ETF Exchange Change

walter.kissling · July 16, 2018, 4:37pm

IB has an issue with historical data for certain ETFs and I was wondering if there was a workaround. When an ETF changes its listing exchange, a historical pull from IB will only give data back to the date which the change was made.

For example ticker: SHV, started trading on 01/05/07. However, it switched the exchange to NASDAQ on 8/2/2017, so when I download historical data, the first data point is on 8/3/2017. I tried using the primary_exchange = True but that doesn't fix the issue.

Is there any workaround to get data before the exchange change date?

Brian · July 17, 2018, 3:40pm

Sometimes IB links the post- and pre-move data and sometimes unfortunately they do not. The API mirrors TWS so if you can't pull up a chart of the data in TWS you won't be able to get it via the API.

Possible workarounds are using a surrogate ETF or index, or if you have access to the data from another source, that could be loaded into the database (documentation forthcoming).