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Finding Earliest Data Point

Earliest Available Data

To find the earliest available data point for a given instrument and data type a function is in the API starting in v973.02 and v963 of TWS/LYNX, LYNXApi.EClient.reqHeadTimestamp

** Python **

self.reqHeadTimeStamp(4101, ContractSamples.USStockAtSmart(), "TRADES", 0, 1)

** Java **

client.reqHeadTimestamp(4003, ContractSamples.USStock(), "TRADES", 1, 1);

The resulting head timestamp is returned to the function LYNXApi.EWrapper.headTimestamp

** Python **

class TestWrapper(wrapper.EWrapper):

def headTimestamp(self, reqId:int, headTimestamp:str):
    print("HeadTimestamp. ReqId:", reqId, "HeadTimeStamp:", headTimestamp)

** Java **

public class EWrapperImpl implements EWrapper {

@Override
public void headTimestamp(int reqId, String headTimestamp) {
    System.out.println("Head timestamp. Req Id: " + reqId + ", headTimestamp: " + headTimestamp);
}

A reqHeadTimeStamp request can be cancelled with LYNXApi.EClient.cancelHeadTimestamp

** Python **

self.cancelHeadTimeStamp(4101)

** Java **

client.cancelHeadTimestamp(4003);