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joshuaulrich / IBrokers

R API to Interactive Brokers Trader Workstation
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reqHistoricalData for a time bar returns which segment of the bar [Open, High, Low, or Close]? #15

Open Research100 opened 6 years ago

Research100 commented 6 years ago

Hi, With the whatToShow parameter, we are able to specify what price to return, but I could find a parameter to specify the time segment from which that price was quoted. For example, If I am getting 5-minute bar data and specify whatToShow = "TRADES", will I get the first, last, high, low, or some other combination of the TRADES for each bar? What is the default behavior of the function and is there a parameter to control that?

Thank you.