07259-1.07262--1--1--1-1694541600-1.07262-1.07298-1.07247-1.07270--1--1--1-1694542500-1.07270-1.07340-1.07269-1.07335--1--1--1-1694543400-1.07335-1.07345-1.07314-1.07335--1--1--1-1694544300-1.07335-1.07340-1.07303-1.07324--1--1--1-1694545200-1.07324-1.07340-1.07311-1.07321--1--1--1-1694546100-1.07321-1.07323-1.07309-1.07310--1--1--1-1694547000-1.07310-1.07317-1.07277-1.07280--1--1--1-1694547900-1.07280-1.07301-1.07277-1.07283--1--1--1-1694548800-1.07283-1.07293-1.07278-1.07285--1--1--1-1694549700-1.07285-1.07419-1.07279-1.07414--1--1--1-1694550600-1.07414-1.07516-1.07412-1.07499--1--1--1-1694551500-1.07499-1.07652-1.07494-1.07545--1--1--1-1694553300-1.07581-1.07599-1.07537-1.07554--1--1--1-1694554200-1.07554-1.07607-1.07551-1.07602--1--1--1-1694555100-1.07602-1.07640-1.07587-1.07599--1--1--1-1694556000-1.07599-1.07611-1.07560-1.07566--1--1--1-1694556900-1.07566-1.07569-1.07548-1.07549--1--1--1-1694557800-1.07549-1.07568-1.07548-1.07559--1--1--1-1694558700-1.07559-1.07567-1.07558-1.07563--1--1--1-1694559600-1.07563-1.07572-1.07549-1.07561--1--1--1-1694560500-1.07561-1.07581-1.07561-1.07564--1--1--1-1694561400-1.07564-1.07570-1.07539-1.07549--1--1--1-1694562300-1.07549-1.07569-1.07528-1.07533--1--1--1-1694563200-1.07533-1.07643-1.07532-1.07614--1--1--1-1694564100-1.07615-1.07623-1.07570-1.07577--1--1--1-1694565000-1.07577-1.07624-1.07577-1.07614--1--1--1-1694565900-1.07614-1.07631-1.07588-1.07595--1--1--1-1694566800-1.07595-1.07618-1.07578-1.07614--1--1--1-1694567700-1.07614-1.07651-1.07597-1.07610--1--1--1-1694568600-1.07610-1.07615-1.07565-1.07566--1--1--1-1694569500-1.07566-1.07585-1.07558-1.07578--1--1--1-1694570400-1.07578-1.07601-1.07506-1.07514--1--1--1-1694571300-1.07514-1.07539-1.07483-1.07504--1--1--1-1694572200-1.07504-1.07507-1.07456-1.07464--1--1--1-1694573100-1.07464-1.07488-1.07452-1.07468--1--1--1-1694574000-1.07468-1.07490-1.07459-1.07489--1--1--1-1694574900-1.07489-1.07489-1.07445-1.07465--1--1--1-1694575800-1.07465-1.07503-1.07465-1.07479--1--1--1-1694576700-1.07479-1.07488-1.07468-1.07473--1--1--1-1694577600-1.07473-1.07480-1.07464-1.07468--1--1--1-1694578500-1.07468-1.07484-1.07463-1.07482--1--1--1-1694579400-1.07482-1.07502-1.07473-1.07501--1--1--1-1694580300-1.07501-1.07538-1.07499-1.07525--1--1--1-1694581200-1.07525-1.07548-1.07497-1.07504--1--1--1-1694582100-1.07504-1.07507-1.07462-1.07468--1--1--1-1694583000-1.07468-1.07472-1.07453-1.07465--1--1--1-

?

