I¡¯ve only encountered this particular error with a single stock contract (AAL@NASDAQ) out of several hundred so far, when trying to do EClient.reqHeadTimestamp()?to get the earliest available historical trade bars for this contract, and am wondering what it means.?
The full error message below:
Error 162, reqId X: Historical Market Data Service error message: BEST queries are not supported for this contract, contract: Contract(secType='STK', conId=139673266, symbol='AAL', exchange='SMART', primaryExchange='NASDAQ', currency='USD', localSymbol='AAL', tradingClass='NMS')
[Message edited by Moderator to remove unnecessary quote from an ancient thread.]
Owen