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reqHistoricalData - volume returned as 0.0


 

Hey,

I am trying to pull out some historical data about NQ Future.?

The time frame is 1 sec for the last 30 min (for example) - The thing is that the volume is always returned as 0.0 which is doesn't make sense.

Example:??

ib.reqHistoricalData(contract, endDateTime='20220401 09:30:00 est', barSizeSetting='1 secs',
durationStr='1800 S', whatToShow='TRADES', useRTH=False, formatDate=2)

where contract is:?

contract = Future('NQ', '202209', 'GLOBEX', '', '20', 'USD') 

Does anyone faced with this issue??

Another thing is the timezone which I need to understand how to make it aligned with the trading hours.?

?

Thanks for the help :)?

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