# here is a request for 15m bid historical data, the values are again with tick resolution

INFO: Sending message: REQUEST_HISTORICAL_DATA[2023-09-13 05:32:58.440]: ---R20-3--EUR-CASH-----IDEALPRO--USD---0-20230913-05:32:58-15 mins-54000 S-0-BID-2-0--

INFO: Received message: HISTORICAL_DATA[2023-09-13 05:32:58.726]: --?17-3-20230912-14:32:58-20230913-05:32:58-61-1694528100-1.07138-1.07153-1.07108-1.07134--1--1--1-1694529000-1.07134-1.07167-1.07104-1.07166--1--1--1-1694529900-1.07166-1.07176-1.07116-1.07138--1--1--1-1694530800-1.07138-1.07237-1.07137-1.07205--1--1--1-1694531700-1.07205-1.07302-1.07204-1.07298--1--1--1-1694532600-1.07298-1.07301-1.07251-1.07252--1--1--1-1694533500-1.07252-1.07284-1.07244-1.07255--1--1--1-1694534400-1.07255-1.07347-1.07255-1.07342--1--1--1-1694535300-1.07342-1.07375-1.07325-1.07325--1--1--1-1694536200-1.07325-1.07325-1.07234-1.07249--1--1--1-1694537100-1.07249-1.07255-1.07215-1.07232--1--1--1-1694538000-1.07232-1.07275-1.07232-1.07272--1--1--1-1694538900-1.07272-1.07340-1.07271-1.07322--1--1--1-1694539800-1.07322-1.07333-1.07292-1.07292--1--1--1-1694540700-1.07292-1.07335-1.07257-1.07260--1--1--1-1694541600-1.07260-1.07297-1.07245-1.07268--1--1--1-1694542500-1.07268-1.07339-1.07267-1.07334--1--1--1-1694543400-1.07334-1.07344-1.07313-1.07334--1--1--1-1694544300-1.07334-1.07338-1.07301-1.07322--1--1--1-1694545200-1.07322-1.07338-1.07310-1.07318--1--1--1-1694546100-1.07318-1.07321-1.07307-1.07309--1--1--1-1694547000-1.07309-1.07314-1.07275-1.07277--1--1--1-1694547900-1.07277-1.07300-1.07276-1.07281--1--1--1-1694548800-1.07281-1.07291-1.07276-1.07283--1--1--1-1694549700-1.07283-1.07417-1.07275-1.07413--1--1--1-1694550600-1.07413-1.07513-1.07410-1.07497--1--1--1-1694551500-1.07497-1.07649-1.07492-1.07534--1--1--1-1694553300-1.07514-1.07547-1.07514-1.07535--1--1--1-1694554200-1.07535-1.07592-1.07535-1.07588--1--1--1-1694555100-1.07588-1.07635-1.07581-1.07590--1--1--1-1694556000-1.07590-1.07607-1.07557-1.07562--1--1--1-1694556900-1.07562-1.07567-1.07544-1.07546--1--1--1-1694557800-1.07546-1.07566-1.07544-1.07556--1--1--1-1694558700-1.07556-1.07565-1.07555-1.07560--1--1--1-1694559600-1.07560-1.07569-1.07544-1.07558--1--1--1-1694560500-1.07558-1.07579-1.07558-1.07562--1--1--1-1694561400-1.07562-1.07567-1.07537-1.07546--1--1--1-1694562300-1.07546-1.07567-1.07525-1.07531--1--1--1-1694563200-1.07531-1.07642-1.07531-1.07613--1--1--1-1694564100-1.07613-1.07621-1.07568-1.07575--1--1--1-1694565000-1.07575-1.07623-1.07575-1.07612--1--1--1-1694565900-1.07612-1.07630-1.07586-1.07593--1--1--1-1694566800-1.07593-1.07616-1.07577-1.07612--1--1--1-1694567700-1.07612-1.07649-1.07596-1.07608--1--1--1-1694568600-1.07608-1.07614-1.07562-1.07564--1--1--1-1694569500-1.07564-1.07584-1.07556-1.07576--1--1--1-1694570400-1.07576-1.07599-1.07505-1.07513--1--1--1-1694571300-1.07513-1.07537-1.07483-1.07503--1--1--1-1694572200-1.07503-1.07505-1.07455-1.07463--1--1--1-1694573100-1.07463-1.07487-1.07451-1.07467--1--1--1-1694574000-1.07467-1.07489-1.07456-1.07488--1--1--1-1694574900-1.07488-1.07488-1.07444-1.07463--1--1--1-1694575800-1.07463-1.07502-1.07463-1.07477--1--1--1-1694576700-1.07477-1.07487-1.07467-1.07472--1--1--1-1694577600-1.07472-1.07478-1.07463-1.07467--1--1--1-1694578500-1.07467-1.07484-1.07462-1.07481--1--1--1-1694579400-1.07481-1.07500-1.07471-1.07499--1--1--1-1694580300-1.07499-1.07537-1.07497-1.07522--1--1--1-1694581200-1.07522-1.07546-1.07495-1.07503--1--1--1-1694582100-1.07503-1.07505-1.07461-1.07467--1--1--1-1694583000-1.07467-1.07471-1.07452-1.07463--1--1--1-

