Hi, when i download historic data on say BIDU, primary exchange is NASDAQ (ISLAND on ib) i dont get the correct info relating to open price.
?
For example, on the 5th Feb just gone, the open price for BIDU was 90.21 according to TWS tick history which correlates to the info on the TWS quote summary, but when i download, with primary exchange set to ISLAND?
i get 90.28. Infact i cant get 90.21 with any variation i can think of sofar? Does anyone have any thoughts on why this is? Is it a shortcoming of the download functionality or could i be doing something else incorrect? Regards B.
?
contract = Stock('BIDU', 'ISLAND', 'USD')
? ? ? ? ? ? ? ? ? ? ib.qualifyContracts(contract)
? ? ? ? ? ? ? ??? ? ? ? ? ? ? ?
bars = ib.reqHistoricalData(
? ? ? ? ? ? ? ? ? ? ? ? ? ? contract,
? ? ? ? ? ? ? ? ? ? ? ? ? ? endDateTime='',
? ? ? ? ? ? ? ? ? ? ? ? ? ? durationStr='1 Y',
? ? ? ? ? ? ? ? ? ? ? ? ? ? barSizeSetting='1 Day',
? ? ? ? ? ? ? ? ? ? ? ? ? ? whatToShow='TRADES',
? ? ? ? ? ? ? ? ? ? ? ? ? ? useRTH=True,
? ? ? ? ? ? ? ? ? ? ? ? ? ? formatDate=2)
