The function reqHeadTimeStamp() helps quant traders interested in backtesting to find the earliest available data point for a given instrument. Data points vary depending on the security and asset. Here is an example of how to request it in Python:
The request can be cancelled via the
Visit our GitHub Guide to get the sample code in C#, Java, VB, and C++. https://interactivebrokers.github.io/tws-api/head_timestamp.html
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