?

# here is a request for 15m bid-ask historical data, the values are again with tick resolution

INFO: Sending message: REQUEST_HISTORICAL_DATA[2023-09-13 05:32:58.440]: ---V20-4--EUR-CASH-----IDEALPRO--USD---0-20230913-05:32:58-15 mins-54000 S-0-BID_ASK-2-0--

INFO: Received message: HISTORICAL_DATA[2023-09-13 05:32:58.819]: --?17-4-20230912-14:32:58-20230913-05:32:58-61-1694528100-1.07129-1.07154-1.07108-1.07130--1--1--1-1694529000-1.07141-1.07169-1.07104-1.07143--1--1--1-1694529900-1.07150-1.07178-1.07116-1.07152--1--1--1-1694530800-1.07197-1.07238-1.07137-1.07199--1--1--1-1694531700-1.07260-1.07304-1.07204-1.07262--1--1--1-1694532600-1.07277-1.07302-1.07251-1.07278--1--1--1-1694533500-1.07264-1.07286-1.07244-1.07265--1--1--1-1694534400-1.07301-1.07349-1.07255-1.07303--1--1--1-1694535300-1.07349-1.07377-1.07325-1.07350--1--1--1-1694536200-1.07275-1.07328-1.07234-1.07277--1--1--1-1694537100-1.07240-1.07258-1.07215-1.07242--1--1--1-1694538000-1.07256-1.07277-1.07232-1.07258--1--1--1-1694538900-1.07306-1.07343-1.07271-1.07308--1--1--1-1694539800-1.07316-1.07335-1.07292-1.07318--1--1--1-1694540700-1.07300-1.07337-1.07257-1.07302--1--1--1-1694541600-1.07275-1.07298-1.07245-1.07277--1--1--1-1694542500-1.07296-1.07340-1.07267-1.07298--1--1--1-1694543400-1.07326-1.07345-1.07313-1.07329--1--1--1-1694544300-1.07323-1.07340-1.07301-1.07324--1--1--1-1694545200-1.07323-1.07340-1.07310-1.07325--1--1--1-1694546100-1.07312-1.07323-1.07307-1.07314--1--1--1-1694547000-1.07292-1.07317-1.07275-1.07294--1--1--1-1694547900-1.07287-1.07301-1.07276-1.07289--1--1--1-1694548800-1.07284-1.07293-1.07276-1.07286--1--1--1-1694549700-1.07344-1.07419-1.07275-1.07346--1--1--1-1694550600-1.07479-1.07516-1.07410-1.07481--1--1--1-1694551500-1.07578-1.07652-1.07492-1.07582--1--1--1-1694553300-1.07537-1.07599-1.07514-1.07562--1--1--1-1694554200-1.07556-1.07607-1.07535-1.07570--1--1--1-1694555100-1.07603-1.07640-1.07581-1.07609--1--1--1-1694556000-1.07574-1.07611-1.07557-1.07579--1--1--1-1694556900-1.07555-1.07569-1.07544-1.07558--1--1--1-1694557800-1.07554-1.07568-1.07544-1.07557--1--1--1-1694558700-1.07558-1.07567-1.07555-1.07560--1--1--1-1694559600-1.07559-1.07572-1.07544-1.07562--1--1--1-1694560500-1.07569-1.07581-1.07558-1.07571--1--1--1-1694561400-1.07552-1.07570-1.07537-1.07555--1--1--1-1694562300-1.07549-1.07569-1.07525-1.07551--1--1--1-1694563200-1.07603-1.07643-1.07531-1.07605--1--1--1-1694564100-1.07593-1.07623-1.07568-1.07595--1--1--1-1694565000-1.07609-1.07624-1.07575-1.07610--1--1--1-1694565900-1.07609-1.07631-1.07586-1.07611--1--1--1-1694566800-1.07597-1.07618-1.07577-1.07598--1--1--1-1694567700-1.07623-1.07651-1.07596-1.07625--1--1--1-1694568600-1.07588-1.07615-1.07562-1.07590--1--1--1-1694569500-1.07570-1.07585-1.07556-1.07572--1--1--1-1694570400-1.07557-1.07601-1.07505-1.07558--1--1--1-1694571300-1.07513-1.07539-1.07483-1.07514--1--1--1-1694572200-1.07482-1.07507-1.07455-1.07484--1--1--1-1694573100-1.07470-1.07488-1.07451-1.07471--1--1--1-1694574000-1.07474-1.07490-1.07456-1.07476--1--1--1-1694574900-1.07468-1.07489-1.07444-1.07470--1--1--1-1694575800-1.07483-1.07503-1.07463-1.07484--1--1--1-1694576700-1.07478-1.07488-1.07467-1.07479--1--1--1-1694577600-1.07472-1.07480-1.07463-1.07473--1--1--1-1694578500-1.07472-1.07484-1.07462-1.07474--1--1--1-1694579400-1.07485-1.07502-1.07471-1.07487--1--1--1-1694580300-1.07519-1.07538-1.07497-1.07520--1--1--1-1694581200-1.07525-1.07548-1.07495-1.07527--1--1--1-1694582100-1.07477-1.07507-1.07461-1.07479--1--1--1-1694583000-1.07463-1.07472-1.07452-1.07464--1--1--1-

