According to IB's documentation, historical data is only available for active contracts. Does the moment the contract expire, IB stop giving historical data for that contract? The next day? For example, lets say the contract expires Friday, if I request historical data at 2:59 central, I will get data, but if I request at 3:01 central I wont? Or will it allow me to go to midnight on Friday? Any input would be helpful as I am trying to build a system that will grab historical data on several expiring contracts the day it expires for backtesting.
I would think it runs for a bit so when the Dec contracts expire (say the 15th) you'll probably be able to get the data if you ask for it on the 31st Dec. Move into Jan and it might not be available. What I do know is for their spot FX feeds that data is available for a long time. Many months after the date, if not a year or so. Personally I make sure my FX tick database is fully up to date for the last month on the first weekend of the next month. So come 1-2 of Jan 2017 I will update (backfill basically) all the days for Dec to make sure I have 100% of it. I use Ensign for Windows and that has a free feed to Barchart (not live feed, historical data feed). That seems to offer pretty much all the tick data from at least 1 year ago, and it gets downloaded really fast, seconds compared to IB's minutes. Ensign for Windows is such a slick program.