How do I get historical data with an exact start and end date? It only has a "duration" parameter:
df <- reqHistoricalData(tws, Contract=contract, barSize = "1 day", duration = "2 M")
Can I do something like:
df <- reqHistoricalData(tws, Contract=contract, barSize = "1 day", from="2020-01-01", to="2020-02-01")
No. If you like you can write a function to do that and calculate the duration and just call the api function. Note that it will have to round the duration since only certain text values are allowed.
http://interactivebrokers.github.io/tws-api/historical_bars.html#hd_duration
Also make sure it is within limitations
https://interactivebrokers.github.io/tws-api/historical_limitations.html
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