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# here is a request for 15m midpoint historical data with keep-up-to-date turned on, the values are with half a tick resolution, both the historical and the real-time

INFO: Sending message: REQUEST_HISTORICAL_DATA[2023-09-13 05:32:58.441]: ---F20-5--EUR-CASH-----IDEALPRO--USD---0--15 mins-54000 S-0-MIDPOINT-2-1--

INFO: Received message: HISTORICAL_DATA[2023-09-13 05:32:58.890]: --

17-5-20230912-14:32:57-20230913-05:32:57-61-1694528100-1.071385-1.071535-1.071085-1.071345--1--1--1-1694529000-1.071345-1.07168-1.071045-1.07167--1--1--1-1694529900-1.07167-1.07177-1.071165-1.071385--1--1--1-1694530800-1.071385-1.072375-1.071375-1.07206--1--1--1-1694531700-1.07206-1.07303-1.072045-1.072985--1--1--1-1694532600-1.072985-1.073015-1.072515-1.072525--1--1--1-1694533500-1.072525-1.07285-1.072455-1.072555--1--1--1-1694534400-1.072555-1.07348-1.072555-1.073425--1--1--1-1694535300-1.073425-1.07376-1.07326-1.073265--1--1--1-1694536200-1.073265-1.073265-1.072345-1.07250--1--1--1-1694537100-1.07250-1.072565-1.07216-1.07233--1--1--1-1694538000-1.07233-1.07276-1.072325-1.07273--1--1--1-1694538900-1.07273-1.073415-1.07272-1.07324--1--1--1-1694539800-1.07324-1.07334-1.07293-1.072935--1--1--1-1694540700-1.072935-1.07336-1.07258-1.07261--1--1--1-1694541600-1.07261-1.072975-1.07246-1.07269--1--1--1-1694542500-1.07269-1.073395-1.07268-1.073345--1--1--1-1694543400-1.073345-1.073445-1.073135-1.073345--1--1--1-1694544300-1.073345-1.07339-1.07302-1.07323--1--1--1-1694545200-1.07323-1.07339-1.073105-1.073195--1--1--1-1694546100-1.073195-1.07322-1.07308-1.073095--1--1--1-1694547000-1.073095-1.073155-1.07276-1.072785--1--1--1-1694547900-1.072785-1.073005-1.072765-1.07282--1--1--1-1694548800-1.07282-1.07292-1.07277-1.07284--1--1--1-1694549700-1.07284-1.07418-1.07277-1.074135--1--1--1-1694550600-1.074135-1.075145-1.07411-1.07498--1--1--1-1694551500-1.07498-1.076505-1.07493-1.075395--1--1--1-1694553300-1.075475-1.075665-1.075315-1.075445--1--1--1-1694554200-1.075445-1.075985-1.07543-1.07595--1--1--1-1694555100-1.07595-1.076375-1.075845-1.075945--1--1--1-1694556000-1.075945-1.07609-1.075595-1.07564--1--1--1-1694556900-1.07564-1.07568-1.07546-1.075475--1--1--1-1694557800-1.075475-1.07567-1.07546-1.075575--1--1--1-1694558700-1.075575-1.07566-1.075565-1.075615--1--1--1-1694559600-1.075615-1.075705-1.075465-1.075595--1--1--1-1694560500-1.075595-1.07580-1.075595-1.07563--1--1--1-1694561400-1.07563-1.075685-1.075375-1.075475--1--1--1-1694562300-1.075475-1.07568-1.075265-1.07532--1--1--1-1694563200-1.07532-1.07642-1.075315-1.07614--1--1--1-1694564100-1.07614-1.076225-1.07569-1.07576--1--1--1-1694565000-1.07576-1.076235-1.07576-1.07613--1--1--1-1694565900-1.07613-1.07631-1.075875-1.07594--1--1--1-1694566800-1.07594-1.07617-1.075775-1.07613--1--1--1-1694567700-1.07613-1.07650-1.07597-1.07609--1--1--1-1694568600-1.07609-1.076145-1.075635-1.07565--1--1--1-1694569500-1.07565-1.075845-1.07557-1.07577--1--1--1-1694570400-1.07577-1.07600-1.075055-1.075135--1--1--1-1694571300-1.075135-1.075375-1.074835-1.075035--1--1--1-1694572200-1.075035-1.07506-1.074555-1.074635--1--1--1-1694573100-1.074635-1.074875-1.074515-1.074675--1--1--1-1694574000-1.074675-1.074895-1.074575-1.074885--1--1--1-1694574900-1.074885-1.074885-1.074445-1.07464--1--1--1-1694575800-1.07464-1.075025-1.07464-1.07478--1--1--1-1694576700-1.07478-1.074875-1.07467-1.074725--1--1--1-1694577600-1.074725-1.07479-1.074635-1.074675--1--1--1-1694578500-1.074675-1.074835-1.074625-1.074815--1--1--1-1694579400-1.074815-1.07501-1.07472-1.07500--1--1--1-1694580300-1.07500-1.075375-1.07498-1.075235--1--1--1-1694581200-1.075235-1.07547-1.07496-1.075035--1--1--1-1694582100-1.075035-1.07506-1.074615-1.074675--1--1--1-1694583000-1.074675-1.074715-1.074525-1.074625--1--1--1-

INFO: Received message: HISTORICAL_DATA_UPDATE[2023-09-13 05:33:01.023]: ---=90-5--1-1694583000-1.074675-1.074625-1.074715-1.074525--1--1-

INFO: Received message: HISTORICAL_DATA_UPDATE[2023-09-13 05:33:01.551]: ---=90-5--1-1694583000-1.074675-1.074625-1.074715-1.074525--1--1-

INFO: Received message: HISTORICAL_DATA_UPDATE[2023-09-13 05:33:06.021]: ---<90-5--1-1694583000-1.074675-1.07464-1.074715-1.074525--1--1-

i'm running ib gateway 10.25.1f, it worked also yesterday with 10.25.1e.

开云体育

API historical data with less decimals than seen in chart for EUR.USD